| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,036.0 |
3,040.0 |
4.0 |
0.1% |
3,028.0 |
| High |
3,064.0 |
3,050.0 |
-14.0 |
-0.5% |
3,060.0 |
| Low |
3,031.0 |
3,013.0 |
-18.0 |
-0.6% |
3,001.0 |
| Close |
3,051.0 |
3,024.0 |
-27.0 |
-0.9% |
3,045.0 |
| Range |
33.0 |
37.0 |
4.0 |
12.1% |
59.0 |
| ATR |
46.7 |
46.0 |
-0.6 |
-1.3% |
0.0 |
| Volume |
1,404,193 |
1,361,500 |
-42,693 |
-3.0% |
3,439,924 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,140.0 |
3,119.0 |
3,044.4 |
|
| R3 |
3,103.0 |
3,082.0 |
3,034.2 |
|
| R2 |
3,066.0 |
3,066.0 |
3,030.8 |
|
| R1 |
3,045.0 |
3,045.0 |
3,027.4 |
3,037.0 |
| PP |
3,029.0 |
3,029.0 |
3,029.0 |
3,025.0 |
| S1 |
3,008.0 |
3,008.0 |
3,020.6 |
3,000.0 |
| S2 |
2,992.0 |
2,992.0 |
3,017.2 |
|
| S3 |
2,955.0 |
2,971.0 |
3,013.8 |
|
| S4 |
2,918.0 |
2,934.0 |
3,003.7 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,212.3 |
3,187.7 |
3,077.5 |
|
| R3 |
3,153.3 |
3,128.7 |
3,061.2 |
|
| R2 |
3,094.3 |
3,094.3 |
3,055.8 |
|
| R1 |
3,069.7 |
3,069.7 |
3,050.4 |
3,082.0 |
| PP |
3,035.3 |
3,035.3 |
3,035.3 |
3,041.5 |
| S1 |
3,010.7 |
3,010.7 |
3,039.6 |
3,023.0 |
| S2 |
2,976.3 |
2,976.3 |
3,034.2 |
|
| S3 |
2,917.3 |
2,951.7 |
3,028.8 |
|
| S4 |
2,858.3 |
2,892.7 |
3,012.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,064.0 |
3,003.0 |
61.0 |
2.0% |
37.8 |
1.3% |
34% |
False |
False |
1,082,175 |
| 10 |
3,064.0 |
3,001.0 |
63.0 |
2.1% |
38.2 |
1.3% |
37% |
False |
False |
1,029,674 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
49.5 |
1.6% |
66% |
False |
False |
1,187,431 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.3 |
1.4% |
66% |
False |
False |
1,069,792 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.8 |
1.5% |
66% |
False |
False |
1,088,645 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.0 |
1.4% |
66% |
False |
False |
827,920 |
| 100 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
41.8 |
1.4% |
66% |
False |
False |
662,902 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
44.8 |
1.5% |
83% |
False |
False |
554,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.3 |
|
2.618 |
3,146.9 |
|
1.618 |
3,109.9 |
|
1.000 |
3,087.0 |
|
0.618 |
3,072.9 |
|
HIGH |
3,050.0 |
|
0.618 |
3,035.9 |
|
0.500 |
3,031.5 |
|
0.382 |
3,027.1 |
|
LOW |
3,013.0 |
|
0.618 |
2,990.1 |
|
1.000 |
2,976.0 |
|
1.618 |
2,953.1 |
|
2.618 |
2,916.1 |
|
4.250 |
2,855.8 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,031.5 |
3,033.5 |
| PP |
3,029.0 |
3,030.3 |
| S1 |
3,026.5 |
3,027.2 |
|