| 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 |
1,365.2 |
1,389.1 |
23.9 |
1.8% |
1,310.0 |
| High |
1,390.2 |
1,393.9 |
3.7 |
0.3% |
1,393.9 |
| Low |
1,361.1 |
1,383.1 |
22.0 |
1.6% |
1,307.0 |
| Close |
1,388.6 |
1,387.9 |
-0.7 |
-0.1% |
1,387.9 |
| Range |
29.1 |
10.8 |
-18.3 |
-62.9% |
86.9 |
| ATR |
20.7 |
20.0 |
-0.7 |
-3.4% |
0.0 |
| Volume |
290,814 |
171,057 |
-119,757 |
-41.2% |
881,925 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.8 |
1,415.0 |
1,393.8 |
|
| R3 |
1,410.0 |
1,404.3 |
1,390.8 |
|
| R2 |
1,399.0 |
1,399.0 |
1,390.0 |
|
| R1 |
1,393.5 |
1,393.5 |
1,389.0 |
1,391.0 |
| PP |
1,388.3 |
1,388.3 |
1,388.3 |
1,387.0 |
| S1 |
1,382.8 |
1,382.8 |
1,387.0 |
1,380.0 |
| S2 |
1,377.5 |
1,377.5 |
1,386.0 |
|
| S3 |
1,366.8 |
1,372.0 |
1,385.0 |
|
| S4 |
1,356.0 |
1,361.0 |
1,382.0 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,623.8 |
1,592.8 |
1,435.8 |
|
| R3 |
1,536.8 |
1,505.8 |
1,411.8 |
|
| R2 |
1,449.8 |
1,449.8 |
1,403.8 |
|
| R1 |
1,418.8 |
1,418.8 |
1,395.8 |
1,434.3 |
| PP |
1,363.0 |
1,363.0 |
1,363.0 |
1,370.8 |
| S1 |
1,332.0 |
1,332.0 |
1,380.0 |
1,347.5 |
| S2 |
1,276.0 |
1,276.0 |
1,372.0 |
|
| S3 |
1,189.3 |
1,245.0 |
1,364.0 |
|
| S4 |
1,102.3 |
1,158.3 |
1,340.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,393.9 |
1,307.0 |
86.9 |
6.3% |
23.3 |
1.7% |
93% |
True |
False |
176,385 |
| 10 |
1,393.9 |
1,307.0 |
86.9 |
6.3% |
19.5 |
1.4% |
93% |
True |
False |
135,193 |
| 20 |
1,393.9 |
1,250.4 |
143.5 |
10.3% |
17.8 |
1.3% |
96% |
True |
False |
122,229 |
| 40 |
1,393.9 |
1,123.6 |
270.3 |
19.5% |
20.0 |
1.4% |
98% |
True |
False |
110,665 |
| 60 |
1,393.9 |
1,123.6 |
270.3 |
19.5% |
19.3 |
1.4% |
98% |
True |
False |
101,666 |
| 80 |
1,393.9 |
1,123.6 |
270.3 |
19.5% |
18.3 |
1.3% |
98% |
True |
False |
87,732 |
| 100 |
1,393.9 |
1,123.6 |
270.3 |
19.5% |
15.8 |
1.1% |
98% |
True |
False |
70,187 |
| 120 |
1,393.9 |
1,074.6 |
319.3 |
23.0% |
14.8 |
1.1% |
98% |
True |
False |
58,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,439.8 |
|
2.618 |
1,422.3 |
|
1.618 |
1,411.3 |
|
1.000 |
1,404.8 |
|
0.618 |
1,400.5 |
|
HIGH |
1,394.0 |
|
0.618 |
1,389.8 |
|
0.500 |
1,388.5 |
|
0.382 |
1,387.3 |
|
LOW |
1,383.0 |
|
0.618 |
1,376.5 |
|
1.000 |
1,372.3 |
|
1.618 |
1,365.8 |
|
2.618 |
1,354.8 |
|
4.250 |
1,337.3 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.5 |
1,382.0 |
| PP |
1,388.3 |
1,376.3 |
| S1 |
1,388.0 |
1,370.5 |
|