| 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 |
4,719.00 |
4,780.75 |
61.75 |
1.3% |
4,864.25 |
| High |
4,795.75 |
4,796.50 |
0.75 |
0.0% |
4,897.75 |
| Low |
4,701.50 |
4,767.75 |
66.25 |
1.4% |
4,707.25 |
| Close |
4,780.50 |
4,786.75 |
6.25 |
0.1% |
4,738.50 |
| Range |
94.25 |
28.75 |
-65.50 |
-69.5% |
190.50 |
| ATR |
69.98 |
67.04 |
-2.95 |
-4.2% |
0.00 |
| Volume |
207,428 |
185,123 |
-22,305 |
-10.8% |
1,077,295 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,870.00 |
4,857.00 |
4,802.50 |
|
| R3 |
4,841.25 |
4,828.25 |
4,794.75 |
|
| R2 |
4,812.50 |
4,812.50 |
4,792.00 |
|
| R1 |
4,799.50 |
4,799.50 |
4,789.50 |
4,806.00 |
| PP |
4,783.75 |
4,783.75 |
4,783.75 |
4,787.00 |
| S1 |
4,770.75 |
4,770.75 |
4,784.00 |
4,777.25 |
| S2 |
4,755.00 |
4,755.00 |
4,781.50 |
|
| S3 |
4,726.25 |
4,742.00 |
4,778.75 |
|
| S4 |
4,697.50 |
4,713.25 |
4,771.00 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,352.75 |
5,236.00 |
4,843.25 |
|
| R3 |
5,162.25 |
5,045.50 |
4,791.00 |
|
| R2 |
4,971.75 |
4,971.75 |
4,773.50 |
|
| R1 |
4,855.00 |
4,855.00 |
4,756.00 |
4,818.00 |
| PP |
4,781.25 |
4,781.25 |
4,781.25 |
4,762.75 |
| S1 |
4,664.50 |
4,664.50 |
4,721.00 |
4,627.50 |
| S2 |
4,590.75 |
4,590.75 |
4,703.50 |
|
| S3 |
4,400.25 |
4,474.00 |
4,686.00 |
|
| S4 |
4,209.75 |
4,283.50 |
4,633.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,885.50 |
4,701.50 |
184.00 |
3.8% |
70.50 |
1.5% |
46% |
False |
False |
230,149 |
| 10 |
4,897.75 |
4,701.50 |
196.25 |
4.1% |
55.00 |
1.1% |
43% |
False |
False |
186,244 |
| 20 |
4,897.75 |
4,558.50 |
339.25 |
7.1% |
79.25 |
1.7% |
67% |
False |
False |
246,385 |
| 40 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
67.50 |
1.4% |
63% |
False |
False |
243,706 |
| 60 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
62.25 |
1.3% |
63% |
False |
False |
246,265 |
| 80 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
58.00 |
1.2% |
63% |
False |
False |
196,556 |
| 100 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
53.75 |
1.1% |
63% |
False |
False |
157,279 |
| 120 |
4,919.50 |
4,164.00 |
755.50 |
15.8% |
56.00 |
1.2% |
82% |
False |
False |
131,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,918.75 |
|
2.618 |
4,871.75 |
|
1.618 |
4,843.00 |
|
1.000 |
4,825.25 |
|
0.618 |
4,814.25 |
|
HIGH |
4,796.50 |
|
0.618 |
4,785.50 |
|
0.500 |
4,782.00 |
|
0.382 |
4,778.75 |
|
LOW |
4,767.75 |
|
0.618 |
4,750.00 |
|
1.000 |
4,739.00 |
|
1.618 |
4,721.25 |
|
2.618 |
4,692.50 |
|
4.250 |
4,645.50 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,785.25 |
4,774.25 |
| PP |
4,783.75 |
4,761.50 |
| S1 |
4,782.00 |
4,749.00 |
|