| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,731 |
19,858 |
127 |
0.6% |
19,059 |
| High |
19,900 |
19,911 |
11 |
0.1% |
19,723 |
| Low |
19,714 |
19,690 |
-24 |
-0.1% |
19,001 |
| Close |
19,858 |
19,765 |
-93 |
-0.5% |
19,711 |
| Range |
186 |
221 |
35 |
18.8% |
722 |
| ATR |
158 |
162 |
5 |
2.9% |
0 |
| Volume |
152,246 |
221,584 |
69,338 |
45.5% |
173,307 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,452 |
20,329 |
19,887 |
|
| R3 |
20,231 |
20,108 |
19,826 |
|
| R2 |
20,010 |
20,010 |
19,806 |
|
| R1 |
19,887 |
19,887 |
19,785 |
19,838 |
| PP |
19,789 |
19,789 |
19,789 |
19,764 |
| S1 |
19,666 |
19,666 |
19,745 |
19,617 |
| S2 |
19,568 |
19,568 |
19,725 |
|
| S3 |
19,347 |
19,445 |
19,704 |
|
| S4 |
19,126 |
19,224 |
19,644 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,644 |
21,400 |
20,108 |
|
| R3 |
20,922 |
20,678 |
19,910 |
|
| R2 |
20,200 |
20,200 |
19,843 |
|
| R1 |
19,956 |
19,956 |
19,777 |
20,078 |
| PP |
19,478 |
19,478 |
19,478 |
19,540 |
| S1 |
19,234 |
19,234 |
19,645 |
19,356 |
| S2 |
18,756 |
18,756 |
19,579 |
|
| S3 |
18,034 |
18,512 |
19,513 |
|
| S4 |
17,312 |
17,790 |
19,314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,911 |
19,431 |
480 |
2.4% |
174 |
0.9% |
70% |
True |
False |
136,779 |
| 10 |
19,911 |
19,001 |
910 |
4.6% |
162 |
0.8% |
84% |
True |
False |
69,824 |
| 20 |
19,911 |
18,738 |
1,173 |
5.9% |
125 |
0.6% |
88% |
True |
False |
35,204 |
| 40 |
19,911 |
17,360 |
2,551 |
12.9% |
162 |
0.8% |
94% |
True |
False |
17,805 |
| 60 |
19,911 |
17,360 |
2,551 |
12.9% |
168 |
0.8% |
94% |
True |
False |
11,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,850 |
|
2.618 |
20,490 |
|
1.618 |
20,269 |
|
1.000 |
20,132 |
|
0.618 |
20,048 |
|
HIGH |
19,911 |
|
0.618 |
19,827 |
|
0.500 |
19,801 |
|
0.382 |
19,775 |
|
LOW |
19,690 |
|
0.618 |
19,554 |
|
1.000 |
19,469 |
|
1.618 |
19,333 |
|
2.618 |
19,112 |
|
4.250 |
18,751 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,801 |
19,799 |
| PP |
19,789 |
19,787 |
| S1 |
19,777 |
19,776 |
|