| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,154.0 |
3,190.0 |
36.0 |
1.1% |
2,984.0 |
| High |
3,200.0 |
3,214.0 |
14.0 |
0.4% |
3,214.0 |
| Low |
3,137.0 |
3,175.0 |
38.0 |
1.2% |
2,974.0 |
| Close |
3,188.0 |
3,197.0 |
9.0 |
0.3% |
3,197.0 |
| Range |
63.0 |
39.0 |
-24.0 |
-38.1% |
240.0 |
| ATR |
55.5 |
54.3 |
-1.2 |
-2.1% |
0.0 |
| Volume |
2,343,282 |
1,490,950 |
-852,332 |
-36.4% |
9,265,978 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,312.3 |
3,293.7 |
3,218.5 |
|
| R3 |
3,273.3 |
3,254.7 |
3,207.7 |
|
| R2 |
3,234.3 |
3,234.3 |
3,204.2 |
|
| R1 |
3,215.7 |
3,215.7 |
3,200.6 |
3,225.0 |
| PP |
3,195.3 |
3,195.3 |
3,195.3 |
3,200.0 |
| S1 |
3,176.7 |
3,176.7 |
3,193.4 |
3,186.0 |
| S2 |
3,156.3 |
3,156.3 |
3,189.9 |
|
| S3 |
3,117.3 |
3,137.7 |
3,186.3 |
|
| S4 |
3,078.3 |
3,098.7 |
3,175.6 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.3 |
3,762.7 |
3,329.0 |
|
| R3 |
3,608.3 |
3,522.7 |
3,263.0 |
|
| R2 |
3,368.3 |
3,368.3 |
3,241.0 |
|
| R1 |
3,282.7 |
3,282.7 |
3,219.0 |
3,325.5 |
| PP |
3,128.3 |
3,128.3 |
3,128.3 |
3,149.8 |
| S1 |
3,042.7 |
3,042.7 |
3,175.0 |
3,085.5 |
| S2 |
2,888.3 |
2,888.3 |
3,153.0 |
|
| S3 |
2,648.3 |
2,802.7 |
3,131.0 |
|
| S4 |
2,408.3 |
2,562.7 |
3,065.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,214.0 |
2,974.0 |
240.0 |
7.5% |
75.0 |
2.3% |
93% |
True |
False |
1,853,195 |
| 10 |
3,214.0 |
2,974.0 |
240.0 |
7.5% |
57.6 |
1.8% |
93% |
True |
False |
1,567,621 |
| 20 |
3,214.0 |
2,974.0 |
240.0 |
7.5% |
49.5 |
1.5% |
93% |
True |
False |
1,272,244 |
| 40 |
3,214.0 |
2,874.0 |
340.0 |
10.6% |
47.8 |
1.5% |
95% |
True |
False |
1,189,569 |
| 60 |
3,214.0 |
2,874.0 |
340.0 |
10.6% |
47.1 |
1.5% |
95% |
True |
False |
1,148,146 |
| 80 |
3,214.0 |
2,874.0 |
340.0 |
10.6% |
46.3 |
1.4% |
95% |
True |
False |
964,038 |
| 100 |
3,214.0 |
2,874.0 |
340.0 |
10.6% |
43.9 |
1.4% |
95% |
True |
False |
771,916 |
| 120 |
3,214.0 |
2,649.0 |
565.0 |
17.7% |
46.1 |
1.4% |
97% |
True |
False |
645,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,379.8 |
|
2.618 |
3,316.1 |
|
1.618 |
3,277.1 |
|
1.000 |
3,253.0 |
|
0.618 |
3,238.1 |
|
HIGH |
3,214.0 |
|
0.618 |
3,199.1 |
|
0.500 |
3,194.5 |
|
0.382 |
3,189.9 |
|
LOW |
3,175.0 |
|
0.618 |
3,150.9 |
|
1.000 |
3,136.0 |
|
1.618 |
3,111.9 |
|
2.618 |
3,072.9 |
|
4.250 |
3,009.3 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,196.2 |
3,179.2 |
| PP |
3,195.3 |
3,161.3 |
| S1 |
3,194.5 |
3,143.5 |
|