| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,858 |
19,763 |
-95 |
-0.5% |
19,059 |
| High |
19,911 |
19,895 |
-16 |
-0.1% |
19,723 |
| Low |
19,690 |
19,742 |
52 |
0.3% |
19,001 |
| Close |
19,765 |
19,803 |
38 |
0.2% |
19,711 |
| Range |
221 |
153 |
-68 |
-30.8% |
722 |
| ATR |
162 |
162 |
-1 |
-0.4% |
0 |
| Volume |
221,584 |
202,529 |
-19,055 |
-8.6% |
173,307 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,272 |
20,191 |
19,887 |
|
| R3 |
20,119 |
20,038 |
19,845 |
|
| R2 |
19,966 |
19,966 |
19,831 |
|
| R1 |
19,885 |
19,885 |
19,817 |
19,926 |
| PP |
19,813 |
19,813 |
19,813 |
19,834 |
| S1 |
19,732 |
19,732 |
19,789 |
19,773 |
| S2 |
19,660 |
19,660 |
19,775 |
|
| S3 |
19,507 |
19,579 |
19,761 |
|
| S4 |
19,354 |
19,426 |
19,719 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,644 |
21,400 |
20,108 |
|
| R3 |
20,922 |
20,678 |
19,910 |
|
| R2 |
20,200 |
20,200 |
19,843 |
|
| R1 |
19,956 |
19,956 |
19,777 |
20,078 |
| PP |
19,478 |
19,478 |
19,478 |
19,540 |
| S1 |
19,234 |
19,234 |
19,645 |
19,356 |
| S2 |
18,756 |
18,756 |
19,579 |
|
| S3 |
18,034 |
18,512 |
19,513 |
|
| S4 |
17,312 |
17,790 |
19,314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,911 |
19,556 |
355 |
1.8% |
170 |
0.9% |
70% |
False |
False |
169,331 |
| 10 |
19,911 |
19,001 |
910 |
4.6% |
169 |
0.9% |
88% |
False |
False |
90,030 |
| 20 |
19,911 |
18,755 |
1,156 |
5.8% |
127 |
0.6% |
91% |
False |
False |
45,324 |
| 40 |
19,911 |
17,360 |
2,551 |
12.9% |
163 |
0.8% |
96% |
False |
False |
22,866 |
| 60 |
19,911 |
17,360 |
2,551 |
12.9% |
167 |
0.8% |
96% |
False |
False |
15,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,545 |
|
2.618 |
20,296 |
|
1.618 |
20,143 |
|
1.000 |
20,048 |
|
0.618 |
19,990 |
|
HIGH |
19,895 |
|
0.618 |
19,837 |
|
0.500 |
19,819 |
|
0.382 |
19,801 |
|
LOW |
19,742 |
|
0.618 |
19,648 |
|
1.000 |
19,589 |
|
1.618 |
19,495 |
|
2.618 |
19,342 |
|
4.250 |
19,092 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,819 |
19,802 |
| PP |
19,813 |
19,801 |
| S1 |
19,808 |
19,801 |
|