| 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 |
19,943.46 |
19,964.31 |
20.85 |
0.1% |
19,836.66 |
| High |
19,980.24 |
19,981.11 |
0.87 |
0.0% |
19,987.63 |
| Low |
19,939.80 |
19,827.31 |
-112.49 |
-0.6% |
19,832.95 |
| Close |
19,945.04 |
19,833.68 |
-111.36 |
-0.6% |
19,933.81 |
| Range |
40.44 |
153.80 |
113.36 |
280.3% |
154.68 |
| ATR |
107.65 |
110.95 |
3.30 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,342.10 |
20,241.69 |
19,918.27 |
|
| R3 |
20,188.30 |
20,087.89 |
19,875.98 |
|
| R2 |
20,034.50 |
20,034.50 |
19,861.88 |
|
| R1 |
19,934.09 |
19,934.09 |
19,847.78 |
19,907.40 |
| PP |
19,880.70 |
19,880.70 |
19,880.70 |
19,867.35 |
| S1 |
19,780.29 |
19,780.29 |
19,819.58 |
19,753.60 |
| S2 |
19,726.90 |
19,726.90 |
19,805.48 |
|
| S3 |
19,573.10 |
19,626.49 |
19,791.39 |
|
| S4 |
19,419.30 |
19,472.69 |
19,749.09 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,382.17 |
20,312.67 |
20,018.88 |
|
| R3 |
20,227.49 |
20,157.99 |
19,976.35 |
|
| R2 |
20,072.81 |
20,072.81 |
19,962.17 |
|
| R1 |
20,003.31 |
20,003.31 |
19,947.99 |
20,038.06 |
| PP |
19,918.13 |
19,918.13 |
19,918.13 |
19,935.51 |
| S1 |
19,848.63 |
19,848.63 |
19,919.63 |
19,883.38 |
| S2 |
19,763.45 |
19,763.45 |
19,905.45 |
|
| S3 |
19,608.77 |
19,693.95 |
19,891.27 |
|
| S4 |
19,454.09 |
19,539.27 |
19,848.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,986.56 |
19,827.31 |
159.25 |
0.8% |
65.11 |
0.3% |
4% |
False |
True |
|
| 10 |
19,987.63 |
19,748.67 |
238.96 |
1.2% |
93.73 |
0.5% |
36% |
False |
False |
|
| 20 |
19,987.63 |
19,123.38 |
864.25 |
4.4% |
105.67 |
0.5% |
82% |
False |
False |
|
| 40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
120.36 |
0.6% |
93% |
False |
False |
|
| 60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
123.20 |
0.6% |
93% |
False |
False |
|
| 80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
134.95 |
0.7% |
93% |
False |
False |
|
| 100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
127.81 |
0.6% |
93% |
False |
False |
|
| 120 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
123.44 |
0.6% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,634.76 |
|
2.618 |
20,383.76 |
|
1.618 |
20,229.96 |
|
1.000 |
20,134.91 |
|
0.618 |
20,076.16 |
|
HIGH |
19,981.11 |
|
0.618 |
19,922.36 |
|
0.500 |
19,904.21 |
|
0.382 |
19,886.06 |
|
LOW |
19,827.31 |
|
0.618 |
19,732.26 |
|
1.000 |
19,673.51 |
|
1.618 |
19,578.46 |
|
2.618 |
19,424.66 |
|
4.250 |
19,173.66 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,904.21 |
19,904.21 |
| PP |
19,880.70 |
19,880.70 |
| S1 |
19,857.19 |
19,857.19 |
|