| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,203.25 |
2,199.50 |
-3.75 |
-0.2% |
2,179.50 |
| High |
2,213.75 |
2,203.00 |
-10.75 |
-0.5% |
2,211.75 |
| Low |
2,197.25 |
2,186.00 |
-11.25 |
-0.5% |
2,178.50 |
| Close |
2,198.75 |
2,192.00 |
-6.75 |
-0.3% |
2,211.25 |
| Range |
16.50 |
17.00 |
0.50 |
3.0% |
33.25 |
| ATR |
21.13 |
20.84 |
-0.30 |
-1.4% |
0.00 |
| Volume |
1,960,189 |
2,148,721 |
188,532 |
9.6% |
4,154,315 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.75 |
2,235.25 |
2,201.25 |
|
| R3 |
2,227.75 |
2,218.25 |
2,196.75 |
|
| R2 |
2,210.75 |
2,210.75 |
2,195.00 |
|
| R1 |
2,201.25 |
2,201.25 |
2,193.50 |
2,197.50 |
| PP |
2,193.75 |
2,193.75 |
2,193.75 |
2,191.75 |
| S1 |
2,184.25 |
2,184.25 |
2,190.50 |
2,180.50 |
| S2 |
2,176.75 |
2,176.75 |
2,189.00 |
|
| S3 |
2,159.75 |
2,167.25 |
2,187.25 |
|
| S4 |
2,142.75 |
2,150.25 |
2,182.75 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.25 |
2,289.00 |
2,229.50 |
|
| R3 |
2,267.00 |
2,255.75 |
2,220.50 |
|
| R2 |
2,233.75 |
2,233.75 |
2,217.25 |
|
| R1 |
2,222.50 |
2,222.50 |
2,214.25 |
2,228.00 |
| PP |
2,200.50 |
2,200.50 |
2,200.50 |
2,203.25 |
| S1 |
2,189.25 |
2,189.25 |
2,208.25 |
2,195.00 |
| S2 |
2,167.25 |
2,167.25 |
2,205.25 |
|
| S3 |
2,134.00 |
2,156.00 |
2,202.00 |
|
| S4 |
2,100.75 |
2,122.75 |
2,193.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,213.75 |
2,186.00 |
27.75 |
1.3% |
14.50 |
0.7% |
22% |
False |
True |
1,489,480 |
| 10 |
2,213.75 |
2,171.75 |
42.00 |
1.9% |
13.75 |
0.6% |
48% |
False |
False |
1,367,122 |
| 20 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
23.75 |
1.1% |
88% |
False |
False |
1,797,117 |
| 40 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
21.75 |
1.0% |
88% |
False |
False |
1,694,313 |
| 60 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
23.25 |
1.1% |
88% |
False |
False |
1,789,082 |
| 80 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
21.00 |
1.0% |
88% |
False |
False |
1,348,336 |
| 100 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
19.75 |
0.9% |
88% |
False |
False |
1,079,417 |
| 120 |
2,213.75 |
1,972.25 |
241.50 |
11.0% |
21.75 |
1.0% |
91% |
False |
False |
900,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,275.25 |
|
2.618 |
2,247.50 |
|
1.618 |
2,230.50 |
|
1.000 |
2,220.00 |
|
0.618 |
2,213.50 |
|
HIGH |
2,203.00 |
|
0.618 |
2,196.50 |
|
0.500 |
2,194.50 |
|
0.382 |
2,192.50 |
|
LOW |
2,186.00 |
|
0.618 |
2,175.50 |
|
1.000 |
2,169.00 |
|
1.618 |
2,158.50 |
|
2.618 |
2,141.50 |
|
4.250 |
2,113.75 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,194.50 |
2,200.00 |
| PP |
2,193.75 |
2,197.25 |
| S1 |
2,192.75 |
2,194.50 |
|