| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,447.0 |
11,448.0 |
1.0 |
0.0% |
11,244.5 |
| High |
11,483.0 |
11,478.5 |
-4.5 |
0.0% |
11,451.5 |
| Low |
11,444.0 |
11,428.0 |
-16.0 |
-0.1% |
11,139.0 |
| Close |
11,470.0 |
11,444.5 |
-25.5 |
-0.2% |
11,384.0 |
| Range |
39.0 |
50.5 |
11.5 |
29.5% |
312.5 |
| ATR |
126.5 |
121.1 |
-5.4 |
-4.3% |
0.0 |
| Volume |
44,849 |
36,066 |
-8,783 |
-19.6% |
340,944 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,601.8 |
11,573.7 |
11,472.3 |
|
| R3 |
11,551.3 |
11,523.2 |
11,458.4 |
|
| R2 |
11,500.8 |
11,500.8 |
11,453.8 |
|
| R1 |
11,472.7 |
11,472.7 |
11,449.1 |
11,461.5 |
| PP |
11,450.3 |
11,450.3 |
11,450.3 |
11,444.8 |
| S1 |
11,422.2 |
11,422.2 |
11,439.9 |
11,411.0 |
| S2 |
11,399.8 |
11,399.8 |
11,435.2 |
|
| S3 |
11,349.3 |
11,371.7 |
11,430.6 |
|
| S4 |
11,298.8 |
11,321.2 |
11,416.7 |
|
|
| 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 |
11,483.0 |
11,351.0 |
132.0 |
1.2% |
62.5 |
0.5% |
71% |
False |
False |
47,336 |
| 10 |
11,483.0 |
11,139.0 |
344.0 |
3.0% |
88.3 |
0.8% |
89% |
False |
False |
55,515 |
| 20 |
11,483.0 |
10,398.0 |
1,085.0 |
9.5% |
122.1 |
1.1% |
96% |
False |
False |
28,545 |
| 40 |
11,483.0 |
10,021.5 |
1,461.5 |
12.8% |
134.1 |
1.2% |
97% |
False |
False |
14,412 |
| 60 |
11,483.0 |
10,021.5 |
1,461.5 |
12.8% |
133.9 |
1.2% |
97% |
False |
False |
9,660 |
| 80 |
11,483.0 |
10,021.5 |
1,461.5 |
12.8% |
125.0 |
1.1% |
97% |
False |
False |
7,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,693.1 |
|
2.618 |
11,610.7 |
|
1.618 |
11,560.2 |
|
1.000 |
11,529.0 |
|
0.618 |
11,509.7 |
|
HIGH |
11,478.5 |
|
0.618 |
11,459.2 |
|
0.500 |
11,453.3 |
|
0.382 |
11,447.3 |
|
LOW |
11,428.0 |
|
0.618 |
11,396.8 |
|
1.000 |
11,377.5 |
|
1.618 |
11,346.3 |
|
2.618 |
11,295.8 |
|
4.250 |
11,213.4 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,453.3 |
11,445.8 |
| PP |
11,450.3 |
11,445.3 |
| S1 |
11,447.4 |
11,444.9 |
|