| 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 |
19,241.99 |
19,559.94 |
317.95 |
1.7% |
19,122.14 |
| High |
19,558.42 |
19,664.97 |
106.55 |
0.5% |
19,225.29 |
| Low |
19,229.83 |
19,527.83 |
298.00 |
1.5% |
19,062.22 |
| Close |
19,549.62 |
19,614.81 |
65.19 |
0.3% |
19,170.42 |
| Range |
328.59 |
137.14 |
-191.45 |
-58.3% |
163.07 |
| ATR |
128.63 |
129.24 |
0.61 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,013.96 |
19,951.52 |
19,690.24 |
|
| R3 |
19,876.82 |
19,814.38 |
19,652.52 |
|
| R2 |
19,739.68 |
19,739.68 |
19,639.95 |
|
| R1 |
19,677.24 |
19,677.24 |
19,627.38 |
19,708.46 |
| PP |
19,602.54 |
19,602.54 |
19,602.54 |
19,618.15 |
| S1 |
19,540.10 |
19,540.10 |
19,602.24 |
19,571.32 |
| S2 |
19,465.40 |
19,465.40 |
19,589.67 |
|
| S3 |
19,328.26 |
19,402.96 |
19,577.10 |
|
| S4 |
19,191.12 |
19,265.82 |
19,539.38 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,641.85 |
19,569.21 |
19,260.11 |
|
| R3 |
19,478.78 |
19,406.14 |
19,215.26 |
|
| R2 |
19,315.71 |
19,315.71 |
19,200.32 |
|
| R1 |
19,243.07 |
19,243.07 |
19,185.37 |
19,279.39 |
| PP |
19,152.64 |
19,152.64 |
19,152.64 |
19,170.81 |
| S1 |
19,080.00 |
19,080.00 |
19,155.47 |
19,116.32 |
| S2 |
18,989.57 |
18,989.57 |
19,140.52 |
|
| S3 |
18,826.50 |
18,916.93 |
19,125.58 |
|
| S4 |
18,663.43 |
18,753.86 |
19,080.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,664.97 |
19,141.18 |
523.79 |
2.7% |
135.99 |
0.7% |
90% |
True |
False |
|
| 10 |
19,664.97 |
19,062.22 |
602.75 |
3.1% |
106.45 |
0.5% |
92% |
True |
False |
|
| 20 |
19,664.97 |
18,603.14 |
1,061.83 |
5.4% |
106.90 |
0.5% |
95% |
True |
False |
|
| 40 |
19,664.97 |
17,883.56 |
1,781.41 |
9.1% |
126.33 |
0.6% |
97% |
True |
False |
|
| 60 |
19,664.97 |
17,883.56 |
1,781.41 |
9.1% |
137.13 |
0.7% |
97% |
True |
False |
|
| 80 |
19,664.97 |
17,883.56 |
1,781.41 |
9.1% |
136.93 |
0.7% |
97% |
True |
False |
|
| 100 |
19,664.97 |
17,883.56 |
1,781.41 |
9.1% |
129.04 |
0.7% |
97% |
True |
False |
|
| 120 |
19,664.97 |
17,063.08 |
2,601.89 |
13.3% |
135.85 |
0.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,247.82 |
|
2.618 |
20,024.00 |
|
1.618 |
19,886.86 |
|
1.000 |
19,802.11 |
|
0.618 |
19,749.72 |
|
HIGH |
19,664.97 |
|
0.618 |
19,612.58 |
|
0.500 |
19,596.40 |
|
0.382 |
19,580.22 |
|
LOW |
19,527.83 |
|
0.618 |
19,443.08 |
|
1.000 |
19,390.69 |
|
1.618 |
19,305.94 |
|
2.618 |
19,168.80 |
|
4.250 |
18,944.99 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,608.67 |
19,551.49 |
| PP |
19,602.54 |
19,488.17 |
| S1 |
19,596.40 |
19,424.86 |
|