| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
18,890 |
19,275 |
385 |
2.0% |
18,285 |
| High |
19,260 |
19,335 |
75 |
0.4% |
19,260 |
| Low |
18,825 |
19,085 |
260 |
1.4% |
18,275 |
| Close |
19,255 |
19,135 |
-120 |
-0.6% |
19,255 |
| Range |
435 |
250 |
-185 |
-42.5% |
985 |
| ATR |
275 |
273 |
-2 |
-0.6% |
0 |
| Volume |
13,858 |
12,825 |
-1,033 |
-7.5% |
79,341 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,935 |
19,785 |
19,273 |
|
| R3 |
19,685 |
19,535 |
19,204 |
|
| R2 |
19,435 |
19,435 |
19,181 |
|
| R1 |
19,285 |
19,285 |
19,158 |
19,235 |
| PP |
19,185 |
19,185 |
19,185 |
19,160 |
| S1 |
19,035 |
19,035 |
19,112 |
18,985 |
| S2 |
18,935 |
18,935 |
19,089 |
|
| S3 |
18,685 |
18,785 |
19,066 |
|
| S4 |
18,435 |
18,535 |
18,998 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,885 |
21,555 |
19,797 |
|
| R3 |
20,900 |
20,570 |
19,526 |
|
| R2 |
19,915 |
19,915 |
19,436 |
|
| R1 |
19,585 |
19,585 |
19,345 |
19,750 |
| PP |
18,930 |
18,930 |
18,930 |
19,013 |
| S1 |
18,600 |
18,600 |
19,165 |
18,765 |
| S2 |
17,945 |
17,945 |
19,075 |
|
| S3 |
16,960 |
17,615 |
18,984 |
|
| S4 |
15,975 |
16,630 |
18,713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,335 |
18,360 |
975 |
5.1% |
281 |
1.5% |
79% |
True |
False |
13,450 |
| 10 |
19,335 |
18,275 |
1,060 |
5.5% |
286 |
1.5% |
81% |
True |
False |
9,406 |
| 20 |
19,335 |
17,500 |
1,835 |
9.6% |
255 |
1.3% |
89% |
True |
False |
4,746 |
| 40 |
19,335 |
16,190 |
3,145 |
16.4% |
249 |
1.3% |
94% |
True |
False |
2,379 |
| 60 |
19,335 |
16,190 |
3,145 |
16.4% |
219 |
1.1% |
94% |
True |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,398 |
|
2.618 |
19,990 |
|
1.618 |
19,740 |
|
1.000 |
19,585 |
|
0.618 |
19,490 |
|
HIGH |
19,335 |
|
0.618 |
19,240 |
|
0.500 |
19,210 |
|
0.382 |
19,181 |
|
LOW |
19,085 |
|
0.618 |
18,931 |
|
1.000 |
18,835 |
|
1.618 |
18,681 |
|
2.618 |
18,431 |
|
4.250 |
18,023 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,210 |
19,086 |
| PP |
19,185 |
19,037 |
| S1 |
19,160 |
18,988 |
|