| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
5,468.0 |
5,493.0 |
25.0 |
0.5% |
5,520.0 |
| High |
5,512.0 |
5,500.0 |
-12.0 |
-0.2% |
5,520.0 |
| Low |
5,458.0 |
5,438.0 |
-20.0 |
-0.4% |
5,426.0 |
| Close |
5,502.0 |
5,444.0 |
-58.0 |
-1.1% |
5,444.0 |
| Range |
54.0 |
62.0 |
8.0 |
14.8% |
94.0 |
| ATR |
61.7 |
61.9 |
0.2 |
0.3% |
0.0 |
| Volume |
36,983 |
31,990 |
-4,993 |
-13.5% |
161,214 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,646.7 |
5,607.3 |
5,478.1 |
|
| R3 |
5,584.7 |
5,545.3 |
5,461.1 |
|
| R2 |
5,522.7 |
5,522.7 |
5,455.4 |
|
| R1 |
5,483.3 |
5,483.3 |
5,449.7 |
5,472.0 |
| PP |
5,460.7 |
5,460.7 |
5,460.7 |
5,455.0 |
| S1 |
5,421.3 |
5,421.3 |
5,438.3 |
5,410.0 |
| S2 |
5,398.7 |
5,398.7 |
5,432.6 |
|
| S3 |
5,336.7 |
5,359.3 |
5,427.0 |
|
| S4 |
5,274.7 |
5,297.3 |
5,409.9 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,745.3 |
5,688.7 |
5,495.7 |
|
| R3 |
5,651.3 |
5,594.7 |
5,469.9 |
|
| R2 |
5,557.3 |
5,557.3 |
5,461.2 |
|
| R1 |
5,500.7 |
5,500.7 |
5,452.6 |
5,482.0 |
| PP |
5,463.3 |
5,463.3 |
5,463.3 |
5,454.0 |
| S1 |
5,406.7 |
5,406.7 |
5,435.4 |
5,388.0 |
| S2 |
5,369.3 |
5,369.3 |
5,426.8 |
|
| S3 |
5,275.3 |
5,312.7 |
5,418.2 |
|
| S4 |
5,181.3 |
5,218.7 |
5,392.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,520.0 |
5,426.0 |
94.0 |
1.7% |
50.4 |
0.9% |
19% |
False |
False |
32,242 |
| 10 |
5,528.0 |
5,337.0 |
191.0 |
3.5% |
50.5 |
0.9% |
56% |
False |
False |
28,451 |
| 20 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
62.1 |
1.1% |
83% |
False |
False |
32,539 |
| 40 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
55.4 |
1.0% |
83% |
False |
False |
29,339 |
| 60 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
51.7 |
1.0% |
83% |
False |
False |
32,297 |
| 80 |
5,531.0 |
5,029.0 |
502.0 |
9.2% |
43.5 |
0.8% |
83% |
False |
False |
24,404 |
| 100 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
36.5 |
0.7% |
83% |
False |
False |
19,540 |
| 120 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
32.1 |
0.6% |
83% |
False |
False |
16,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,763.5 |
|
2.618 |
5,662.3 |
|
1.618 |
5,600.3 |
|
1.000 |
5,562.0 |
|
0.618 |
5,538.3 |
|
HIGH |
5,500.0 |
|
0.618 |
5,476.3 |
|
0.500 |
5,469.0 |
|
0.382 |
5,461.7 |
|
LOW |
5,438.0 |
|
0.618 |
5,399.7 |
|
1.000 |
5,376.0 |
|
1.618 |
5,337.7 |
|
2.618 |
5,275.7 |
|
4.250 |
5,174.5 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,469.0 |
5,469.0 |
| PP |
5,460.7 |
5,460.7 |
| S1 |
5,452.3 |
5,452.3 |
|