| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,231.25 |
2,241.50 |
10.25 |
0.5% |
2,179.00 |
| High |
2,246.00 |
2,255.75 |
9.75 |
0.4% |
2,255.75 |
| Low |
2,227.75 |
2,239.75 |
12.00 |
0.5% |
2,174.25 |
| Close |
2,242.50 |
2,254.75 |
12.25 |
0.5% |
2,254.75 |
| Range |
18.25 |
16.00 |
-2.25 |
-12.3% |
81.50 |
| ATR |
20.74 |
20.40 |
-0.34 |
-1.6% |
0.00 |
| Volume |
803,345 |
1,609,142 |
805,797 |
100.3% |
2,893,904 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.00 |
2,292.50 |
2,263.50 |
|
| R3 |
2,282.00 |
2,276.50 |
2,259.25 |
|
| R2 |
2,266.00 |
2,266.00 |
2,257.75 |
|
| R1 |
2,260.50 |
2,260.50 |
2,256.25 |
2,263.25 |
| PP |
2,250.00 |
2,250.00 |
2,250.00 |
2,251.50 |
| S1 |
2,244.50 |
2,244.50 |
2,253.25 |
2,247.25 |
| S2 |
2,234.00 |
2,234.00 |
2,251.75 |
|
| S3 |
2,218.00 |
2,228.50 |
2,250.25 |
|
| S4 |
2,202.00 |
2,212.50 |
2,246.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.75 |
2,445.25 |
2,299.50 |
|
| R3 |
2,391.25 |
2,363.75 |
2,277.25 |
|
| R2 |
2,309.75 |
2,309.75 |
2,269.75 |
|
| R1 |
2,282.25 |
2,282.25 |
2,262.25 |
2,296.00 |
| PP |
2,228.25 |
2,228.25 |
2,228.25 |
2,235.00 |
| S1 |
2,200.75 |
2,200.75 |
2,247.25 |
2,214.50 |
| S2 |
2,146.75 |
2,146.75 |
2,239.75 |
|
| S3 |
2,065.25 |
2,119.25 |
2,232.25 |
|
| S4 |
1,983.75 |
2,037.75 |
2,210.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,255.75 |
2,174.25 |
81.50 |
3.6% |
22.00 |
1.0% |
99% |
True |
False |
578,780 |
| 10 |
2,255.75 |
2,174.25 |
81.50 |
3.6% |
17.75 |
0.8% |
99% |
True |
False |
298,708 |
| 20 |
2,255.75 |
2,143.25 |
112.50 |
5.0% |
16.75 |
0.7% |
99% |
True |
False |
153,108 |
| 40 |
2,255.75 |
2,023.00 |
232.75 |
10.3% |
21.25 |
0.9% |
100% |
True |
False |
78,705 |
| 60 |
2,255.75 |
2,023.00 |
232.75 |
10.3% |
21.00 |
0.9% |
100% |
True |
False |
53,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,323.75 |
|
2.618 |
2,297.75 |
|
1.618 |
2,281.75 |
|
1.000 |
2,271.75 |
|
0.618 |
2,265.75 |
|
HIGH |
2,255.75 |
|
0.618 |
2,249.75 |
|
0.500 |
2,247.75 |
|
0.382 |
2,245.75 |
|
LOW |
2,239.75 |
|
0.618 |
2,229.75 |
|
1.000 |
2,223.75 |
|
1.618 |
2,213.75 |
|
2.618 |
2,197.75 |
|
4.250 |
2,171.75 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,252.50 |
2,246.00 |
| PP |
2,250.00 |
2,237.25 |
| S1 |
2,247.75 |
2,228.50 |
|