| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
10,625.0 |
10,610.0 |
-15.0 |
-0.1% |
10,688.0 |
| High |
10,693.0 |
10,626.0 |
-67.0 |
-0.6% |
10,781.5 |
| Low |
10,602.0 |
10,477.5 |
-124.5 |
-1.2% |
10,587.5 |
| Close |
10,637.5 |
10,511.0 |
-126.5 |
-1.2% |
10,691.0 |
| Range |
91.0 |
148.5 |
57.5 |
63.2% |
194.0 |
| ATR |
146.5 |
147.5 |
1.0 |
0.7% |
0.0 |
| Volume |
127,659 |
107,432 |
-20,227 |
-15.8% |
308,639 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,983.7 |
10,895.8 |
10,592.7 |
|
| R3 |
10,835.2 |
10,747.3 |
10,551.8 |
|
| R2 |
10,686.7 |
10,686.7 |
10,538.2 |
|
| R1 |
10,598.8 |
10,598.8 |
10,524.6 |
10,568.5 |
| PP |
10,538.2 |
10,538.2 |
10,538.2 |
10,523.0 |
| S1 |
10,450.3 |
10,450.3 |
10,497.4 |
10,420.0 |
| S2 |
10,389.7 |
10,389.7 |
10,483.8 |
|
| S3 |
10,241.2 |
10,301.8 |
10,470.2 |
|
| S4 |
10,092.7 |
10,153.3 |
10,429.3 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,268.7 |
11,173.8 |
10,797.7 |
|
| R3 |
11,074.7 |
10,979.8 |
10,744.4 |
|
| R2 |
10,880.7 |
10,880.7 |
10,726.6 |
|
| R1 |
10,785.8 |
10,785.8 |
10,708.8 |
10,833.3 |
| PP |
10,686.7 |
10,686.7 |
10,686.7 |
10,710.4 |
| S1 |
10,591.8 |
10,591.8 |
10,673.2 |
10,639.3 |
| S2 |
10,492.7 |
10,492.7 |
10,655.4 |
|
| S3 |
10,298.7 |
10,397.8 |
10,637.7 |
|
| S4 |
10,104.7 |
10,203.8 |
10,584.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,714.5 |
10,477.5 |
237.0 |
2.3% |
111.2 |
1.1% |
14% |
False |
True |
95,723 |
| 10 |
10,781.5 |
10,477.5 |
304.0 |
2.9% |
116.4 |
1.1% |
11% |
False |
True |
91,504 |
| 20 |
10,798.0 |
10,013.0 |
785.0 |
7.5% |
153.1 |
1.5% |
63% |
False |
False |
103,139 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
142.9 |
1.4% |
61% |
False |
False |
98,290 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
153.5 |
1.5% |
61% |
False |
False |
93,667 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
147.4 |
1.4% |
61% |
False |
False |
70,327 |
| 100 |
10,826.0 |
9,777.5 |
1,048.5 |
10.0% |
140.9 |
1.3% |
70% |
False |
False |
56,288 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.8% |
148.0 |
1.4% |
81% |
False |
False |
46,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,257.1 |
|
2.618 |
11,014.8 |
|
1.618 |
10,866.3 |
|
1.000 |
10,774.5 |
|
0.618 |
10,717.8 |
|
HIGH |
10,626.0 |
|
0.618 |
10,569.3 |
|
0.500 |
10,551.8 |
|
0.382 |
10,534.2 |
|
LOW |
10,477.5 |
|
0.618 |
10,385.7 |
|
1.000 |
10,329.0 |
|
1.618 |
10,237.2 |
|
2.618 |
10,088.7 |
|
4.250 |
9,846.4 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,551.8 |
10,585.3 |
| PP |
10,538.2 |
10,560.5 |
| S1 |
10,524.6 |
10,535.8 |
|