| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,245.50 |
2,246.25 |
0.75 |
0.0% |
2,258.75 |
| High |
2,250.00 |
2,252.75 |
2.75 |
0.1% |
2,269.50 |
| Low |
2,239.50 |
2,228.00 |
-11.50 |
-0.5% |
2,228.00 |
| Close |
2,245.00 |
2,236.25 |
-8.75 |
-0.4% |
2,236.25 |
| Range |
10.50 |
24.75 |
14.25 |
135.7% |
41.50 |
| ATR |
16.74 |
17.31 |
0.57 |
3.4% |
0.00 |
| Volume |
913,220 |
1,281,987 |
368,767 |
40.4% |
3,694,554 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.25 |
2,299.50 |
2,249.75 |
|
| R3 |
2,288.50 |
2,274.75 |
2,243.00 |
|
| R2 |
2,263.75 |
2,263.75 |
2,240.75 |
|
| R1 |
2,250.00 |
2,250.00 |
2,238.50 |
2,244.50 |
| PP |
2,239.00 |
2,239.00 |
2,239.00 |
2,236.25 |
| S1 |
2,225.25 |
2,225.25 |
2,234.00 |
2,219.75 |
| S2 |
2,214.25 |
2,214.25 |
2,231.75 |
|
| S3 |
2,189.50 |
2,200.50 |
2,229.50 |
|
| S4 |
2,164.75 |
2,175.75 |
2,222.75 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.00 |
2,344.25 |
2,259.00 |
|
| R3 |
2,327.50 |
2,302.75 |
2,247.75 |
|
| R2 |
2,286.00 |
2,286.00 |
2,243.75 |
|
| R1 |
2,261.25 |
2,261.25 |
2,240.00 |
2,253.00 |
| PP |
2,244.50 |
2,244.50 |
2,244.50 |
2,240.50 |
| S1 |
2,219.75 |
2,219.75 |
2,232.50 |
2,211.50 |
| S2 |
2,203.00 |
2,203.00 |
2,228.75 |
|
| S3 |
2,161.50 |
2,178.25 |
2,224.75 |
|
| S4 |
2,120.00 |
2,136.75 |
2,213.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,269.50 |
2,228.00 |
41.50 |
1.9% |
15.50 |
0.7% |
20% |
False |
True |
818,217 |
| 10 |
2,269.50 |
2,228.00 |
41.50 |
1.9% |
13.00 |
0.6% |
20% |
False |
True |
876,437 |
| 20 |
2,273.00 |
2,174.25 |
98.75 |
4.4% |
17.25 |
0.8% |
63% |
False |
False |
1,011,400 |
| 40 |
2,273.00 |
2,023.00 |
250.00 |
11.2% |
20.50 |
0.9% |
85% |
False |
False |
510,443 |
| 60 |
2,273.00 |
2,023.00 |
250.00 |
11.2% |
20.00 |
0.9% |
85% |
False |
False |
341,171 |
| 80 |
2,273.00 |
2,023.00 |
250.00 |
11.2% |
21.25 |
1.0% |
85% |
False |
False |
256,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.00 |
|
2.618 |
2,317.50 |
|
1.618 |
2,292.75 |
|
1.000 |
2,277.50 |
|
0.618 |
2,268.00 |
|
HIGH |
2,252.75 |
|
0.618 |
2,243.25 |
|
0.500 |
2,240.50 |
|
0.382 |
2,237.50 |
|
LOW |
2,228.00 |
|
0.618 |
2,212.75 |
|
1.000 |
2,203.25 |
|
1.618 |
2,188.00 |
|
2.618 |
2,163.25 |
|
4.250 |
2,122.75 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.50 |
2,247.75 |
| PP |
2,239.00 |
2,244.00 |
| S1 |
2,237.50 |
2,240.00 |
|