| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,205.00 |
2,211.25 |
6.25 |
0.3% |
2,208.00 |
| High |
2,212.00 |
2,241.25 |
29.25 |
1.3% |
2,213.75 |
| Low |
2,200.25 |
2,206.75 |
6.50 |
0.3% |
2,184.25 |
| Close |
2,210.00 |
2,236.75 |
26.75 |
1.2% |
2,192.00 |
| Range |
11.75 |
34.50 |
22.75 |
193.6% |
29.50 |
| ATR |
20.30 |
21.31 |
1.01 |
5.0% |
0.00 |
| Volume |
1,483,946 |
2,328,449 |
844,503 |
56.9% |
8,567,882 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.75 |
2,318.75 |
2,255.75 |
|
| R3 |
2,297.25 |
2,284.25 |
2,246.25 |
|
| R2 |
2,262.75 |
2,262.75 |
2,243.00 |
|
| R1 |
2,249.75 |
2,249.75 |
2,240.00 |
2,256.25 |
| PP |
2,228.25 |
2,228.25 |
2,228.25 |
2,231.50 |
| S1 |
2,215.25 |
2,215.25 |
2,233.50 |
2,221.75 |
| S2 |
2,193.75 |
2,193.75 |
2,230.50 |
|
| S3 |
2,159.25 |
2,180.75 |
2,227.25 |
|
| S4 |
2,124.75 |
2,146.25 |
2,217.75 |
|
|
| 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 |
2,241.25 |
2,179.00 |
62.25 |
2.8% |
21.25 |
0.9% |
93% |
True |
False |
1,861,377 |
| 10 |
2,241.25 |
2,179.00 |
62.25 |
2.8% |
17.25 |
0.8% |
93% |
True |
False |
1,570,756 |
| 20 |
2,241.25 |
2,028.50 |
212.75 |
9.5% |
24.00 |
1.1% |
98% |
True |
False |
1,785,638 |
| 40 |
2,241.25 |
2,028.50 |
212.75 |
9.5% |
21.75 |
1.0% |
98% |
True |
False |
1,714,171 |
| 60 |
2,241.25 |
2,028.50 |
212.75 |
9.5% |
22.00 |
1.0% |
98% |
True |
False |
1,729,445 |
| 80 |
2,241.25 |
2,028.50 |
212.75 |
9.5% |
21.50 |
1.0% |
98% |
True |
False |
1,437,607 |
| 100 |
2,241.25 |
2,028.50 |
212.75 |
9.5% |
20.00 |
0.9% |
98% |
True |
False |
1,150,923 |
| 120 |
2,241.25 |
1,972.25 |
269.00 |
12.0% |
21.75 |
1.0% |
98% |
True |
False |
959,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.00 |
|
2.618 |
2,331.50 |
|
1.618 |
2,297.00 |
|
1.000 |
2,275.75 |
|
0.618 |
2,262.50 |
|
HIGH |
2,241.25 |
|
0.618 |
2,228.00 |
|
0.500 |
2,224.00 |
|
0.382 |
2,220.00 |
|
LOW |
2,206.75 |
|
0.618 |
2,185.50 |
|
1.000 |
2,172.25 |
|
1.618 |
2,151.00 |
|
2.618 |
2,116.50 |
|
4.250 |
2,060.00 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.50 |
2,228.00 |
| PP |
2,228.25 |
2,219.00 |
| S1 |
2,224.00 |
2,210.00 |
|