| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,190.50 |
2,184.00 |
-6.50 |
-0.3% |
2,208.00 |
| High |
2,197.25 |
2,208.75 |
11.50 |
0.5% |
2,213.75 |
| Low |
2,184.25 |
2,179.00 |
-5.25 |
-0.2% |
2,184.25 |
| Close |
2,192.00 |
2,204.25 |
12.25 |
0.6% |
2,192.00 |
| Range |
13.00 |
29.75 |
16.75 |
128.8% |
29.50 |
| ATR |
20.28 |
20.95 |
0.68 |
3.3% |
0.00 |
| Volume |
1,682,042 |
1,663,731 |
-18,311 |
-1.1% |
8,567,882 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,286.50 |
2,275.25 |
2,220.50 |
|
| R3 |
2,256.75 |
2,245.50 |
2,212.50 |
|
| R2 |
2,227.00 |
2,227.00 |
2,209.75 |
|
| R1 |
2,215.75 |
2,215.75 |
2,207.00 |
2,221.50 |
| PP |
2,197.25 |
2,197.25 |
2,197.25 |
2,200.25 |
| S1 |
2,186.00 |
2,186.00 |
2,201.50 |
2,191.50 |
| S2 |
2,167.50 |
2,167.50 |
2,198.75 |
|
| S3 |
2,137.75 |
2,156.25 |
2,196.00 |
|
| S4 |
2,108.00 |
2,126.50 |
2,188.00 |
|
|
| 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 |
2,179.00 |
34.75 |
1.6% |
18.00 |
0.8% |
73% |
False |
True |
1,772,047 |
| 10 |
2,213.75 |
2,178.50 |
35.25 |
1.6% |
15.50 |
0.7% |
73% |
False |
False |
1,438,592 |
| 20 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
24.25 |
1.1% |
95% |
False |
False |
1,770,674 |
| 40 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
22.00 |
1.0% |
95% |
False |
False |
1,698,776 |
| 60 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
22.75 |
1.0% |
95% |
False |
False |
1,783,434 |
| 80 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
21.25 |
1.0% |
95% |
False |
False |
1,390,039 |
| 100 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
19.75 |
0.9% |
95% |
False |
False |
1,112,834 |
| 120 |
2,213.75 |
1,972.25 |
241.50 |
11.0% |
21.75 |
1.0% |
96% |
False |
False |
927,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,335.25 |
|
2.618 |
2,286.75 |
|
1.618 |
2,257.00 |
|
1.000 |
2,238.50 |
|
0.618 |
2,227.25 |
|
HIGH |
2,208.75 |
|
0.618 |
2,197.50 |
|
0.500 |
2,194.00 |
|
0.382 |
2,190.25 |
|
LOW |
2,179.00 |
|
0.618 |
2,160.50 |
|
1.000 |
2,149.25 |
|
1.618 |
2,130.75 |
|
2.618 |
2,101.00 |
|
4.250 |
2,052.50 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,200.75 |
2,200.75 |
| PP |
2,197.25 |
2,197.25 |
| S1 |
2,194.00 |
2,194.00 |
|