| 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 |
226.16 |
226.01 |
-0.15 |
-0.1% |
226.40 |
| High |
227.81 |
226.08 |
-1.73 |
-0.8% |
228.34 |
| Low |
225.89 |
224.67 |
-1.22 |
-0.5% |
224.67 |
| Close |
226.81 |
225.04 |
-1.77 |
-0.8% |
225.04 |
| Range |
1.92 |
1.41 |
-0.51 |
-26.6% |
3.67 |
| ATR |
1.75 |
1.78 |
0.03 |
1.6% |
0.00 |
| Volume |
124,972,496 |
156,420,096 |
31,447,600 |
25.2% |
636,387,880 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
229.49 |
228.68 |
225.82 |
|
| R3 |
228.08 |
227.27 |
225.43 |
|
| R2 |
226.67 |
226.67 |
225.30 |
|
| R1 |
225.86 |
225.86 |
225.17 |
225.56 |
| PP |
225.26 |
225.26 |
225.26 |
225.12 |
| S1 |
224.45 |
224.45 |
224.91 |
224.15 |
| S2 |
223.85 |
223.85 |
224.78 |
|
| S3 |
222.44 |
223.04 |
224.65 |
|
| S4 |
221.03 |
221.63 |
224.26 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
237.03 |
234.70 |
227.06 |
|
| R3 |
233.36 |
231.03 |
226.05 |
|
| R2 |
229.69 |
229.69 |
225.71 |
|
| R1 |
227.36 |
227.36 |
225.38 |
226.69 |
| PP |
226.02 |
226.02 |
226.02 |
225.68 |
| S1 |
223.69 |
223.69 |
224.70 |
223.02 |
| S2 |
222.35 |
222.35 |
224.37 |
|
| S3 |
218.68 |
220.02 |
224.03 |
|
| S4 |
215.01 |
216.35 |
223.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
228.34 |
224.67 |
3.67 |
1.6% |
1.75 |
0.8% |
10% |
False |
True |
127,277,576 |
| 10 |
228.34 |
220.42 |
7.92 |
3.5% |
1.67 |
0.7% |
58% |
False |
False |
106,256,098 |
| 20 |
228.34 |
218.29 |
10.05 |
4.5% |
1.40 |
0.6% |
67% |
False |
False |
89,839,108 |
| 40 |
228.34 |
208.38 |
19.96 |
8.9% |
1.60 |
0.7% |
83% |
False |
False |
96,521,599 |
| 60 |
228.34 |
208.38 |
19.96 |
8.9% |
1.61 |
0.7% |
83% |
False |
False |
93,172,687 |
| 80 |
228.34 |
208.38 |
19.96 |
8.9% |
1.67 |
0.7% |
83% |
False |
False |
96,558,794 |
| 100 |
228.34 |
208.38 |
19.96 |
8.9% |
1.57 |
0.7% |
83% |
False |
False |
89,833,422 |
| 120 |
228.34 |
204.72 |
23.62 |
10.5% |
1.57 |
0.7% |
86% |
False |
False |
89,913,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
232.07 |
|
2.618 |
229.77 |
|
1.618 |
228.36 |
|
1.000 |
227.49 |
|
0.618 |
226.95 |
|
HIGH |
226.08 |
|
0.618 |
225.54 |
|
0.500 |
225.38 |
|
0.382 |
225.21 |
|
LOW |
224.67 |
|
0.618 |
223.80 |
|
1.000 |
223.26 |
|
1.618 |
222.39 |
|
2.618 |
220.98 |
|
4.250 |
218.68 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
225.38 |
226.45 |
| PP |
225.26 |
225.98 |
| S1 |
225.15 |
225.51 |
|