| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,838 |
19,916 |
78 |
0.4% |
19,708 |
| High |
19,933 |
19,930 |
-3 |
0.0% |
19,911 |
| Low |
19,833 |
19,872 |
39 |
0.2% |
19,686 |
| Close |
19,899 |
19,891 |
-8 |
0.0% |
19,794 |
| Range |
100 |
58 |
-42 |
-42.0% |
225 |
| ATR |
147 |
141 |
-6 |
-4.3% |
0 |
| Volume |
81,800 |
64,397 |
-17,403 |
-21.3% |
856,411 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,072 |
20,039 |
19,923 |
|
| R3 |
20,014 |
19,981 |
19,907 |
|
| R2 |
19,956 |
19,956 |
19,902 |
|
| R1 |
19,923 |
19,923 |
19,896 |
19,911 |
| PP |
19,898 |
19,898 |
19,898 |
19,891 |
| S1 |
19,865 |
19,865 |
19,886 |
19,853 |
| S2 |
19,840 |
19,840 |
19,880 |
|
| S3 |
19,782 |
19,807 |
19,875 |
|
| S4 |
19,724 |
19,749 |
19,859 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,472 |
20,358 |
19,918 |
|
| R3 |
20,247 |
20,133 |
19,856 |
|
| R2 |
20,022 |
20,022 |
19,835 |
|
| R1 |
19,908 |
19,908 |
19,815 |
19,965 |
| PP |
19,797 |
19,797 |
19,797 |
19,826 |
| S1 |
19,683 |
19,683 |
19,774 |
19,740 |
| S2 |
19,572 |
19,572 |
19,753 |
|
| S3 |
19,347 |
19,458 |
19,732 |
|
| S4 |
19,122 |
19,233 |
19,670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,933 |
19,742 |
191 |
1.0% |
96 |
0.5% |
78% |
False |
False |
113,149 |
| 10 |
19,933 |
19,431 |
502 |
2.5% |
135 |
0.7% |
92% |
False |
False |
124,964 |
| 20 |
19,933 |
18,907 |
1,026 |
5.2% |
129 |
0.6% |
96% |
False |
False |
63,340 |
| 40 |
19,933 |
17,360 |
2,573 |
12.9% |
160 |
0.8% |
98% |
False |
False |
31,927 |
| 60 |
19,933 |
17,360 |
2,573 |
12.9% |
161 |
0.8% |
98% |
False |
False |
21,325 |
| 80 |
19,933 |
17,360 |
2,573 |
12.9% |
154 |
0.8% |
98% |
False |
False |
16,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,177 |
|
2.618 |
20,082 |
|
1.618 |
20,024 |
|
1.000 |
19,988 |
|
0.618 |
19,966 |
|
HIGH |
19,930 |
|
0.618 |
19,908 |
|
0.500 |
19,901 |
|
0.382 |
19,894 |
|
LOW |
19,872 |
|
0.618 |
19,836 |
|
1.000 |
19,814 |
|
1.618 |
19,778 |
|
2.618 |
19,720 |
|
4.250 |
19,626 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,901 |
19,882 |
| PP |
19,898 |
19,872 |
| S1 |
19,894 |
19,863 |
|