| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
3,110.0 |
3,141.0 |
31.0 |
1.0% |
3,036.0 |
| High |
3,156.0 |
3,184.0 |
28.0 |
0.9% |
3,049.0 |
| Low |
3,108.0 |
3,125.0 |
17.0 |
0.5% |
2,970.0 |
| Close |
3,124.0 |
3,175.0 |
51.0 |
1.6% |
3,004.0 |
| Range |
48.0 |
59.0 |
11.0 |
22.9% |
79.0 |
| ATR |
48.5 |
49.3 |
0.8 |
1.7% |
0.0 |
| Volume |
592,212 |
515,476 |
-76,736 |
-13.0% |
253,236 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,338.3 |
3,315.7 |
3,207.5 |
|
| R3 |
3,279.3 |
3,256.7 |
3,191.2 |
|
| R2 |
3,220.3 |
3,220.3 |
3,185.8 |
|
| R1 |
3,197.7 |
3,197.7 |
3,180.4 |
3,209.0 |
| PP |
3,161.3 |
3,161.3 |
3,161.3 |
3,167.0 |
| S1 |
3,138.7 |
3,138.7 |
3,169.6 |
3,150.0 |
| S2 |
3,102.3 |
3,102.3 |
3,164.2 |
|
| S3 |
3,043.3 |
3,079.7 |
3,158.8 |
|
| S4 |
2,984.3 |
3,020.7 |
3,142.6 |
|
|
| 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 |
3,184.0 |
2,962.0 |
222.0 |
7.0% |
63.6 |
2.0% |
96% |
True |
False |
284,910 |
| 10 |
3,184.0 |
2,962.0 |
222.0 |
7.0% |
49.7 |
1.6% |
96% |
True |
False |
162,881 |
| 20 |
3,184.0 |
2,962.0 |
222.0 |
7.0% |
42.7 |
1.3% |
96% |
True |
False |
84,943 |
| 40 |
3,184.0 |
2,868.0 |
316.0 |
10.0% |
42.3 |
1.3% |
97% |
True |
False |
49,742 |
| 60 |
3,184.0 |
2,868.0 |
316.0 |
10.0% |
41.5 |
1.3% |
97% |
True |
False |
34,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,434.8 |
|
2.618 |
3,338.5 |
|
1.618 |
3,279.5 |
|
1.000 |
3,243.0 |
|
0.618 |
3,220.5 |
|
HIGH |
3,184.0 |
|
0.618 |
3,161.5 |
|
0.500 |
3,154.5 |
|
0.382 |
3,147.5 |
|
LOW |
3,125.0 |
|
0.618 |
3,088.5 |
|
1.000 |
3,066.0 |
|
1.618 |
3,029.5 |
|
2.618 |
2,970.5 |
|
4.250 |
2,874.3 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,168.2 |
3,153.0 |
| PP |
3,161.3 |
3,131.0 |
| S1 |
3,154.5 |
3,109.0 |
|