| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
10,444.0 |
10,706.0 |
262.0 |
2.5% |
10,679.0 |
| High |
10,741.5 |
10,840.0 |
98.5 |
0.9% |
10,693.0 |
| Low |
10,420.0 |
10,664.0 |
244.0 |
2.3% |
10,400.0 |
| Close |
10,696.0 |
10,777.5 |
81.5 |
0.8% |
10,527.0 |
| Range |
321.5 |
176.0 |
-145.5 |
-45.3% |
293.0 |
| ATR |
159.8 |
160.9 |
1.2 |
0.7% |
0.0 |
| Volume |
102,255 |
109,717 |
7,462 |
7.3% |
565,921 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,288.5 |
11,209.0 |
10,874.3 |
|
| R3 |
11,112.5 |
11,033.0 |
10,825.9 |
|
| R2 |
10,936.5 |
10,936.5 |
10,809.8 |
|
| R1 |
10,857.0 |
10,857.0 |
10,793.6 |
10,896.8 |
| PP |
10,760.5 |
10,760.5 |
10,760.5 |
10,780.4 |
| S1 |
10,681.0 |
10,681.0 |
10,761.4 |
10,720.8 |
| S2 |
10,584.5 |
10,584.5 |
10,745.2 |
|
| S3 |
10,408.5 |
10,505.0 |
10,729.1 |
|
| S4 |
10,232.5 |
10,329.0 |
10,680.7 |
|
|
| 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 |
10,840.0 |
10,400.0 |
440.0 |
4.1% |
176.4 |
1.6% |
86% |
True |
False |
116,647 |
| 10 |
10,840.0 |
10,400.0 |
440.0 |
4.1% |
142.8 |
1.3% |
86% |
True |
False |
100,273 |
| 20 |
10,840.0 |
10,013.0 |
827.0 |
7.7% |
168.6 |
1.6% |
92% |
True |
False |
106,014 |
| 40 |
10,840.0 |
10,013.0 |
827.0 |
7.7% |
147.8 |
1.4% |
92% |
True |
False |
99,031 |
| 60 |
10,840.0 |
10,013.0 |
827.0 |
7.7% |
155.6 |
1.4% |
92% |
True |
False |
98,536 |
| 80 |
10,840.0 |
10,013.0 |
827.0 |
7.7% |
150.3 |
1.4% |
92% |
True |
False |
74,673 |
| 100 |
10,840.0 |
9,903.0 |
937.0 |
8.7% |
143.3 |
1.3% |
93% |
True |
False |
59,767 |
| 120 |
10,840.0 |
9,164.5 |
1,675.5 |
15.5% |
150.4 |
1.4% |
96% |
True |
False |
49,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,588.0 |
|
2.618 |
11,300.8 |
|
1.618 |
11,124.8 |
|
1.000 |
11,016.0 |
|
0.618 |
10,948.8 |
|
HIGH |
10,840.0 |
|
0.618 |
10,772.8 |
|
0.500 |
10,752.0 |
|
0.382 |
10,731.2 |
|
LOW |
10,664.0 |
|
0.618 |
10,555.2 |
|
1.000 |
10,488.0 |
|
1.618 |
10,379.2 |
|
2.618 |
10,203.2 |
|
4.250 |
9,916.0 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,769.0 |
10,725.0 |
| PP |
10,760.5 |
10,672.5 |
| S1 |
10,752.0 |
10,620.0 |
|