| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,999.0 |
2,976.0 |
-23.0 |
-0.8% |
3,036.0 |
| High |
3,010.0 |
3,058.0 |
48.0 |
1.6% |
3,049.0 |
| Low |
2,970.0 |
2,962.0 |
-8.0 |
-0.3% |
2,970.0 |
| Close |
3,004.0 |
3,040.0 |
36.0 |
1.2% |
3,004.0 |
| Range |
40.0 |
96.0 |
56.0 |
140.0% |
79.0 |
| ATR |
41.2 |
45.1 |
3.9 |
9.5% |
0.0 |
| Volume |
57,130 |
104,801 |
47,671 |
83.4% |
253,236 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,308.0 |
3,270.0 |
3,092.8 |
|
| R3 |
3,212.0 |
3,174.0 |
3,066.4 |
|
| R2 |
3,116.0 |
3,116.0 |
3,057.6 |
|
| R1 |
3,078.0 |
3,078.0 |
3,048.8 |
3,097.0 |
| PP |
3,020.0 |
3,020.0 |
3,020.0 |
3,029.5 |
| S1 |
2,982.0 |
2,982.0 |
3,031.2 |
3,001.0 |
| S2 |
2,924.0 |
2,924.0 |
3,022.4 |
|
| S3 |
2,828.0 |
2,886.0 |
3,013.6 |
|
| S4 |
2,732.0 |
2,790.0 |
2,987.2 |
|
|
| 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 |
3,058.0 |
2,962.0 |
96.0 |
3.2% |
48.2 |
1.6% |
81% |
True |
True |
71,132 |
| 10 |
3,058.0 |
2,962.0 |
96.0 |
3.2% |
38.6 |
1.3% |
81% |
True |
True |
41,324 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.1% |
48.3 |
1.6% |
79% |
False |
False |
25,574 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.2% |
40.2 |
1.3% |
78% |
False |
False |
18,400 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.2% |
40.2 |
1.3% |
78% |
False |
False |
13,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,466.0 |
|
2.618 |
3,309.3 |
|
1.618 |
3,213.3 |
|
1.000 |
3,154.0 |
|
0.618 |
3,117.3 |
|
HIGH |
3,058.0 |
|
0.618 |
3,021.3 |
|
0.500 |
3,010.0 |
|
0.382 |
2,998.7 |
|
LOW |
2,962.0 |
|
0.618 |
2,902.7 |
|
1.000 |
2,866.0 |
|
1.618 |
2,806.7 |
|
2.618 |
2,710.7 |
|
4.250 |
2,554.0 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,030.0 |
3,030.0 |
| PP |
3,020.0 |
3,020.0 |
| S1 |
3,010.0 |
3,010.0 |
|