| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,250.25 |
2,268.00 |
17.75 |
0.8% |
2,179.00 |
| High |
2,273.00 |
2,272.50 |
-0.50 |
0.0% |
2,255.75 |
| Low |
2,247.75 |
2,243.00 |
-4.75 |
-0.2% |
2,174.25 |
| Close |
2,267.75 |
2,252.00 |
-15.75 |
-0.7% |
2,254.75 |
| Range |
25.25 |
29.50 |
4.25 |
16.8% |
81.50 |
| ATR |
20.59 |
21.22 |
0.64 |
3.1% |
0.00 |
| Volume |
2,325,023 |
2,267,763 |
-57,260 |
-2.5% |
2,893,904 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.25 |
2,327.75 |
2,268.25 |
|
| R3 |
2,314.75 |
2,298.25 |
2,260.00 |
|
| R2 |
2,285.25 |
2,285.25 |
2,257.50 |
|
| R1 |
2,268.75 |
2,268.75 |
2,254.75 |
2,262.25 |
| PP |
2,255.75 |
2,255.75 |
2,255.75 |
2,252.50 |
| S1 |
2,239.25 |
2,239.25 |
2,249.25 |
2,232.75 |
| S2 |
2,226.25 |
2,226.25 |
2,246.50 |
|
| S3 |
2,196.75 |
2,209.75 |
2,244.00 |
|
| S4 |
2,167.25 |
2,180.25 |
2,235.75 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.75 |
2,445.25 |
2,299.50 |
|
| R3 |
2,391.25 |
2,363.75 |
2,277.25 |
|
| R2 |
2,309.75 |
2,309.75 |
2,269.75 |
|
| R1 |
2,282.25 |
2,282.25 |
2,262.25 |
2,296.00 |
| PP |
2,228.25 |
2,228.25 |
2,228.25 |
2,235.00 |
| S1 |
2,200.75 |
2,200.75 |
2,247.25 |
2,214.50 |
| S2 |
2,146.75 |
2,146.75 |
2,239.75 |
|
| S3 |
2,065.25 |
2,119.25 |
2,232.25 |
|
| S4 |
1,983.75 |
2,037.75 |
2,210.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,273.00 |
2,227.75 |
45.25 |
2.0% |
21.50 |
1.0% |
54% |
False |
False |
1,795,672 |
| 10 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
21.25 |
0.9% |
79% |
False |
False |
950,518 |
| 20 |
2,273.00 |
2,163.75 |
109.25 |
4.9% |
17.25 |
0.8% |
81% |
False |
False |
480,509 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.75 |
1.0% |
92% |
False |
False |
242,726 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.1% |
21.50 |
1.0% |
92% |
False |
False |
162,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,398.00 |
|
2.618 |
2,349.75 |
|
1.618 |
2,320.25 |
|
1.000 |
2,302.00 |
|
0.618 |
2,290.75 |
|
HIGH |
2,272.50 |
|
0.618 |
2,261.25 |
|
0.500 |
2,257.75 |
|
0.382 |
2,254.25 |
|
LOW |
2,243.00 |
|
0.618 |
2,224.75 |
|
1.000 |
2,213.50 |
|
1.618 |
2,195.25 |
|
2.618 |
2,165.75 |
|
4.250 |
2,117.50 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,257.75 |
2,258.00 |
| PP |
2,255.75 |
2,256.00 |
| S1 |
2,254.00 |
2,254.00 |
|