| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,236.50 |
2,246.75 |
10.25 |
0.5% |
2,184.00 |
| High |
2,251.50 |
2,261.25 |
9.75 |
0.4% |
2,261.25 |
| Low |
2,232.50 |
2,245.00 |
12.50 |
0.6% |
2,179.00 |
| Close |
2,247.75 |
2,260.00 |
12.25 |
0.5% |
2,260.00 |
| Range |
19.00 |
16.25 |
-2.75 |
-14.5% |
82.25 |
| ATR |
21.15 |
20.80 |
-0.35 |
-1.7% |
0.00 |
| Volume |
2,109,978 |
1,090,581 |
-1,019,397 |
-48.3% |
8,676,685 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.25 |
2,298.25 |
2,269.00 |
|
| R3 |
2,288.00 |
2,282.00 |
2,264.50 |
|
| R2 |
2,271.75 |
2,271.75 |
2,263.00 |
|
| R1 |
2,265.75 |
2,265.75 |
2,261.50 |
2,268.75 |
| PP |
2,255.50 |
2,255.50 |
2,255.50 |
2,257.00 |
| S1 |
2,249.50 |
2,249.50 |
2,258.50 |
2,252.50 |
| S2 |
2,239.25 |
2,239.25 |
2,257.00 |
|
| S3 |
2,223.00 |
2,233.25 |
2,255.50 |
|
| S4 |
2,206.75 |
2,217.00 |
2,251.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.25 |
2,452.25 |
2,305.25 |
|
| R3 |
2,398.00 |
2,370.00 |
2,282.50 |
|
| R2 |
2,315.75 |
2,315.75 |
2,275.00 |
|
| R1 |
2,287.75 |
2,287.75 |
2,267.50 |
2,301.75 |
| PP |
2,233.50 |
2,233.50 |
2,233.50 |
2,240.50 |
| S1 |
2,205.50 |
2,205.50 |
2,252.50 |
2,219.50 |
| S2 |
2,151.25 |
2,151.25 |
2,245.00 |
|
| S3 |
2,069.00 |
2,123.25 |
2,237.50 |
|
| S4 |
1,986.75 |
2,041.00 |
2,214.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,261.25 |
2,179.00 |
82.25 |
3.6% |
22.25 |
1.0% |
98% |
True |
False |
1,735,337 |
| 10 |
2,261.25 |
2,179.00 |
82.25 |
3.6% |
18.25 |
0.8% |
98% |
True |
False |
1,724,456 |
| 20 |
2,261.25 |
2,148.50 |
112.75 |
5.0% |
17.25 |
0.8% |
99% |
True |
False |
1,525,037 |
| 40 |
2,261.25 |
2,028.50 |
232.75 |
10.3% |
21.75 |
1.0% |
99% |
True |
False |
1,702,231 |
| 60 |
2,261.25 |
2,028.50 |
232.75 |
10.3% |
21.50 |
1.0% |
99% |
True |
False |
1,701,997 |
| 80 |
2,261.25 |
2,028.50 |
232.75 |
10.3% |
21.50 |
1.0% |
99% |
True |
False |
1,477,446 |
| 100 |
2,261.25 |
2,028.50 |
232.75 |
10.3% |
20.25 |
0.9% |
99% |
True |
False |
1,182,858 |
| 120 |
2,261.25 |
1,972.25 |
289.00 |
12.8% |
21.75 |
1.0% |
100% |
True |
False |
986,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.25 |
|
2.618 |
2,303.75 |
|
1.618 |
2,287.50 |
|
1.000 |
2,277.50 |
|
0.618 |
2,271.25 |
|
HIGH |
2,261.25 |
|
0.618 |
2,255.00 |
|
0.500 |
2,253.00 |
|
0.382 |
2,251.25 |
|
LOW |
2,245.00 |
|
0.618 |
2,235.00 |
|
1.000 |
2,228.75 |
|
1.618 |
2,218.75 |
|
2.618 |
2,202.50 |
|
4.250 |
2,176.00 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,257.75 |
2,251.25 |
| PP |
2,255.50 |
2,242.75 |
| S1 |
2,253.00 |
2,234.00 |
|