| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,340 |
19,400 |
60 |
0.3% |
18,285 |
| High |
19,480 |
19,570 |
90 |
0.5% |
19,260 |
| Low |
19,185 |
19,185 |
0 |
0.0% |
18,275 |
| Close |
19,410 |
19,500 |
90 |
0.5% |
19,255 |
| Range |
295 |
385 |
90 |
30.5% |
985 |
| ATR |
276 |
284 |
8 |
2.8% |
0 |
| Volume |
13,755 |
17,537 |
3,782 |
27.5% |
79,341 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,573 |
20,422 |
19,712 |
|
| R3 |
20,188 |
20,037 |
19,606 |
|
| R2 |
19,803 |
19,803 |
19,571 |
|
| R1 |
19,652 |
19,652 |
19,535 |
19,728 |
| PP |
19,418 |
19,418 |
19,418 |
19,456 |
| S1 |
19,267 |
19,267 |
19,465 |
19,343 |
| S2 |
19,033 |
19,033 |
19,430 |
|
| S3 |
18,648 |
18,882 |
19,394 |
|
| S4 |
18,263 |
18,497 |
19,288 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,885 |
21,555 |
19,797 |
|
| R3 |
20,900 |
20,570 |
19,526 |
|
| R2 |
19,915 |
19,915 |
19,436 |
|
| R1 |
19,585 |
19,585 |
19,345 |
19,750 |
| PP |
18,930 |
18,930 |
18,930 |
19,013 |
| S1 |
18,600 |
18,600 |
19,165 |
18,765 |
| S2 |
17,945 |
17,945 |
19,075 |
|
| S3 |
16,960 |
17,615 |
18,984 |
|
| S4 |
15,975 |
16,630 |
18,713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,570 |
18,825 |
745 |
3.8% |
332 |
1.7% |
91% |
True |
False |
13,558 |
| 10 |
19,570 |
18,275 |
1,295 |
6.6% |
292 |
1.5% |
95% |
True |
False |
13,409 |
| 20 |
19,570 |
17,810 |
1,760 |
9.0% |
267 |
1.4% |
96% |
True |
False |
6,798 |
| 40 |
19,570 |
16,190 |
3,380 |
17.3% |
269 |
1.4% |
98% |
True |
False |
3,407 |
| 60 |
19,570 |
16,190 |
3,380 |
17.3% |
225 |
1.2% |
98% |
True |
False |
2,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,206 |
|
2.618 |
20,578 |
|
1.618 |
20,193 |
|
1.000 |
19,955 |
|
0.618 |
19,808 |
|
HIGH |
19,570 |
|
0.618 |
19,423 |
|
0.500 |
19,378 |
|
0.382 |
19,332 |
|
LOW |
19,185 |
|
0.618 |
18,947 |
|
1.000 |
18,800 |
|
1.618 |
18,562 |
|
2.618 |
18,177 |
|
4.250 |
17,549 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,459 |
19,441 |
| PP |
19,418 |
19,382 |
| S1 |
19,378 |
19,323 |
|