| 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 |
2,194.00 |
2,185.50 |
-8.50 |
-0.4% |
2,203.25 |
| High |
2,197.75 |
2,191.75 |
-6.00 |
-0.3% |
2,208.25 |
| Low |
2,180.75 |
2,179.25 |
-1.50 |
-0.1% |
2,179.25 |
| Close |
2,187.00 |
2,186.75 |
-0.25 |
0.0% |
2,186.75 |
| Range |
17.00 |
12.50 |
-4.50 |
-26.5% |
29.00 |
| ATR |
20.43 |
19.86 |
-0.57 |
-2.8% |
0.00 |
| Volume |
18,342 |
27,062 |
8,720 |
47.5% |
93,180 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.50 |
2,217.50 |
2,193.50 |
|
| R3 |
2,211.00 |
2,205.00 |
2,190.25 |
|
| R2 |
2,198.50 |
2,198.50 |
2,189.00 |
|
| R1 |
2,192.50 |
2,192.50 |
2,188.00 |
2,195.50 |
| PP |
2,186.00 |
2,186.00 |
2,186.00 |
2,187.50 |
| S1 |
2,180.00 |
2,180.00 |
2,185.50 |
2,183.00 |
| S2 |
2,173.50 |
2,173.50 |
2,184.50 |
|
| S3 |
2,161.00 |
2,167.50 |
2,183.25 |
|
| S4 |
2,148.50 |
2,155.00 |
2,180.00 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.50 |
2,261.50 |
2,202.75 |
|
| R3 |
2,249.50 |
2,232.50 |
2,194.75 |
|
| R2 |
2,220.50 |
2,220.50 |
2,192.00 |
|
| R1 |
2,203.50 |
2,203.50 |
2,189.50 |
2,197.50 |
| PP |
2,191.50 |
2,191.50 |
2,191.50 |
2,188.50 |
| S1 |
2,174.50 |
2,174.50 |
2,184.00 |
2,168.50 |
| S2 |
2,162.50 |
2,162.50 |
2,181.50 |
|
| S3 |
2,133.50 |
2,145.50 |
2,178.75 |
|
| S4 |
2,104.50 |
2,116.50 |
2,170.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,208.25 |
2,179.25 |
29.00 |
1.3% |
13.75 |
0.6% |
26% |
False |
True |
18,636 |
| 10 |
2,208.25 |
2,171.75 |
36.50 |
1.7% |
13.25 |
0.6% |
41% |
False |
False |
13,524 |
| 20 |
2,208.25 |
2,023.00 |
185.25 |
8.5% |
23.25 |
1.1% |
88% |
False |
False |
10,517 |
| 40 |
2,208.25 |
2,023.00 |
185.25 |
8.5% |
21.25 |
1.0% |
88% |
False |
False |
6,693 |
| 60 |
2,208.25 |
2,023.00 |
185.25 |
8.5% |
22.75 |
1.0% |
88% |
False |
False |
5,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,245.00 |
|
2.618 |
2,224.50 |
|
1.618 |
2,212.00 |
|
1.000 |
2,204.25 |
|
0.618 |
2,199.50 |
|
HIGH |
2,191.75 |
|
0.618 |
2,187.00 |
|
0.500 |
2,185.50 |
|
0.382 |
2,184.00 |
|
LOW |
2,179.25 |
|
0.618 |
2,171.50 |
|
1.000 |
2,166.75 |
|
1.618 |
2,159.00 |
|
2.618 |
2,146.50 |
|
4.250 |
2,126.00 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,186.25 |
2,193.75 |
| PP |
2,186.00 |
2,191.50 |
| S1 |
2,185.50 |
2,189.00 |
|