| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,984.0 |
3,059.0 |
75.0 |
2.5% |
3,048.0 |
| High |
3,072.0 |
3,124.0 |
52.0 |
1.7% |
3,064.0 |
| Low |
2,974.0 |
3,046.0 |
72.0 |
2.4% |
2,980.0 |
| Close |
3,053.0 |
3,104.0 |
51.0 |
1.7% |
3,017.0 |
| Range |
98.0 |
78.0 |
-20.0 |
-20.4% |
84.0 |
| ATR |
49.6 |
51.6 |
2.0 |
4.1% |
0.0 |
| Volume |
1,465,316 |
1,623,148 |
157,832 |
10.8% |
6,410,232 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,325.3 |
3,292.7 |
3,146.9 |
|
| R3 |
3,247.3 |
3,214.7 |
3,125.5 |
|
| R2 |
3,169.3 |
3,169.3 |
3,118.3 |
|
| R1 |
3,136.7 |
3,136.7 |
3,111.2 |
3,153.0 |
| PP |
3,091.3 |
3,091.3 |
3,091.3 |
3,099.5 |
| S1 |
3,058.7 |
3,058.7 |
3,096.9 |
3,075.0 |
| S2 |
3,013.3 |
3,013.3 |
3,089.7 |
|
| S3 |
2,935.3 |
2,980.7 |
3,082.6 |
|
| S4 |
2,857.3 |
2,902.7 |
3,061.1 |
|
|
| 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 |
3,124.0 |
2,974.0 |
150.0 |
4.8% |
58.0 |
1.9% |
87% |
True |
False |
1,503,639 |
| 10 |
3,124.0 |
2,974.0 |
150.0 |
4.8% |
47.3 |
1.5% |
87% |
True |
False |
1,215,597 |
| 20 |
3,124.0 |
2,874.0 |
250.0 |
8.1% |
55.2 |
1.8% |
92% |
True |
False |
1,257,822 |
| 40 |
3,124.0 |
2,874.0 |
250.0 |
8.1% |
45.5 |
1.5% |
92% |
True |
False |
1,113,610 |
| 60 |
3,124.0 |
2,874.0 |
250.0 |
8.1% |
46.4 |
1.5% |
92% |
True |
False |
1,114,407 |
| 80 |
3,124.0 |
2,874.0 |
250.0 |
8.1% |
45.0 |
1.4% |
92% |
True |
False |
887,213 |
| 100 |
3,124.0 |
2,874.0 |
250.0 |
8.1% |
43.0 |
1.4% |
92% |
True |
False |
710,145 |
| 120 |
3,124.0 |
2,649.0 |
475.0 |
15.3% |
45.4 |
1.5% |
96% |
True |
False |
593,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,455.5 |
|
2.618 |
3,328.2 |
|
1.618 |
3,250.2 |
|
1.000 |
3,202.0 |
|
0.618 |
3,172.2 |
|
HIGH |
3,124.0 |
|
0.618 |
3,094.2 |
|
0.500 |
3,085.0 |
|
0.382 |
3,075.8 |
|
LOW |
3,046.0 |
|
0.618 |
2,997.8 |
|
1.000 |
2,968.0 |
|
1.618 |
2,919.8 |
|
2.618 |
2,841.8 |
|
4.250 |
2,714.5 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,097.7 |
3,085.7 |
| PP |
3,091.3 |
3,067.3 |
| S1 |
3,085.0 |
3,049.0 |
|