| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
5,435.0 |
5,465.0 |
30.0 |
0.6% |
5,520.0 |
| High |
5,455.0 |
5,483.0 |
28.0 |
0.5% |
5,520.0 |
| Low |
5,423.0 |
5,448.0 |
25.0 |
0.5% |
5,426.0 |
| Close |
5,428.0 |
5,481.0 |
53.0 |
1.0% |
5,444.0 |
| Range |
32.0 |
35.0 |
3.0 |
9.4% |
94.0 |
| ATR |
61.6 |
61.1 |
-0.5 |
-0.8% |
0.0 |
| Volume |
29,586 |
22,895 |
-6,691 |
-22.6% |
161,214 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,575.7 |
5,563.3 |
5,500.3 |
|
| R3 |
5,540.7 |
5,528.3 |
5,490.6 |
|
| R2 |
5,505.7 |
5,505.7 |
5,487.4 |
|
| R1 |
5,493.3 |
5,493.3 |
5,484.2 |
5,499.5 |
| PP |
5,470.7 |
5,470.7 |
5,470.7 |
5,473.8 |
| S1 |
5,458.3 |
5,458.3 |
5,477.8 |
5,464.5 |
| S2 |
5,435.7 |
5,435.7 |
5,474.6 |
|
| S3 |
5,400.7 |
5,423.3 |
5,471.4 |
|
| S4 |
5,365.7 |
5,388.3 |
5,461.8 |
|
|
| 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 |
5,512.0 |
5,383.0 |
129.0 |
2.4% |
49.0 |
0.9% |
76% |
False |
False |
30,947 |
| 10 |
5,528.0 |
5,383.0 |
145.0 |
2.6% |
46.0 |
0.8% |
68% |
False |
False |
29,286 |
| 20 |
5,528.0 |
5,270.0 |
258.0 |
4.7% |
49.2 |
0.9% |
82% |
False |
False |
29,659 |
| 40 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
55.9 |
1.0% |
91% |
False |
False |
30,090 |
| 60 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
50.6 |
0.9% |
91% |
False |
False |
27,749 |
| 80 |
5,531.0 |
5,029.0 |
502.0 |
9.2% |
44.6 |
0.8% |
90% |
False |
False |
25,468 |
| 100 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
37.8 |
0.7% |
90% |
False |
False |
20,396 |
| 120 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
32.3 |
0.6% |
90% |
False |
False |
17,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,631.8 |
|
2.618 |
5,574.6 |
|
1.618 |
5,539.6 |
|
1.000 |
5,518.0 |
|
0.618 |
5,504.6 |
|
HIGH |
5,483.0 |
|
0.618 |
5,469.6 |
|
0.500 |
5,465.5 |
|
0.382 |
5,461.4 |
|
LOW |
5,448.0 |
|
0.618 |
5,426.4 |
|
1.000 |
5,413.0 |
|
1.618 |
5,391.4 |
|
2.618 |
5,356.4 |
|
4.250 |
5,299.3 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,475.8 |
5,465.0 |
| PP |
5,470.7 |
5,449.0 |
| S1 |
5,465.5 |
5,433.0 |
|