| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
225.60 |
225.43 |
-0.17 |
-0.1% |
225.25 |
| High |
225.74 |
225.72 |
-0.02 |
0.0% |
226.57 |
| Low |
224.92 |
225.21 |
0.29 |
0.1% |
224.92 |
| Close |
225.38 |
225.71 |
0.33 |
0.1% |
225.71 |
| Range |
0.82 |
0.51 |
-0.31 |
-37.8% |
1.65 |
| ATR |
1.55 |
1.47 |
-0.07 |
-4.8% |
0.00 |
| Volume |
56,219,000 |
36,697,800 |
-19,521,200 |
-34.7% |
341,005,704 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
227.08 |
226.90 |
225.99 |
|
| R3 |
226.57 |
226.39 |
225.85 |
|
| R2 |
226.06 |
226.06 |
225.80 |
|
| R1 |
225.88 |
225.88 |
225.76 |
225.97 |
| PP |
225.55 |
225.55 |
225.55 |
225.59 |
| S1 |
225.37 |
225.37 |
225.66 |
225.46 |
| S2 |
225.04 |
225.04 |
225.62 |
|
| S3 |
224.53 |
224.86 |
225.57 |
|
| S4 |
224.02 |
224.35 |
225.43 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
230.68 |
229.85 |
226.62 |
|
| R3 |
229.03 |
228.20 |
226.16 |
|
| R2 |
227.38 |
227.38 |
226.01 |
|
| R1 |
226.55 |
226.55 |
225.86 |
226.97 |
| PP |
225.73 |
225.73 |
225.73 |
225.94 |
| S1 |
224.90 |
224.90 |
225.56 |
225.32 |
| S2 |
224.08 |
224.08 |
225.41 |
|
| S3 |
222.43 |
223.25 |
225.26 |
|
| S4 |
220.78 |
221.60 |
224.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
226.57 |
224.92 |
1.65 |
0.7% |
0.73 |
0.3% |
48% |
False |
False |
68,201,140 |
| 10 |
228.34 |
224.67 |
3.67 |
1.6% |
1.24 |
0.5% |
28% |
False |
False |
97,739,358 |
| 20 |
228.34 |
219.15 |
9.19 |
4.1% |
1.34 |
0.6% |
71% |
False |
False |
90,859,914 |
| 40 |
228.34 |
208.38 |
19.96 |
8.8% |
1.54 |
0.7% |
87% |
False |
False |
95,829,156 |
| 60 |
228.34 |
208.38 |
19.96 |
8.8% |
1.51 |
0.7% |
87% |
False |
False |
91,235,174 |
| 80 |
228.34 |
208.38 |
19.96 |
8.8% |
1.62 |
0.7% |
87% |
False |
False |
95,751,153 |
| 100 |
228.34 |
208.38 |
19.96 |
8.8% |
1.53 |
0.7% |
87% |
False |
False |
89,601,925 |
| 120 |
228.34 |
208.38 |
19.96 |
8.8% |
1.51 |
0.7% |
87% |
False |
False |
87,636,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
227.89 |
|
2.618 |
227.06 |
|
1.618 |
226.55 |
|
1.000 |
226.23 |
|
0.618 |
226.04 |
|
HIGH |
225.72 |
|
0.618 |
225.53 |
|
0.500 |
225.47 |
|
0.382 |
225.40 |
|
LOW |
225.21 |
|
0.618 |
224.89 |
|
1.000 |
224.70 |
|
1.618 |
224.38 |
|
2.618 |
223.87 |
|
4.250 |
223.04 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
225.63 |
225.70 |
| PP |
225.55 |
225.69 |
| S1 |
225.47 |
225.69 |
|