| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,123.0 |
3,154.0 |
31.0 |
1.0% |
3,048.0 |
| High |
3,170.0 |
3,200.0 |
30.0 |
0.9% |
3,064.0 |
| Low |
3,073.0 |
3,137.0 |
64.0 |
2.1% |
2,980.0 |
| Close |
3,137.0 |
3,188.0 |
51.0 |
1.6% |
3,017.0 |
| Range |
97.0 |
63.0 |
-34.0 |
-35.1% |
84.0 |
| ATR |
54.9 |
55.5 |
0.6 |
1.1% |
0.0 |
| Volume |
2,343,282 |
2,343,282 |
0 |
0.0% |
6,410,232 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,364.0 |
3,339.0 |
3,222.7 |
|
| R3 |
3,301.0 |
3,276.0 |
3,205.3 |
|
| R2 |
3,238.0 |
3,238.0 |
3,199.6 |
|
| R1 |
3,213.0 |
3,213.0 |
3,193.8 |
3,225.5 |
| PP |
3,175.0 |
3,175.0 |
3,175.0 |
3,181.3 |
| S1 |
3,150.0 |
3,150.0 |
3,182.2 |
3,162.5 |
| S2 |
3,112.0 |
3,112.0 |
3,176.5 |
|
| S3 |
3,049.0 |
3,087.0 |
3,170.7 |
|
| S4 |
2,986.0 |
3,024.0 |
3,153.4 |
|
|
| 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 |
3,200.0 |
2,974.0 |
226.0 |
7.1% |
76.0 |
2.4% |
95% |
True |
False |
1,887,813 |
| 10 |
3,200.0 |
2,974.0 |
226.0 |
7.1% |
56.9 |
1.8% |
95% |
True |
False |
1,484,994 |
| 20 |
3,200.0 |
2,974.0 |
226.0 |
7.1% |
51.5 |
1.6% |
95% |
True |
False |
1,258,545 |
| 40 |
3,200.0 |
2,874.0 |
326.0 |
10.2% |
47.8 |
1.5% |
96% |
True |
False |
1,179,179 |
| 60 |
3,200.0 |
2,874.0 |
326.0 |
10.2% |
47.1 |
1.5% |
96% |
True |
False |
1,150,452 |
| 80 |
3,200.0 |
2,874.0 |
326.0 |
10.2% |
46.4 |
1.5% |
96% |
True |
False |
945,487 |
| 100 |
3,200.0 |
2,874.0 |
326.0 |
10.2% |
43.8 |
1.4% |
96% |
True |
False |
757,009 |
| 120 |
3,200.0 |
2,649.0 |
551.0 |
17.3% |
46.1 |
1.4% |
98% |
True |
False |
632,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,467.8 |
|
2.618 |
3,364.9 |
|
1.618 |
3,301.9 |
|
1.000 |
3,263.0 |
|
0.618 |
3,238.9 |
|
HIGH |
3,200.0 |
|
0.618 |
3,175.9 |
|
0.500 |
3,168.5 |
|
0.382 |
3,161.1 |
|
LOW |
3,137.0 |
|
0.618 |
3,098.1 |
|
1.000 |
3,074.0 |
|
1.618 |
3,035.1 |
|
2.618 |
2,972.1 |
|
4.250 |
2,869.3 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,181.5 |
3,166.3 |
| PP |
3,175.0 |
3,144.7 |
| S1 |
3,168.5 |
3,123.0 |
|