| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,909.01 |
19,836.66 |
-72.35 |
-0.4% |
19,770.20 |
| High |
19,923.17 |
19,917.78 |
-5.39 |
0.0% |
19,966.43 |
| Low |
19,821.00 |
19,832.95 |
11.95 |
0.1% |
19,747.74 |
| Close |
19,843.41 |
19,883.06 |
39.65 |
0.2% |
19,843.41 |
| Range |
102.17 |
84.83 |
-17.34 |
-17.0% |
218.69 |
| ATR |
134.21 |
130.68 |
-3.53 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,132.42 |
20,092.57 |
19,929.72 |
|
| R3 |
20,047.59 |
20,007.74 |
19,906.39 |
|
| R2 |
19,962.76 |
19,962.76 |
19,898.61 |
|
| R1 |
19,922.91 |
19,922.91 |
19,890.84 |
19,942.84 |
| PP |
19,877.93 |
19,877.93 |
19,877.93 |
19,887.89 |
| S1 |
19,838.08 |
19,838.08 |
19,875.28 |
19,858.01 |
| S2 |
19,793.10 |
19,793.10 |
19,867.51 |
|
| S3 |
19,708.27 |
19,753.25 |
19,859.73 |
|
| S4 |
19,623.44 |
19,668.42 |
19,836.40 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,508.60 |
20,394.69 |
19,963.69 |
|
| R3 |
20,289.91 |
20,176.00 |
19,903.55 |
|
| R2 |
20,071.22 |
20,071.22 |
19,883.50 |
|
| R1 |
19,957.31 |
19,957.31 |
19,863.46 |
20,014.27 |
| PP |
19,852.53 |
19,852.53 |
19,852.53 |
19,881.00 |
| S1 |
19,738.62 |
19,738.62 |
19,823.36 |
19,795.58 |
| S2 |
19,633.84 |
19,633.84 |
19,803.32 |
|
| S3 |
19,415.15 |
19,519.93 |
19,783.27 |
|
| S4 |
19,196.46 |
19,301.24 |
19,723.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,966.43 |
19,748.67 |
217.76 |
1.1% |
130.37 |
0.7% |
62% |
False |
False |
|
| 10 |
19,966.43 |
19,184.74 |
781.69 |
3.9% |
140.01 |
0.7% |
89% |
False |
False |
|
| 20 |
19,966.43 |
18,883.10 |
1,083.33 |
5.4% |
108.49 |
0.5% |
92% |
False |
False |
|
| 40 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
127.46 |
0.6% |
96% |
False |
False |
|
| 60 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
133.81 |
0.7% |
96% |
False |
False |
|
| 80 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
139.94 |
0.7% |
96% |
False |
False |
|
| 100 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
130.36 |
0.7% |
96% |
False |
False |
|
| 120 |
19,966.43 |
17,711.80 |
2,254.63 |
11.3% |
128.51 |
0.6% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,278.31 |
|
2.618 |
20,139.86 |
|
1.618 |
20,055.03 |
|
1.000 |
20,002.61 |
|
0.618 |
19,970.20 |
|
HIGH |
19,917.78 |
|
0.618 |
19,885.37 |
|
0.500 |
19,875.37 |
|
0.382 |
19,865.36 |
|
LOW |
19,832.95 |
|
0.618 |
19,780.53 |
|
1.000 |
19,748.12 |
|
1.618 |
19,695.70 |
|
2.618 |
19,610.87 |
|
4.250 |
19,472.42 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,880.50 |
19,882.51 |
| PP |
19,877.93 |
19,881.95 |
| S1 |
19,875.37 |
19,881.40 |
|