| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
10,864.0 |
11,026.0 |
162.0 |
1.5% |
10,679.0 |
| High |
11,086.0 |
11,206.0 |
120.0 |
1.1% |
10,693.0 |
| Low |
10,844.5 |
10,980.0 |
135.5 |
1.2% |
10,400.0 |
| Close |
10,976.0 |
11,184.5 |
208.5 |
1.9% |
10,527.0 |
| Range |
241.5 |
226.0 |
-15.5 |
-6.4% |
293.0 |
| ATR |
171.5 |
175.6 |
4.2 |
2.4% |
0.0 |
| Volume |
124,092 |
85,393 |
-38,699 |
-31.2% |
565,921 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,801.5 |
11,719.0 |
11,308.8 |
|
| R3 |
11,575.5 |
11,493.0 |
11,246.7 |
|
| R2 |
11,349.5 |
11,349.5 |
11,225.9 |
|
| R1 |
11,267.0 |
11,267.0 |
11,205.2 |
11,308.3 |
| PP |
11,123.5 |
11,123.5 |
11,123.5 |
11,144.1 |
| S1 |
11,041.0 |
11,041.0 |
11,163.8 |
11,082.3 |
| S2 |
10,897.5 |
10,897.5 |
11,143.1 |
|
| S3 |
10,671.5 |
10,815.0 |
11,122.4 |
|
| S4 |
10,445.5 |
10,589.0 |
11,060.2 |
|
|
| 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 |
11,206.0 |
10,400.0 |
806.0 |
7.2% |
222.0 |
2.0% |
97% |
True |
False |
111,525 |
| 10 |
11,206.0 |
10,400.0 |
806.0 |
7.2% |
166.6 |
1.5% |
97% |
True |
False |
103,624 |
| 20 |
11,206.0 |
10,400.0 |
806.0 |
7.2% |
151.6 |
1.4% |
97% |
True |
False |
98,205 |
| 40 |
11,206.0 |
10,013.0 |
1,193.0 |
10.7% |
153.2 |
1.4% |
98% |
True |
False |
99,078 |
| 60 |
11,206.0 |
10,013.0 |
1,193.0 |
10.7% |
156.8 |
1.4% |
98% |
True |
False |
99,952 |
| 80 |
11,206.0 |
10,013.0 |
1,193.0 |
10.7% |
154.6 |
1.4% |
98% |
True |
False |
77,285 |
| 100 |
11,206.0 |
9,903.0 |
1,303.0 |
11.7% |
145.6 |
1.3% |
98% |
True |
False |
61,861 |
| 120 |
11,206.0 |
9,164.5 |
2,041.5 |
18.3% |
152.2 |
1.4% |
99% |
True |
False |
51,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,166.5 |
|
2.618 |
11,797.7 |
|
1.618 |
11,571.7 |
|
1.000 |
11,432.0 |
|
0.618 |
11,345.7 |
|
HIGH |
11,206.0 |
|
0.618 |
11,119.7 |
|
0.500 |
11,093.0 |
|
0.382 |
11,066.3 |
|
LOW |
10,980.0 |
|
0.618 |
10,840.3 |
|
1.000 |
10,754.0 |
|
1.618 |
10,614.3 |
|
2.618 |
10,388.3 |
|
4.250 |
10,019.5 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,154.0 |
11,101.3 |
| PP |
11,123.5 |
11,018.2 |
| S1 |
11,093.0 |
10,935.0 |
|