| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,199.50 |
2,190.50 |
-9.00 |
-0.4% |
2,208.00 |
| High |
2,203.00 |
2,197.25 |
-5.75 |
-0.3% |
2,213.75 |
| Low |
2,186.00 |
2,184.25 |
-1.75 |
-0.1% |
2,184.25 |
| Close |
2,192.00 |
2,192.00 |
0.00 |
0.0% |
2,192.00 |
| Range |
17.00 |
13.00 |
-4.00 |
-23.5% |
29.50 |
| ATR |
20.84 |
20.28 |
-0.56 |
-2.7% |
0.00 |
| Volume |
2,148,721 |
1,682,042 |
-466,679 |
-21.7% |
8,567,882 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.25 |
2,224.00 |
2,199.25 |
|
| R3 |
2,217.25 |
2,211.00 |
2,195.50 |
|
| R2 |
2,204.25 |
2,204.25 |
2,194.50 |
|
| R1 |
2,198.00 |
2,198.00 |
2,193.25 |
2,201.00 |
| PP |
2,191.25 |
2,191.25 |
2,191.25 |
2,192.75 |
| S1 |
2,185.00 |
2,185.00 |
2,190.75 |
2,188.00 |
| S2 |
2,178.25 |
2,178.25 |
2,189.50 |
|
| S3 |
2,165.25 |
2,172.00 |
2,188.50 |
|
| S4 |
2,152.25 |
2,159.00 |
2,184.75 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.25 |
2,268.00 |
2,208.25 |
|
| R3 |
2,255.75 |
2,238.50 |
2,200.00 |
|
| R2 |
2,226.25 |
2,226.25 |
2,197.50 |
|
| R1 |
2,209.00 |
2,209.00 |
2,194.75 |
2,203.00 |
| PP |
2,196.75 |
2,196.75 |
2,196.75 |
2,193.50 |
| S1 |
2,179.50 |
2,179.50 |
2,189.25 |
2,173.50 |
| S2 |
2,167.25 |
2,167.25 |
2,186.50 |
|
| S3 |
2,137.75 |
2,150.00 |
2,184.00 |
|
| S4 |
2,108.25 |
2,120.50 |
2,175.75 |
|
|
| 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 |
2,184.25 |
29.50 |
1.3% |
14.25 |
0.6% |
26% |
False |
True |
1,713,576 |
| 10 |
2,213.75 |
2,176.50 |
37.25 |
1.7% |
13.75 |
0.6% |
42% |
False |
False |
1,400,291 |
| 20 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
23.50 |
1.1% |
88% |
False |
False |
1,791,444 |
| 40 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
21.75 |
1.0% |
88% |
False |
False |
1,706,134 |
| 60 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
23.25 |
1.1% |
88% |
False |
False |
1,802,680 |
| 80 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
21.00 |
1.0% |
88% |
False |
False |
1,369,296 |
| 100 |
2,213.75 |
2,028.50 |
185.25 |
8.5% |
19.75 |
0.9% |
88% |
False |
False |
1,096,216 |
| 120 |
2,213.75 |
1,972.25 |
241.50 |
11.0% |
21.75 |
1.0% |
91% |
False |
False |
914,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.50 |
|
2.618 |
2,231.25 |
|
1.618 |
2,218.25 |
|
1.000 |
2,210.25 |
|
0.618 |
2,205.25 |
|
HIGH |
2,197.25 |
|
0.618 |
2,192.25 |
|
0.500 |
2,190.75 |
|
0.382 |
2,189.25 |
|
LOW |
2,184.25 |
|
0.618 |
2,176.25 |
|
1.000 |
2,171.25 |
|
1.618 |
2,163.25 |
|
2.618 |
2,150.25 |
|
4.250 |
2,129.00 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.50 |
2,199.00 |
| PP |
2,191.25 |
2,196.75 |
| S1 |
2,190.75 |
2,194.25 |
|