| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
10,706.0 |
10,864.0 |
158.0 |
1.5% |
10,679.0 |
| High |
10,840.0 |
11,086.0 |
246.0 |
2.3% |
10,693.0 |
| Low |
10,664.0 |
10,844.5 |
180.5 |
1.7% |
10,400.0 |
| Close |
10,777.5 |
10,976.0 |
198.5 |
1.8% |
10,527.0 |
| Range |
176.0 |
241.5 |
65.5 |
37.2% |
293.0 |
| ATR |
160.9 |
171.5 |
10.5 |
6.6% |
0.0 |
| Volume |
109,717 |
124,092 |
14,375 |
13.1% |
565,921 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,693.3 |
11,576.2 |
11,108.8 |
|
| R3 |
11,451.8 |
11,334.7 |
11,042.4 |
|
| R2 |
11,210.3 |
11,210.3 |
11,020.3 |
|
| R1 |
11,093.2 |
11,093.2 |
10,998.1 |
11,151.8 |
| PP |
10,968.8 |
10,968.8 |
10,968.8 |
10,998.1 |
| S1 |
10,851.7 |
10,851.7 |
10,953.9 |
10,910.3 |
| S2 |
10,727.3 |
10,727.3 |
10,931.7 |
|
| S3 |
10,485.8 |
10,610.2 |
10,909.6 |
|
| S4 |
10,244.3 |
10,368.7 |
10,843.2 |
|
|
| 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 |
11,086.0 |
10,400.0 |
686.0 |
6.3% |
206.5 |
1.9% |
84% |
True |
False |
115,933 |
| 10 |
11,086.0 |
10,400.0 |
686.0 |
6.3% |
158.6 |
1.4% |
84% |
True |
False |
105,022 |
| 20 |
11,086.0 |
10,013.0 |
1,073.0 |
9.8% |
173.6 |
1.6% |
90% |
True |
False |
102,171 |
| 40 |
11,086.0 |
10,013.0 |
1,073.0 |
9.8% |
150.1 |
1.4% |
90% |
True |
False |
99,883 |
| 60 |
11,086.0 |
10,013.0 |
1,073.0 |
9.8% |
155.8 |
1.4% |
90% |
True |
False |
99,635 |
| 80 |
11,086.0 |
10,013.0 |
1,073.0 |
9.8% |
152.8 |
1.4% |
90% |
True |
False |
76,222 |
| 100 |
11,086.0 |
9,903.0 |
1,183.0 |
10.8% |
144.7 |
1.3% |
91% |
True |
False |
61,007 |
| 120 |
11,086.0 |
9,164.5 |
1,921.5 |
17.5% |
151.4 |
1.4% |
94% |
True |
False |
50,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,112.4 |
|
2.618 |
11,718.2 |
|
1.618 |
11,476.7 |
|
1.000 |
11,327.5 |
|
0.618 |
11,235.2 |
|
HIGH |
11,086.0 |
|
0.618 |
10,993.7 |
|
0.500 |
10,965.3 |
|
0.382 |
10,936.8 |
|
LOW |
10,844.5 |
|
0.618 |
10,695.3 |
|
1.000 |
10,603.0 |
|
1.618 |
10,453.8 |
|
2.618 |
10,212.3 |
|
4.250 |
9,818.1 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,972.4 |
10,901.7 |
| PP |
10,968.8 |
10,827.3 |
| S1 |
10,965.3 |
10,753.0 |
|