| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,027.0 |
2,999.0 |
-28.0 |
-0.9% |
3,036.0 |
| High |
3,034.0 |
3,010.0 |
-24.0 |
-0.8% |
3,049.0 |
| Low |
3,001.0 |
2,970.0 |
-31.0 |
-1.0% |
2,970.0 |
| Close |
3,011.0 |
3,004.0 |
-7.0 |
-0.2% |
3,004.0 |
| Range |
33.0 |
40.0 |
7.0 |
21.2% |
79.0 |
| ATR |
41.2 |
41.2 |
0.0 |
0.0% |
0.0 |
| Volume |
59,265 |
57,130 |
-2,135 |
-3.6% |
253,236 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,114.7 |
3,099.3 |
3,026.0 |
|
| R3 |
3,074.7 |
3,059.3 |
3,015.0 |
|
| R2 |
3,034.7 |
3,034.7 |
3,011.3 |
|
| R1 |
3,019.3 |
3,019.3 |
3,007.7 |
3,027.0 |
| PP |
2,994.7 |
2,994.7 |
2,994.7 |
2,998.5 |
| S1 |
2,979.3 |
2,979.3 |
3,000.3 |
2,987.0 |
| S2 |
2,954.7 |
2,954.7 |
2,996.7 |
|
| S3 |
2,914.7 |
2,939.3 |
2,993.0 |
|
| S4 |
2,874.7 |
2,899.3 |
2,982.0 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,244.7 |
3,203.3 |
3,047.5 |
|
| R3 |
3,165.7 |
3,124.3 |
3,025.7 |
|
| R2 |
3,086.7 |
3,086.7 |
3,018.5 |
|
| R1 |
3,045.3 |
3,045.3 |
3,011.2 |
3,026.5 |
| PP |
3,007.7 |
3,007.7 |
3,007.7 |
2,998.3 |
| S1 |
2,966.3 |
2,966.3 |
2,996.8 |
2,947.5 |
| S2 |
2,928.7 |
2,928.7 |
2,989.5 |
|
| S3 |
2,849.7 |
2,887.3 |
2,982.3 |
|
| S4 |
2,770.7 |
2,808.3 |
2,960.6 |
|
|
| 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 |
2,970.0 |
79.0 |
2.6% |
37.8 |
1.3% |
43% |
False |
True |
50,647 |
| 10 |
3,049.0 |
2,970.0 |
79.0 |
2.6% |
33.1 |
1.1% |
43% |
False |
True |
31,272 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
44.6 |
1.5% |
63% |
False |
False |
20,609 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.0 |
1.3% |
62% |
False |
False |
16,033 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.4 |
1.3% |
62% |
False |
False |
12,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,180.0 |
|
2.618 |
3,114.7 |
|
1.618 |
3,074.7 |
|
1.000 |
3,050.0 |
|
0.618 |
3,034.7 |
|
HIGH |
3,010.0 |
|
0.618 |
2,994.7 |
|
0.500 |
2,990.0 |
|
0.382 |
2,985.3 |
|
LOW |
2,970.0 |
|
0.618 |
2,945.3 |
|
1.000 |
2,930.0 |
|
1.618 |
2,905.3 |
|
2.618 |
2,865.3 |
|
4.250 |
2,800.0 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.3 |
3,009.5 |
| PP |
2,994.7 |
3,007.7 |
| S1 |
2,990.0 |
3,005.8 |
|