| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,269.0 |
11,369.5 |
100.5 |
0.9% |
11,244.5 |
| High |
11,397.0 |
11,451.5 |
54.5 |
0.5% |
11,451.5 |
| Low |
11,256.5 |
11,351.0 |
94.5 |
0.8% |
11,139.0 |
| Close |
11,379.0 |
11,384.0 |
5.0 |
0.0% |
11,384.0 |
| Range |
140.5 |
100.5 |
-40.0 |
-28.5% |
312.5 |
| ATR |
148.1 |
144.7 |
-3.4 |
-2.3% |
0.0 |
| Volume |
97,982 |
52,340 |
-45,642 |
-46.6% |
340,944 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,697.0 |
11,641.0 |
11,439.3 |
|
| R3 |
11,596.5 |
11,540.5 |
11,411.6 |
|
| R2 |
11,496.0 |
11,496.0 |
11,402.4 |
|
| R1 |
11,440.0 |
11,440.0 |
11,393.2 |
11,468.0 |
| PP |
11,395.5 |
11,395.5 |
11,395.5 |
11,409.5 |
| S1 |
11,339.5 |
11,339.5 |
11,374.8 |
11,367.5 |
| S2 |
11,295.0 |
11,295.0 |
11,365.6 |
|
| S3 |
11,194.5 |
11,239.0 |
11,356.4 |
|
| S4 |
11,094.0 |
11,138.5 |
11,328.7 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,262.3 |
12,135.7 |
11,555.9 |
|
| R3 |
11,949.8 |
11,823.2 |
11,469.9 |
|
| R2 |
11,637.3 |
11,637.3 |
11,441.3 |
|
| R1 |
11,510.7 |
11,510.7 |
11,412.6 |
11,574.0 |
| PP |
11,324.8 |
11,324.8 |
11,324.8 |
11,356.5 |
| S1 |
11,198.2 |
11,198.2 |
11,355.4 |
11,261.5 |
| S2 |
11,012.3 |
11,012.3 |
11,326.7 |
|
| S3 |
10,699.8 |
10,885.7 |
11,298.1 |
|
| S4 |
10,387.3 |
10,573.2 |
11,212.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,451.5 |
11,139.0 |
312.5 |
2.7% |
116.2 |
1.0% |
78% |
True |
False |
68,188 |
| 10 |
11,451.5 |
10,424.5 |
1,027.0 |
9.0% |
159.6 |
1.4% |
93% |
True |
False |
38,356 |
| 20 |
11,451.5 |
10,398.0 |
1,053.5 |
9.3% |
131.4 |
1.2% |
94% |
True |
False |
19,372 |
| 40 |
11,451.5 |
10,021.5 |
1,430.0 |
12.6% |
140.6 |
1.2% |
95% |
True |
False |
9,818 |
| 60 |
11,451.5 |
10,021.5 |
1,430.0 |
12.6% |
139.0 |
1.2% |
95% |
True |
False |
6,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,878.6 |
|
2.618 |
11,714.6 |
|
1.618 |
11,614.1 |
|
1.000 |
11,552.0 |
|
0.618 |
11,513.6 |
|
HIGH |
11,451.5 |
|
0.618 |
11,413.1 |
|
0.500 |
11,401.3 |
|
0.382 |
11,389.4 |
|
LOW |
11,351.0 |
|
0.618 |
11,288.9 |
|
1.000 |
11,250.5 |
|
1.618 |
11,188.4 |
|
2.618 |
11,087.9 |
|
4.250 |
10,923.9 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,401.3 |
11,368.1 |
| PP |
11,395.5 |
11,352.2 |
| S1 |
11,389.8 |
11,336.3 |
|