| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,046.0 |
3,110.0 |
64.0 |
2.1% |
3,036.0 |
| High |
3,109.0 |
3,156.0 |
47.0 |
1.5% |
3,049.0 |
| Low |
3,034.0 |
3,108.0 |
74.0 |
2.4% |
2,970.0 |
| Close |
3,091.0 |
3,124.0 |
33.0 |
1.1% |
3,004.0 |
| Range |
75.0 |
48.0 |
-27.0 |
-36.0% |
79.0 |
| ATR |
47.2 |
48.5 |
1.3 |
2.7% |
0.0 |
| Volume |
154,933 |
592,212 |
437,279 |
282.2% |
253,236 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.3 |
3,246.7 |
3,150.4 |
|
| R3 |
3,225.3 |
3,198.7 |
3,137.2 |
|
| R2 |
3,177.3 |
3,177.3 |
3,132.8 |
|
| R1 |
3,150.7 |
3,150.7 |
3,128.4 |
3,164.0 |
| PP |
3,129.3 |
3,129.3 |
3,129.3 |
3,136.0 |
| S1 |
3,102.7 |
3,102.7 |
3,119.6 |
3,116.0 |
| S2 |
3,081.3 |
3,081.3 |
3,115.2 |
|
| S3 |
3,033.3 |
3,054.7 |
3,110.8 |
|
| S4 |
2,985.3 |
3,006.7 |
3,097.6 |
|
|
| 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 |
3,156.0 |
2,962.0 |
194.0 |
6.2% |
58.4 |
1.9% |
84% |
True |
False |
193,668 |
| 10 |
3,156.0 |
2,962.0 |
194.0 |
6.2% |
45.7 |
1.5% |
84% |
True |
False |
113,658 |
| 20 |
3,156.0 |
2,962.0 |
194.0 |
6.2% |
43.3 |
1.4% |
84% |
True |
False |
59,641 |
| 40 |
3,156.0 |
2,868.0 |
288.0 |
9.2% |
41.8 |
1.3% |
89% |
True |
False |
36,860 |
| 60 |
3,156.0 |
2,868.0 |
288.0 |
9.2% |
40.9 |
1.3% |
89% |
True |
False |
25,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,360.0 |
|
2.618 |
3,281.7 |
|
1.618 |
3,233.7 |
|
1.000 |
3,204.0 |
|
0.618 |
3,185.7 |
|
HIGH |
3,156.0 |
|
0.618 |
3,137.7 |
|
0.500 |
3,132.0 |
|
0.382 |
3,126.3 |
|
LOW |
3,108.0 |
|
0.618 |
3,078.3 |
|
1.000 |
3,060.0 |
|
1.618 |
3,030.3 |
|
2.618 |
2,982.3 |
|
4.250 |
2,904.0 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,132.0 |
3,102.3 |
| PP |
3,129.3 |
3,080.7 |
| S1 |
3,126.7 |
3,059.0 |
|