| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1,349.3 |
1,365.2 |
15.9 |
1.2% |
1,346.4 |
| High |
1,367.2 |
1,390.2 |
23.0 |
1.7% |
1,346.9 |
| Low |
1,346.9 |
1,361.1 |
14.2 |
1.1% |
1,308.0 |
| Close |
1,362.1 |
1,388.6 |
26.5 |
1.9% |
1,313.4 |
| Range |
20.3 |
29.1 |
8.8 |
43.3% |
38.9 |
| ATR |
20.0 |
20.7 |
0.6 |
3.2% |
0.0 |
| Volume |
166,934 |
290,814 |
123,880 |
74.2% |
470,005 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.3 |
1,457.0 |
1,404.5 |
|
| R3 |
1,438.3 |
1,428.0 |
1,396.5 |
|
| R2 |
1,409.0 |
1,409.0 |
1,394.0 |
|
| R1 |
1,398.8 |
1,398.8 |
1,391.3 |
1,404.0 |
| PP |
1,380.0 |
1,380.0 |
1,380.0 |
1,382.5 |
| S1 |
1,369.8 |
1,369.8 |
1,386.0 |
1,374.8 |
| S2 |
1,350.8 |
1,350.8 |
1,383.3 |
|
| S3 |
1,321.8 |
1,340.8 |
1,380.5 |
|
| S4 |
1,292.8 |
1,311.5 |
1,372.5 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.5 |
1,415.3 |
1,334.8 |
|
| R3 |
1,400.5 |
1,376.5 |
1,324.0 |
|
| R2 |
1,361.8 |
1,361.8 |
1,320.5 |
|
| R1 |
1,337.5 |
1,337.5 |
1,317.0 |
1,330.3 |
| PP |
1,322.8 |
1,322.8 |
1,322.8 |
1,319.0 |
| S1 |
1,298.8 |
1,298.8 |
1,309.8 |
1,291.3 |
| S2 |
1,283.8 |
1,283.8 |
1,306.3 |
|
| S3 |
1,245.0 |
1,259.8 |
1,302.8 |
|
| S4 |
1,206.0 |
1,220.8 |
1,292.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,390.2 |
1,307.0 |
83.2 |
6.0% |
23.0 |
1.7% |
98% |
True |
False |
156,999 |
| 10 |
1,390.2 |
1,307.0 |
83.2 |
6.0% |
19.0 |
1.4% |
98% |
True |
False |
121,281 |
| 20 |
1,390.2 |
1,227.0 |
163.2 |
11.8% |
19.0 |
1.4% |
99% |
True |
False |
124,588 |
| 40 |
1,390.2 |
1,123.6 |
266.6 |
19.2% |
20.0 |
1.4% |
99% |
True |
False |
108,785 |
| 60 |
1,390.2 |
1,123.6 |
266.6 |
19.2% |
19.5 |
1.4% |
99% |
True |
False |
100,625 |
| 80 |
1,390.2 |
1,123.6 |
266.6 |
19.2% |
18.3 |
1.3% |
99% |
True |
False |
85,594 |
| 100 |
1,390.2 |
1,123.6 |
266.6 |
19.2% |
15.8 |
1.1% |
99% |
True |
False |
68,476 |
| 120 |
1,390.2 |
1,074.6 |
315.6 |
22.7% |
14.5 |
1.1% |
99% |
True |
False |
57,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,514.0 |
|
2.618 |
1,466.5 |
|
1.618 |
1,437.3 |
|
1.000 |
1,419.3 |
|
0.618 |
1,408.3 |
|
HIGH |
1,390.3 |
|
0.618 |
1,379.0 |
|
0.500 |
1,375.8 |
|
0.382 |
1,372.3 |
|
LOW |
1,361.0 |
|
0.618 |
1,343.0 |
|
1.000 |
1,332.0 |
|
1.618 |
1,314.0 |
|
2.618 |
1,285.0 |
|
4.250 |
1,237.5 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,384.3 |
1,379.5 |
| PP |
1,380.0 |
1,370.5 |
| S1 |
1,375.8 |
1,361.3 |
|