| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
11,026.0 |
11,179.0 |
153.0 |
1.4% |
10,444.0 |
| High |
11,206.0 |
11,238.5 |
32.5 |
0.3% |
11,238.5 |
| Low |
10,980.0 |
11,143.5 |
163.5 |
1.5% |
10,420.0 |
| Close |
11,184.5 |
11,204.0 |
19.5 |
0.2% |
11,204.0 |
| Range |
226.0 |
95.0 |
-131.0 |
-58.0% |
818.5 |
| ATR |
175.6 |
169.9 |
-5.8 |
-3.3% |
0.0 |
| Volume |
85,393 |
110,491 |
25,098 |
29.4% |
531,948 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,480.3 |
11,437.2 |
11,256.3 |
|
| R3 |
11,385.3 |
11,342.2 |
11,230.1 |
|
| R2 |
11,290.3 |
11,290.3 |
11,221.4 |
|
| R1 |
11,247.2 |
11,247.2 |
11,212.7 |
11,268.8 |
| PP |
11,195.3 |
11,195.3 |
11,195.3 |
11,206.1 |
| S1 |
11,152.2 |
11,152.2 |
11,195.3 |
11,173.8 |
| S2 |
11,100.3 |
11,100.3 |
11,186.6 |
|
| S3 |
11,005.3 |
11,057.2 |
11,177.9 |
|
| S4 |
10,910.3 |
10,962.2 |
11,151.8 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,409.7 |
13,125.3 |
11,654.2 |
|
| R3 |
12,591.2 |
12,306.8 |
11,429.1 |
|
| R2 |
11,772.7 |
11,772.7 |
11,354.1 |
|
| R1 |
11,488.3 |
11,488.3 |
11,279.0 |
11,630.5 |
| PP |
10,954.2 |
10,954.2 |
10,954.2 |
11,025.3 |
| S1 |
10,669.8 |
10,669.8 |
11,129.0 |
10,812.0 |
| S2 |
10,135.7 |
10,135.7 |
11,053.9 |
|
| S3 |
9,317.2 |
9,851.3 |
10,978.9 |
|
| S4 |
8,498.7 |
9,032.8 |
10,753.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,238.5 |
10,420.0 |
818.5 |
7.3% |
212.0 |
1.9% |
96% |
True |
False |
106,389 |
| 10 |
11,238.5 |
10,400.0 |
838.5 |
7.5% |
169.3 |
1.5% |
96% |
True |
False |
109,786 |
| 20 |
11,238.5 |
10,400.0 |
838.5 |
7.5% |
145.1 |
1.3% |
96% |
True |
False |
98,169 |
| 40 |
11,238.5 |
10,013.0 |
1,225.5 |
10.9% |
152.4 |
1.4% |
97% |
True |
False |
99,305 |
| 60 |
11,238.5 |
10,013.0 |
1,225.5 |
10.9% |
156.7 |
1.4% |
97% |
True |
False |
100,826 |
| 80 |
11,238.5 |
10,013.0 |
1,225.5 |
10.9% |
154.8 |
1.4% |
97% |
True |
False |
78,664 |
| 100 |
11,238.5 |
9,974.0 |
1,264.5 |
11.3% |
145.5 |
1.3% |
97% |
True |
False |
62,965 |
| 120 |
11,238.5 |
9,164.5 |
2,074.0 |
18.5% |
151.4 |
1.4% |
98% |
True |
False |
52,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,642.3 |
|
2.618 |
11,487.2 |
|
1.618 |
11,392.2 |
|
1.000 |
11,333.5 |
|
0.618 |
11,297.2 |
|
HIGH |
11,238.5 |
|
0.618 |
11,202.2 |
|
0.500 |
11,191.0 |
|
0.382 |
11,179.8 |
|
LOW |
11,143.5 |
|
0.618 |
11,084.8 |
|
1.000 |
11,048.5 |
|
1.618 |
10,989.8 |
|
2.618 |
10,894.8 |
|
4.250 |
10,739.8 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,199.7 |
11,149.8 |
| PP |
11,195.3 |
11,095.7 |
| S1 |
11,191.0 |
11,041.5 |
|