| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,184.00 |
2,205.00 |
21.00 |
1.0% |
2,208.00 |
| High |
2,208.75 |
2,212.00 |
3.25 |
0.1% |
2,213.75 |
| Low |
2,179.00 |
2,200.25 |
21.25 |
1.0% |
2,184.25 |
| Close |
2,204.25 |
2,210.00 |
5.75 |
0.3% |
2,192.00 |
| Range |
29.75 |
11.75 |
-18.00 |
-60.5% |
29.50 |
| ATR |
20.95 |
20.30 |
-0.66 |
-3.1% |
0.00 |
| Volume |
1,663,731 |
1,483,946 |
-179,785 |
-10.8% |
8,567,882 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.75 |
2,238.00 |
2,216.50 |
|
| R3 |
2,231.00 |
2,226.25 |
2,213.25 |
|
| R2 |
2,219.25 |
2,219.25 |
2,212.25 |
|
| R1 |
2,214.50 |
2,214.50 |
2,211.00 |
2,217.00 |
| PP |
2,207.50 |
2,207.50 |
2,207.50 |
2,208.50 |
| S1 |
2,202.75 |
2,202.75 |
2,209.00 |
2,205.00 |
| S2 |
2,195.75 |
2,195.75 |
2,207.75 |
|
| S3 |
2,184.00 |
2,191.00 |
2,206.75 |
|
| S4 |
2,172.25 |
2,179.25 |
2,203.50 |
|
|
| 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% |
17.50 |
0.8% |
89% |
False |
False |
1,787,725 |
| 10 |
2,213.75 |
2,179.00 |
34.75 |
1.6% |
15.00 |
0.7% |
89% |
False |
False |
1,463,667 |
| 20 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
23.50 |
1.1% |
98% |
False |
False |
1,756,784 |
| 40 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
21.75 |
1.0% |
98% |
False |
False |
1,712,053 |
| 60 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
22.00 |
1.0% |
98% |
False |
False |
1,752,712 |
| 80 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
21.25 |
1.0% |
98% |
False |
False |
1,408,565 |
| 100 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
19.75 |
0.9% |
98% |
False |
False |
1,127,651 |
| 120 |
2,213.75 |
1,972.25 |
241.50 |
10.9% |
21.75 |
1.0% |
98% |
False |
False |
940,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.00 |
|
2.618 |
2,242.75 |
|
1.618 |
2,231.00 |
|
1.000 |
2,223.75 |
|
0.618 |
2,219.25 |
|
HIGH |
2,212.00 |
|
0.618 |
2,207.50 |
|
0.500 |
2,206.00 |
|
0.382 |
2,204.75 |
|
LOW |
2,200.25 |
|
0.618 |
2,193.00 |
|
1.000 |
2,188.50 |
|
1.618 |
2,181.25 |
|
2.618 |
2,169.50 |
|
4.250 |
2,150.25 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,208.75 |
2,205.25 |
| PP |
2,207.50 |
2,200.25 |
| S1 |
2,206.00 |
2,195.50 |
|