| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,024.0 |
3,027.0 |
3.0 |
0.1% |
3,015.0 |
| High |
3,049.0 |
3,034.0 |
-15.0 |
-0.5% |
3,046.0 |
| Low |
3,018.0 |
3,001.0 |
-17.0 |
-0.6% |
2,990.0 |
| Close |
3,038.0 |
3,011.0 |
-27.0 |
-0.9% |
3,032.0 |
| Range |
31.0 |
33.0 |
2.0 |
6.5% |
56.0 |
| ATR |
41.5 |
41.2 |
-0.3 |
-0.8% |
0.0 |
| Volume |
96,685 |
59,265 |
-37,420 |
-38.7% |
59,488 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,114.3 |
3,095.7 |
3,029.2 |
|
| R3 |
3,081.3 |
3,062.7 |
3,020.1 |
|
| R2 |
3,048.3 |
3,048.3 |
3,017.1 |
|
| R1 |
3,029.7 |
3,029.7 |
3,014.0 |
3,022.5 |
| PP |
3,015.3 |
3,015.3 |
3,015.3 |
3,011.8 |
| S1 |
2,996.7 |
2,996.7 |
3,008.0 |
2,989.5 |
| S2 |
2,982.3 |
2,982.3 |
3,005.0 |
|
| S3 |
2,949.3 |
2,963.7 |
3,001.9 |
|
| S4 |
2,916.3 |
2,930.7 |
2,992.9 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.7 |
3,167.3 |
3,062.8 |
|
| R3 |
3,134.7 |
3,111.3 |
3,047.4 |
|
| R2 |
3,078.7 |
3,078.7 |
3,042.3 |
|
| R1 |
3,055.3 |
3,055.3 |
3,037.1 |
3,067.0 |
| PP |
3,022.7 |
3,022.7 |
3,022.7 |
3,028.5 |
| S1 |
2,999.3 |
2,999.3 |
3,026.9 |
3,011.0 |
| S2 |
2,966.7 |
2,966.7 |
3,021.7 |
|
| S3 |
2,910.7 |
2,943.3 |
3,016.6 |
|
| S4 |
2,854.7 |
2,887.3 |
3,001.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,049.0 |
2,990.0 |
59.0 |
2.0% |
35.8 |
1.2% |
36% |
False |
False |
40,853 |
| 10 |
3,049.0 |
2,990.0 |
59.0 |
2.0% |
32.8 |
1.1% |
36% |
False |
False |
25,626 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
44.4 |
1.5% |
66% |
False |
False |
18,349 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.0 |
1.3% |
65% |
False |
False |
14,607 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.6 |
1.3% |
65% |
False |
False |
11,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,174.3 |
|
2.618 |
3,120.4 |
|
1.618 |
3,087.4 |
|
1.000 |
3,067.0 |
|
0.618 |
3,054.4 |
|
HIGH |
3,034.0 |
|
0.618 |
3,021.4 |
|
0.500 |
3,017.5 |
|
0.382 |
3,013.6 |
|
LOW |
3,001.0 |
|
0.618 |
2,980.6 |
|
1.000 |
2,968.0 |
|
1.618 |
2,947.6 |
|
2.618 |
2,914.6 |
|
4.250 |
2,860.8 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,017.5 |
3,019.5 |
| PP |
3,015.3 |
3,016.7 |
| S1 |
3,013.2 |
3,013.8 |
|