| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
226.02 |
226.57 |
0.55 |
0.2% |
225.25 |
| High |
226.73 |
226.59 |
-0.14 |
-0.1% |
226.57 |
| Low |
226.00 |
224.27 |
-1.73 |
-0.8% |
224.92 |
| Close |
226.27 |
224.40 |
-1.87 |
-0.8% |
225.71 |
| Range |
0.73 |
2.32 |
1.59 |
217.8% |
1.65 |
| ATR |
1.44 |
1.50 |
0.06 |
4.4% |
0.00 |
| Volume |
42,672,400 |
64,095,000 |
21,422,600 |
50.2% |
341,005,704 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
232.05 |
230.54 |
225.68 |
|
| R3 |
229.73 |
228.22 |
225.04 |
|
| R2 |
227.41 |
227.41 |
224.83 |
|
| R1 |
225.90 |
225.90 |
224.61 |
225.50 |
| PP |
225.09 |
225.09 |
225.09 |
224.88 |
| S1 |
223.58 |
223.58 |
224.19 |
223.18 |
| S2 |
222.77 |
222.77 |
223.97 |
|
| S3 |
220.45 |
221.26 |
223.76 |
|
| S4 |
218.13 |
218.94 |
223.12 |
|
|
| 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 |
226.73 |
224.27 |
2.46 |
1.1% |
1.01 |
0.5% |
5% |
False |
True |
53,518,640 |
| 10 |
228.23 |
224.27 |
3.96 |
1.8% |
1.29 |
0.6% |
3% |
False |
True |
87,166,748 |
| 20 |
228.34 |
219.15 |
9.19 |
4.1% |
1.37 |
0.6% |
57% |
False |
False |
88,875,329 |
| 40 |
228.34 |
208.38 |
19.96 |
8.9% |
1.54 |
0.7% |
80% |
False |
False |
93,450,951 |
| 60 |
228.34 |
208.38 |
19.96 |
8.9% |
1.52 |
0.7% |
80% |
False |
False |
89,670,202 |
| 80 |
228.34 |
208.38 |
19.96 |
8.9% |
1.62 |
0.7% |
80% |
False |
False |
94,871,520 |
| 100 |
228.34 |
208.38 |
19.96 |
8.9% |
1.53 |
0.7% |
80% |
False |
False |
89,484,823 |
| 120 |
228.34 |
208.38 |
19.96 |
8.9% |
1.50 |
0.7% |
80% |
False |
False |
86,696,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
236.45 |
|
2.618 |
232.66 |
|
1.618 |
230.34 |
|
1.000 |
228.91 |
|
0.618 |
228.02 |
|
HIGH |
226.59 |
|
0.618 |
225.70 |
|
0.500 |
225.43 |
|
0.382 |
225.16 |
|
LOW |
224.27 |
|
0.618 |
222.84 |
|
1.000 |
221.95 |
|
1.618 |
220.52 |
|
2.618 |
218.20 |
|
4.250 |
214.41 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
225.43 |
225.50 |
| PP |
225.09 |
225.13 |
| S1 |
224.74 |
224.77 |
|