| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
10,610.0 |
10,471.0 |
-139.0 |
-1.3% |
10,679.0 |
| High |
10,626.0 |
10,545.0 |
-81.0 |
-0.8% |
10,693.0 |
| Low |
10,477.5 |
10,400.0 |
-77.5 |
-0.7% |
10,400.0 |
| Close |
10,511.0 |
10,527.0 |
16.0 |
0.2% |
10,527.0 |
| Range |
148.5 |
145.0 |
-3.5 |
-2.4% |
293.0 |
| ATR |
147.5 |
147.3 |
-0.2 |
-0.1% |
0.0 |
| Volume |
107,432 |
136,172 |
28,740 |
26.8% |
565,921 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,925.7 |
10,871.3 |
10,606.8 |
|
| R3 |
10,780.7 |
10,726.3 |
10,566.9 |
|
| R2 |
10,635.7 |
10,635.7 |
10,553.6 |
|
| R1 |
10,581.3 |
10,581.3 |
10,540.3 |
10,608.5 |
| PP |
10,490.7 |
10,490.7 |
10,490.7 |
10,504.3 |
| S1 |
10,436.3 |
10,436.3 |
10,513.7 |
10,463.5 |
| S2 |
10,345.7 |
10,345.7 |
10,500.4 |
|
| S3 |
10,200.7 |
10,291.3 |
10,487.1 |
|
| S4 |
10,055.7 |
10,146.3 |
10,447.3 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,419.0 |
11,266.0 |
10,688.2 |
|
| R3 |
11,126.0 |
10,973.0 |
10,607.6 |
|
| R2 |
10,833.0 |
10,833.0 |
10,580.7 |
|
| R1 |
10,680.0 |
10,680.0 |
10,553.9 |
10,610.0 |
| PP |
10,540.0 |
10,540.0 |
10,540.0 |
10,505.0 |
| S1 |
10,387.0 |
10,387.0 |
10,500.1 |
10,317.0 |
| S2 |
10,247.0 |
10,247.0 |
10,473.3 |
|
| S3 |
9,954.0 |
10,094.0 |
10,446.4 |
|
| S4 |
9,661.0 |
9,801.0 |
10,365.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,693.0 |
10,400.0 |
293.0 |
2.8% |
126.5 |
1.2% |
43% |
False |
True |
113,184 |
| 10 |
10,781.5 |
10,400.0 |
381.5 |
3.6% |
117.3 |
1.1% |
33% |
False |
True |
96,288 |
| 20 |
10,798.0 |
10,013.0 |
785.0 |
7.5% |
154.6 |
1.5% |
65% |
False |
False |
104,347 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
143.7 |
1.4% |
63% |
False |
False |
98,521 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
154.0 |
1.5% |
63% |
False |
False |
95,820 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
146.2 |
1.4% |
63% |
False |
False |
72,028 |
| 100 |
10,826.0 |
9,891.0 |
935.0 |
8.9% |
140.4 |
1.3% |
68% |
False |
False |
57,649 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.8% |
148.4 |
1.4% |
82% |
False |
False |
48,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,161.3 |
|
2.618 |
10,924.6 |
|
1.618 |
10,779.6 |
|
1.000 |
10,690.0 |
|
0.618 |
10,634.6 |
|
HIGH |
10,545.0 |
|
0.618 |
10,489.6 |
|
0.500 |
10,472.5 |
|
0.382 |
10,455.4 |
|
LOW |
10,400.0 |
|
0.618 |
10,310.4 |
|
1.000 |
10,255.0 |
|
1.618 |
10,165.4 |
|
2.618 |
10,020.4 |
|
4.250 |
9,783.8 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,508.8 |
10,546.5 |
| PP |
10,490.7 |
10,540.0 |
| S1 |
10,472.5 |
10,533.5 |
|