| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,040.0 |
3,011.0 |
-29.0 |
-1.0% |
3,048.0 |
| High |
3,050.0 |
3,024.0 |
-26.0 |
-0.9% |
3,064.0 |
| Low |
3,013.0 |
2,980.0 |
-33.0 |
-1.1% |
2,980.0 |
| Close |
3,024.0 |
3,017.0 |
-7.0 |
-0.2% |
3,017.0 |
| Range |
37.0 |
44.0 |
7.0 |
18.9% |
84.0 |
| ATR |
46.0 |
45.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,361,500 |
1,664,039 |
302,539 |
22.2% |
6,410,232 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.0 |
3,122.0 |
3,041.2 |
|
| R3 |
3,095.0 |
3,078.0 |
3,029.1 |
|
| R2 |
3,051.0 |
3,051.0 |
3,025.1 |
|
| R1 |
3,034.0 |
3,034.0 |
3,021.0 |
3,042.5 |
| PP |
3,007.0 |
3,007.0 |
3,007.0 |
3,011.3 |
| S1 |
2,990.0 |
2,990.0 |
3,013.0 |
2,998.5 |
| S2 |
2,963.0 |
2,963.0 |
3,008.9 |
|
| S3 |
2,919.0 |
2,946.0 |
3,004.9 |
|
| S4 |
2,875.0 |
2,902.0 |
2,992.8 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,272.3 |
3,228.7 |
3,063.2 |
|
| R3 |
3,188.3 |
3,144.7 |
3,040.1 |
|
| R2 |
3,104.3 |
3,104.3 |
3,032.4 |
|
| R1 |
3,060.7 |
3,060.7 |
3,024.7 |
3,040.5 |
| PP |
3,020.3 |
3,020.3 |
3,020.3 |
3,010.3 |
| S1 |
2,976.7 |
2,976.7 |
3,009.3 |
2,956.5 |
| S2 |
2,936.3 |
2,936.3 |
3,001.6 |
|
| S3 |
2,852.3 |
2,892.7 |
2,993.9 |
|
| S4 |
2,768.3 |
2,808.7 |
2,970.8 |
|
|
| 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 |
2,980.0 |
84.0 |
2.8% |
40.2 |
1.3% |
44% |
False |
True |
1,282,046 |
| 10 |
3,064.0 |
2,980.0 |
84.0 |
2.8% |
38.4 |
1.3% |
44% |
False |
True |
1,090,546 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
49.7 |
1.6% |
63% |
False |
False |
1,209,929 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
43.6 |
1.4% |
63% |
False |
False |
1,080,136 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
45.6 |
1.5% |
63% |
False |
False |
1,107,124 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
43.4 |
1.4% |
63% |
False |
False |
848,715 |
| 100 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
42.0 |
1.4% |
63% |
False |
False |
679,357 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
45.0 |
1.5% |
81% |
False |
False |
568,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,211.0 |
|
2.618 |
3,139.2 |
|
1.618 |
3,095.2 |
|
1.000 |
3,068.0 |
|
0.618 |
3,051.2 |
|
HIGH |
3,024.0 |
|
0.618 |
3,007.2 |
|
0.500 |
3,002.0 |
|
0.382 |
2,996.8 |
|
LOW |
2,980.0 |
|
0.618 |
2,952.8 |
|
1.000 |
2,936.0 |
|
1.618 |
2,908.8 |
|
2.618 |
2,864.8 |
|
4.250 |
2,793.0 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,012.0 |
3,022.0 |
| PP |
3,007.0 |
3,020.3 |
| S1 |
3,002.0 |
3,018.7 |
|