| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,976.0 |
3,046.0 |
70.0 |
2.4% |
3,036.0 |
| High |
3,058.0 |
3,109.0 |
51.0 |
1.7% |
3,049.0 |
| Low |
2,962.0 |
3,034.0 |
72.0 |
2.4% |
2,970.0 |
| Close |
3,040.0 |
3,091.0 |
51.0 |
1.7% |
3,004.0 |
| Range |
96.0 |
75.0 |
-21.0 |
-21.9% |
79.0 |
| ATR |
45.1 |
47.2 |
2.1 |
4.7% |
0.0 |
| Volume |
104,801 |
154,933 |
50,132 |
47.8% |
253,236 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,303.0 |
3,272.0 |
3,132.3 |
|
| R3 |
3,228.0 |
3,197.0 |
3,111.6 |
|
| R2 |
3,153.0 |
3,153.0 |
3,104.8 |
|
| R1 |
3,122.0 |
3,122.0 |
3,097.9 |
3,137.5 |
| PP |
3,078.0 |
3,078.0 |
3,078.0 |
3,085.8 |
| S1 |
3,047.0 |
3,047.0 |
3,084.1 |
3,062.5 |
| S2 |
3,003.0 |
3,003.0 |
3,077.3 |
|
| S3 |
2,928.0 |
2,972.0 |
3,070.4 |
|
| S4 |
2,853.0 |
2,897.0 |
3,049.8 |
|
|
| 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 |
3,109.0 |
2,962.0 |
147.0 |
4.8% |
55.0 |
1.8% |
88% |
True |
False |
94,562 |
| 10 |
3,109.0 |
2,962.0 |
147.0 |
4.8% |
44.0 |
1.4% |
88% |
True |
False |
54,919 |
| 20 |
3,109.0 |
2,868.0 |
241.0 |
7.8% |
50.1 |
1.6% |
93% |
True |
False |
31,809 |
| 40 |
3,109.0 |
2,868.0 |
241.0 |
7.8% |
41.1 |
1.3% |
93% |
True |
False |
22,273 |
| 60 |
3,109.0 |
2,868.0 |
241.0 |
7.8% |
40.6 |
1.3% |
93% |
True |
False |
15,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,427.8 |
|
2.618 |
3,305.4 |
|
1.618 |
3,230.4 |
|
1.000 |
3,184.0 |
|
0.618 |
3,155.4 |
|
HIGH |
3,109.0 |
|
0.618 |
3,080.4 |
|
0.500 |
3,071.5 |
|
0.382 |
3,062.7 |
|
LOW |
3,034.0 |
|
0.618 |
2,987.7 |
|
1.000 |
2,959.0 |
|
1.618 |
2,912.7 |
|
2.618 |
2,837.7 |
|
4.250 |
2,715.3 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,084.5 |
3,072.5 |
| PP |
3,078.0 |
3,054.0 |
| S1 |
3,071.5 |
3,035.5 |
|