| 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 |
11,026.0 |
11,169.5 |
143.5 |
1.3% |
10,446.0 |
| High |
11,200.0 |
11,232.0 |
32.0 |
0.3% |
11,232.0 |
| Low |
10,977.5 |
11,142.5 |
165.0 |
1.5% |
10,424.5 |
| Close |
11,182.0 |
11,202.0 |
20.0 |
0.2% |
11,202.0 |
| Range |
222.5 |
89.5 |
-133.0 |
-59.8% |
807.5 |
| ATR |
162.7 |
157.5 |
-5.2 |
-3.2% |
0.0 |
| Volume |
5,154 |
29,866 |
24,712 |
479.5% |
42,622 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,460.7 |
11,420.8 |
11,251.2 |
|
| R3 |
11,371.2 |
11,331.3 |
11,226.6 |
|
| R2 |
11,281.7 |
11,281.7 |
11,218.4 |
|
| R1 |
11,241.8 |
11,241.8 |
11,210.2 |
11,261.8 |
| PP |
11,192.2 |
11,192.2 |
11,192.2 |
11,202.1 |
| S1 |
11,152.3 |
11,152.3 |
11,193.8 |
11,172.3 |
| S2 |
11,102.7 |
11,102.7 |
11,185.6 |
|
| S3 |
11,013.2 |
11,062.8 |
11,177.4 |
|
| S4 |
10,923.7 |
10,973.3 |
11,152.8 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,375.3 |
13,096.2 |
11,646.1 |
|
| R3 |
12,567.8 |
12,288.7 |
11,424.1 |
|
| R2 |
11,760.3 |
11,760.3 |
11,350.0 |
|
| R1 |
11,481.2 |
11,481.2 |
11,276.0 |
11,620.8 |
| PP |
10,952.8 |
10,952.8 |
10,952.8 |
11,022.6 |
| S1 |
10,673.7 |
10,673.7 |
11,128.0 |
10,813.3 |
| S2 |
10,145.3 |
10,145.3 |
11,054.0 |
|
| S3 |
9,337.8 |
9,866.2 |
10,979.9 |
|
| S4 |
8,530.3 |
9,058.7 |
10,757.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,232.0 |
10,424.5 |
807.5 |
7.2% |
203.0 |
1.8% |
96% |
True |
False |
8,524 |
| 10 |
11,232.0 |
10,398.0 |
834.0 |
7.4% |
159.0 |
1.4% |
96% |
True |
False |
4,552 |
| 20 |
11,232.0 |
10,398.0 |
834.0 |
7.4% |
132.2 |
1.2% |
96% |
True |
False |
2,356 |
| 40 |
11,232.0 |
10,021.5 |
1,210.5 |
10.8% |
137.5 |
1.2% |
98% |
True |
False |
1,304 |
| 60 |
11,232.0 |
10,021.5 |
1,210.5 |
10.8% |
137.5 |
1.2% |
98% |
True |
False |
927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,612.4 |
|
2.618 |
11,466.3 |
|
1.618 |
11,376.8 |
|
1.000 |
11,321.5 |
|
0.618 |
11,287.3 |
|
HIGH |
11,232.0 |
|
0.618 |
11,197.8 |
|
0.500 |
11,187.3 |
|
0.382 |
11,176.7 |
|
LOW |
11,142.5 |
|
0.618 |
11,087.2 |
|
1.000 |
11,053.0 |
|
1.618 |
10,997.7 |
|
2.618 |
10,908.2 |
|
4.250 |
10,762.1 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
11,197.1 |
11,147.6 |
| PP |
11,192.2 |
11,093.2 |
| S1 |
11,187.3 |
11,038.8 |
|