| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,011.0 |
2,984.0 |
-27.0 |
-0.9% |
3,048.0 |
| High |
3,024.0 |
3,072.0 |
48.0 |
1.6% |
3,064.0 |
| Low |
2,980.0 |
2,974.0 |
-6.0 |
-0.2% |
2,980.0 |
| Close |
3,017.0 |
3,053.0 |
36.0 |
1.2% |
3,017.0 |
| Range |
44.0 |
98.0 |
54.0 |
122.7% |
84.0 |
| ATR |
45.9 |
49.6 |
3.7 |
8.1% |
0.0 |
| Volume |
1,664,039 |
1,465,316 |
-198,723 |
-11.9% |
6,410,232 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,327.0 |
3,288.0 |
3,106.9 |
|
| R3 |
3,229.0 |
3,190.0 |
3,080.0 |
|
| R2 |
3,131.0 |
3,131.0 |
3,071.0 |
|
| R1 |
3,092.0 |
3,092.0 |
3,062.0 |
3,111.5 |
| PP |
3,033.0 |
3,033.0 |
3,033.0 |
3,042.8 |
| S1 |
2,994.0 |
2,994.0 |
3,044.0 |
3,013.5 |
| S2 |
2,935.0 |
2,935.0 |
3,035.0 |
|
| S3 |
2,837.0 |
2,896.0 |
3,026.1 |
|
| S4 |
2,739.0 |
2,798.0 |
2,999.1 |
|
|
| 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 |
3,072.0 |
2,974.0 |
98.0 |
3.2% |
50.8 |
1.7% |
81% |
True |
True |
1,375,683 |
| 10 |
3,072.0 |
2,974.0 |
98.0 |
3.2% |
43.8 |
1.4% |
81% |
True |
True |
1,131,547 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
52.7 |
1.7% |
79% |
False |
False |
1,232,966 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.0 |
1.5% |
79% |
False |
False |
1,095,650 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.2 |
1.5% |
79% |
False |
False |
1,114,315 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
44.2 |
1.4% |
79% |
False |
False |
866,924 |
| 100 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
42.6 |
1.4% |
79% |
False |
False |
694,010 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.8% |
45.1 |
1.5% |
89% |
False |
False |
580,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,488.5 |
|
2.618 |
3,328.6 |
|
1.618 |
3,230.6 |
|
1.000 |
3,170.0 |
|
0.618 |
3,132.6 |
|
HIGH |
3,072.0 |
|
0.618 |
3,034.6 |
|
0.500 |
3,023.0 |
|
0.382 |
3,011.4 |
|
LOW |
2,974.0 |
|
0.618 |
2,913.4 |
|
1.000 |
2,876.0 |
|
1.618 |
2,815.4 |
|
2.618 |
2,717.4 |
|
4.250 |
2,557.5 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,043.0 |
3,043.0 |
| PP |
3,033.0 |
3,033.0 |
| S1 |
3,023.0 |
3,023.0 |
|