| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,059.0 |
3,123.0 |
64.0 |
2.1% |
3,048.0 |
| High |
3,124.0 |
3,170.0 |
46.0 |
1.5% |
3,064.0 |
| Low |
3,046.0 |
3,073.0 |
27.0 |
0.9% |
2,980.0 |
| Close |
3,104.0 |
3,137.0 |
33.0 |
1.1% |
3,017.0 |
| Range |
78.0 |
97.0 |
19.0 |
24.4% |
84.0 |
| ATR |
51.6 |
54.9 |
3.2 |
6.3% |
0.0 |
| Volume |
1,623,148 |
2,343,282 |
720,134 |
44.4% |
6,410,232 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,417.7 |
3,374.3 |
3,190.4 |
|
| R3 |
3,320.7 |
3,277.3 |
3,163.7 |
|
| R2 |
3,223.7 |
3,223.7 |
3,154.8 |
|
| R1 |
3,180.3 |
3,180.3 |
3,145.9 |
3,202.0 |
| PP |
3,126.7 |
3,126.7 |
3,126.7 |
3,137.5 |
| S1 |
3,083.3 |
3,083.3 |
3,128.1 |
3,105.0 |
| S2 |
3,029.7 |
3,029.7 |
3,119.2 |
|
| S3 |
2,932.7 |
2,986.3 |
3,110.3 |
|
| S4 |
2,835.7 |
2,889.3 |
3,083.7 |
|
|
| 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 |
3,170.0 |
2,974.0 |
196.0 |
6.2% |
70.8 |
2.3% |
83% |
True |
False |
1,691,457 |
| 10 |
3,170.0 |
2,974.0 |
196.0 |
6.2% |
54.8 |
1.7% |
83% |
True |
False |
1,361,385 |
| 20 |
3,170.0 |
2,874.0 |
296.0 |
9.4% |
58.0 |
1.8% |
89% |
True |
False |
1,247,303 |
| 40 |
3,170.0 |
2,874.0 |
296.0 |
9.4% |
46.9 |
1.5% |
89% |
True |
False |
1,151,214 |
| 60 |
3,170.0 |
2,874.0 |
296.0 |
9.4% |
46.8 |
1.5% |
89% |
True |
False |
1,129,424 |
| 80 |
3,170.0 |
2,874.0 |
296.0 |
9.4% |
45.9 |
1.5% |
89% |
True |
False |
916,225 |
| 100 |
3,170.0 |
2,874.0 |
296.0 |
9.4% |
43.5 |
1.4% |
89% |
True |
False |
733,577 |
| 120 |
3,170.0 |
2,649.0 |
521.0 |
16.6% |
46.0 |
1.5% |
94% |
True |
False |
613,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,582.3 |
|
2.618 |
3,423.9 |
|
1.618 |
3,326.9 |
|
1.000 |
3,267.0 |
|
0.618 |
3,229.9 |
|
HIGH |
3,170.0 |
|
0.618 |
3,132.9 |
|
0.500 |
3,121.5 |
|
0.382 |
3,110.1 |
|
LOW |
3,073.0 |
|
0.618 |
3,013.1 |
|
1.000 |
2,976.0 |
|
1.618 |
2,916.1 |
|
2.618 |
2,819.1 |
|
4.250 |
2,660.8 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,131.8 |
3,115.3 |
| PP |
3,126.7 |
3,093.7 |
| S1 |
3,121.5 |
3,072.0 |
|