| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,779 |
19,770 |
-9 |
0.0% |
19,863 |
| High |
19,817 |
19,817 |
0 |
0.0% |
19,922 |
| Low |
19,729 |
19,661 |
-68 |
-0.3% |
19,661 |
| Close |
19,759 |
19,720 |
-39 |
-0.2% |
19,720 |
| Range |
88 |
156 |
68 |
77.3% |
261 |
| ATR |
124 |
126 |
2 |
1.9% |
0 |
| Volume |
86,353 |
109,475 |
23,122 |
26.8% |
330,234 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,201 |
20,116 |
19,806 |
|
| R3 |
20,045 |
19,960 |
19,763 |
|
| R2 |
19,889 |
19,889 |
19,749 |
|
| R1 |
19,804 |
19,804 |
19,734 |
19,769 |
| PP |
19,733 |
19,733 |
19,733 |
19,715 |
| S1 |
19,648 |
19,648 |
19,706 |
19,613 |
| S2 |
19,577 |
19,577 |
19,692 |
|
| S3 |
19,421 |
19,492 |
19,677 |
|
| S4 |
19,265 |
19,336 |
19,634 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,551 |
20,396 |
19,864 |
|
| R3 |
20,290 |
20,135 |
19,792 |
|
| R2 |
20,029 |
20,029 |
19,768 |
|
| R1 |
19,874 |
19,874 |
19,744 |
19,821 |
| PP |
19,768 |
19,768 |
19,768 |
19,741 |
| S1 |
19,613 |
19,613 |
19,696 |
19,560 |
| S2 |
19,507 |
19,507 |
19,672 |
|
| S3 |
19,246 |
19,352 |
19,648 |
|
| S4 |
18,985 |
19,091 |
19,577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,922 |
19,661 |
261 |
1.3% |
101 |
0.5% |
23% |
False |
True |
74,469 |
| 10 |
19,933 |
19,661 |
272 |
1.4% |
90 |
0.5% |
22% |
False |
True |
80,727 |
| 20 |
19,933 |
19,001 |
932 |
4.7% |
129 |
0.7% |
77% |
False |
False |
85,378 |
| 40 |
19,933 |
17,360 |
2,573 |
13.0% |
152 |
0.8% |
92% |
False |
False |
43,002 |
| 60 |
19,933 |
17,360 |
2,573 |
13.0% |
151 |
0.8% |
92% |
False |
False |
28,714 |
| 80 |
19,933 |
17,360 |
2,573 |
13.0% |
157 |
0.8% |
92% |
False |
False |
21,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,480 |
|
2.618 |
20,226 |
|
1.618 |
20,070 |
|
1.000 |
19,973 |
|
0.618 |
19,914 |
|
HIGH |
19,817 |
|
0.618 |
19,758 |
|
0.500 |
19,739 |
|
0.382 |
19,721 |
|
LOW |
19,661 |
|
0.618 |
19,565 |
|
1.000 |
19,505 |
|
1.618 |
19,409 |
|
2.618 |
19,253 |
|
4.250 |
18,998 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,739 |
19,791 |
| PP |
19,733 |
19,767 |
| S1 |
19,726 |
19,744 |
|