| 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 |
1,171.4 |
1,176.1 |
4.7 |
0.4% |
1,184.4 |
| High |
1,182.3 |
1,180.7 |
-1.6 |
-0.1% |
1,200.0 |
| Low |
1,167.2 |
1,170.9 |
3.7 |
0.3% |
1,162.2 |
| Close |
1,177.5 |
1,172.4 |
-5.1 |
-0.4% |
1,177.8 |
| Range |
15.1 |
9.8 |
-5.3 |
-35.1% |
37.8 |
| ATR |
19.5 |
18.8 |
-0.7 |
-3.5% |
0.0 |
| Volume |
145,807 |
147,750 |
1,943 |
1.3% |
1,006,319 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.1 |
1,198.0 |
1,177.8 |
|
| R3 |
1,194.3 |
1,188.2 |
1,175.1 |
|
| R2 |
1,184.5 |
1,184.5 |
1,174.2 |
|
| R1 |
1,178.4 |
1,178.4 |
1,173.3 |
1,176.6 |
| PP |
1,174.7 |
1,174.7 |
1,174.7 |
1,173.7 |
| S1 |
1,168.6 |
1,168.6 |
1,171.5 |
1,166.8 |
| S2 |
1,164.9 |
1,164.9 |
1,170.6 |
|
| S3 |
1,155.1 |
1,158.8 |
1,169.7 |
|
| S4 |
1,145.3 |
1,149.0 |
1,167.0 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.4 |
1,273.4 |
1,198.6 |
|
| R3 |
1,255.6 |
1,235.6 |
1,188.2 |
|
| R2 |
1,217.8 |
1,217.8 |
1,184.7 |
|
| R1 |
1,197.8 |
1,197.8 |
1,181.3 |
1,188.9 |
| PP |
1,180.0 |
1,180.0 |
1,180.0 |
1,175.6 |
| S1 |
1,160.0 |
1,160.0 |
1,174.3 |
1,151.1 |
| S2 |
1,142.2 |
1,142.2 |
1,170.9 |
|
| S3 |
1,104.4 |
1,122.2 |
1,167.4 |
|
| S4 |
1,066.6 |
1,084.4 |
1,157.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,190.2 |
1,158.6 |
31.6 |
2.7% |
15.5 |
1.3% |
44% |
False |
False |
165,719 |
| 10 |
1,200.0 |
1,158.6 |
41.4 |
3.5% |
17.2 |
1.5% |
33% |
False |
False |
174,980 |
| 20 |
1,296.0 |
1,158.6 |
137.4 |
11.7% |
20.1 |
1.7% |
10% |
False |
False |
108,229 |
| 40 |
1,341.0 |
1,158.6 |
182.4 |
15.6% |
18.0 |
1.5% |
8% |
False |
False |
61,307 |
| 60 |
1,351.2 |
1,158.6 |
192.6 |
16.4% |
16.9 |
1.4% |
7% |
False |
False |
42,849 |
| 80 |
1,365.0 |
1,158.6 |
206.4 |
17.6% |
16.4 |
1.4% |
7% |
False |
False |
33,230 |
| 100 |
1,378.1 |
1,158.6 |
219.5 |
18.7% |
16.4 |
1.4% |
6% |
False |
False |
27,340 |
| 120 |
1,387.1 |
1,158.6 |
228.5 |
19.5% |
17.1 |
1.5% |
6% |
False |
False |
22,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.4 |
|
2.618 |
1,206.4 |
|
1.618 |
1,196.6 |
|
1.000 |
1,190.5 |
|
0.618 |
1,186.8 |
|
HIGH |
1,180.7 |
|
0.618 |
1,177.0 |
|
0.500 |
1,175.8 |
|
0.382 |
1,174.6 |
|
LOW |
1,170.9 |
|
0.618 |
1,164.8 |
|
1.000 |
1,161.1 |
|
1.618 |
1,155.0 |
|
2.618 |
1,145.2 |
|
4.250 |
1,129.3 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,175.8 |
1,174.8 |
| PP |
1,174.7 |
1,174.0 |
| S1 |
1,173.5 |
1,173.2 |
|