| 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 |
2,179.00 |
2,199.75 |
20.75 |
1.0% |
2,203.25 |
| High |
2,203.75 |
2,206.50 |
2.75 |
0.1% |
2,208.25 |
| Low |
2,174.25 |
2,195.00 |
20.75 |
1.0% |
2,179.25 |
| Close |
2,199.00 |
2,204.75 |
5.75 |
0.3% |
2,186.75 |
| Range |
29.50 |
11.50 |
-18.00 |
-61.0% |
29.00 |
| ATR |
20.55 |
19.90 |
-0.65 |
-3.1% |
0.00 |
| Volume |
53,305 |
104,960 |
51,655 |
96.9% |
93,180 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.50 |
2,232.25 |
2,211.00 |
|
| R3 |
2,225.00 |
2,220.75 |
2,208.00 |
|
| R2 |
2,213.50 |
2,213.50 |
2,206.75 |
|
| R1 |
2,209.25 |
2,209.25 |
2,205.75 |
2,211.50 |
| PP |
2,202.00 |
2,202.00 |
2,202.00 |
2,203.25 |
| S1 |
2,197.75 |
2,197.75 |
2,203.75 |
2,200.00 |
| S2 |
2,190.50 |
2,190.50 |
2,202.75 |
|
| S3 |
2,179.00 |
2,186.25 |
2,201.50 |
|
| S4 |
2,167.50 |
2,174.75 |
2,198.50 |
|
|
| 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 |
2,174.25 |
34.00 |
1.5% |
17.25 |
0.8% |
90% |
False |
False |
43,897 |
| 10 |
2,208.25 |
2,174.25 |
34.00 |
1.5% |
14.50 |
0.7% |
90% |
False |
False |
27,821 |
| 20 |
2,208.25 |
2,023.00 |
185.25 |
8.4% |
23.00 |
1.0% |
98% |
False |
False |
18,019 |
| 40 |
2,208.25 |
2,023.00 |
185.25 |
8.4% |
21.50 |
1.0% |
98% |
False |
False |
10,547 |
| 60 |
2,208.25 |
2,023.00 |
185.25 |
8.4% |
21.50 |
1.0% |
98% |
False |
False |
7,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.50 |
|
2.618 |
2,236.50 |
|
1.618 |
2,225.00 |
|
1.000 |
2,218.00 |
|
0.618 |
2,213.50 |
|
HIGH |
2,206.50 |
|
0.618 |
2,202.00 |
|
0.500 |
2,200.75 |
|
0.382 |
2,199.50 |
|
LOW |
2,195.00 |
|
0.618 |
2,188.00 |
|
1.000 |
2,183.50 |
|
1.618 |
2,176.50 |
|
2.618 |
2,165.00 |
|
4.250 |
2,146.00 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,203.50 |
2,200.00 |
| PP |
2,202.00 |
2,195.25 |
| S1 |
2,200.75 |
2,190.50 |
|