| 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 |
2,205.75 |
2,231.25 |
25.50 |
1.2% |
2,203.25 |
| High |
2,235.75 |
2,246.00 |
10.25 |
0.5% |
2,208.25 |
| Low |
2,201.50 |
2,227.75 |
26.25 |
1.2% |
2,179.25 |
| Close |
2,231.50 |
2,242.50 |
11.00 |
0.5% |
2,186.75 |
| Range |
34.25 |
18.25 |
-16.00 |
-46.7% |
29.00 |
| ATR |
20.93 |
20.74 |
-0.19 |
-0.9% |
0.00 |
| Volume |
323,152 |
803,345 |
480,193 |
148.6% |
93,180 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.50 |
2,286.25 |
2,252.50 |
|
| R3 |
2,275.25 |
2,268.00 |
2,247.50 |
|
| R2 |
2,257.00 |
2,257.00 |
2,245.75 |
|
| R1 |
2,249.75 |
2,249.75 |
2,244.25 |
2,253.50 |
| PP |
2,238.75 |
2,238.75 |
2,238.75 |
2,240.50 |
| S1 |
2,231.50 |
2,231.50 |
2,240.75 |
2,235.00 |
| S2 |
2,220.50 |
2,220.50 |
2,239.25 |
|
| S3 |
2,202.25 |
2,213.25 |
2,237.50 |
|
| S4 |
2,184.00 |
2,195.00 |
2,232.50 |
|
|
| 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 |
2,246.00 |
2,174.25 |
71.75 |
3.2% |
21.25 |
0.9% |
95% |
True |
False |
262,364 |
| 10 |
2,246.00 |
2,174.25 |
71.75 |
3.2% |
17.50 |
0.8% |
95% |
True |
False |
138,678 |
| 20 |
2,246.00 |
2,142.25 |
103.75 |
4.6% |
17.50 |
0.8% |
97% |
True |
False |
73,158 |
| 40 |
2,246.00 |
2,023.00 |
223.00 |
9.9% |
21.50 |
1.0% |
98% |
True |
False |
38,572 |
| 60 |
2,246.00 |
2,023.00 |
223.00 |
9.9% |
21.50 |
1.0% |
98% |
True |
False |
26,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,323.50 |
|
2.618 |
2,293.75 |
|
1.618 |
2,275.50 |
|
1.000 |
2,264.25 |
|
0.618 |
2,257.25 |
|
HIGH |
2,246.00 |
|
0.618 |
2,239.00 |
|
0.500 |
2,237.00 |
|
0.382 |
2,234.75 |
|
LOW |
2,227.75 |
|
0.618 |
2,216.50 |
|
1.000 |
2,209.50 |
|
1.618 |
2,198.25 |
|
2.618 |
2,180.00 |
|
4.250 |
2,150.25 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.50 |
2,235.25 |
| PP |
2,238.75 |
2,227.75 |
| S1 |
2,237.00 |
2,220.50 |
|