| 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 |
2,211.25 |
2,236.50 |
25.25 |
1.1% |
2,208.00 |
| High |
2,241.25 |
2,251.50 |
10.25 |
0.5% |
2,213.75 |
| Low |
2,206.75 |
2,232.50 |
25.75 |
1.2% |
2,184.25 |
| Close |
2,236.75 |
2,247.75 |
11.00 |
0.5% |
2,192.00 |
| Range |
34.50 |
19.00 |
-15.50 |
-44.9% |
29.50 |
| ATR |
21.31 |
21.15 |
-0.17 |
-0.8% |
0.00 |
| Volume |
2,328,449 |
2,109,978 |
-218,471 |
-9.4% |
8,567,882 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.00 |
2,293.25 |
2,258.25 |
|
| R3 |
2,282.00 |
2,274.25 |
2,253.00 |
|
| R2 |
2,263.00 |
2,263.00 |
2,251.25 |
|
| R1 |
2,255.25 |
2,255.25 |
2,249.50 |
2,259.00 |
| PP |
2,244.00 |
2,244.00 |
2,244.00 |
2,245.75 |
| S1 |
2,236.25 |
2,236.25 |
2,246.00 |
2,240.00 |
| S2 |
2,225.00 |
2,225.00 |
2,244.25 |
|
| S3 |
2,206.00 |
2,217.25 |
2,242.50 |
|
| S4 |
2,187.00 |
2,198.25 |
2,237.25 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.25 |
2,268.00 |
2,208.25 |
|
| R3 |
2,255.75 |
2,238.50 |
2,200.00 |
|
| R2 |
2,226.25 |
2,226.25 |
2,197.50 |
|
| R1 |
2,209.00 |
2,209.00 |
2,194.75 |
2,203.00 |
| PP |
2,196.75 |
2,196.75 |
2,196.75 |
2,193.50 |
| S1 |
2,179.50 |
2,179.50 |
2,189.25 |
2,173.50 |
| S2 |
2,167.25 |
2,167.25 |
2,186.50 |
|
| S3 |
2,137.75 |
2,150.00 |
2,184.00 |
|
| S4 |
2,108.25 |
2,120.50 |
2,175.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,251.50 |
2,179.00 |
72.50 |
3.2% |
21.50 |
1.0% |
95% |
True |
False |
1,853,629 |
| 10 |
2,251.50 |
2,179.00 |
72.50 |
3.2% |
18.00 |
0.8% |
95% |
True |
False |
1,671,554 |
| 20 |
2,251.50 |
2,147.75 |
103.75 |
4.6% |
18.00 |
0.8% |
96% |
True |
False |
1,627,125 |
| 40 |
2,251.50 |
2,028.50 |
223.00 |
9.9% |
21.75 |
1.0% |
98% |
True |
False |
1,729,845 |
| 60 |
2,251.50 |
2,028.50 |
223.00 |
9.9% |
22.00 |
1.0% |
98% |
True |
False |
1,722,176 |
| 80 |
2,251.50 |
2,028.50 |
223.00 |
9.9% |
21.50 |
1.0% |
98% |
True |
False |
1,463,929 |
| 100 |
2,251.50 |
2,028.50 |
223.00 |
9.9% |
20.00 |
0.9% |
98% |
True |
False |
1,172,009 |
| 120 |
2,251.50 |
1,972.25 |
279.25 |
12.4% |
21.75 |
1.0% |
99% |
True |
False |
977,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,332.25 |
|
2.618 |
2,301.25 |
|
1.618 |
2,282.25 |
|
1.000 |
2,270.50 |
|
0.618 |
2,263.25 |
|
HIGH |
2,251.50 |
|
0.618 |
2,244.25 |
|
0.500 |
2,242.00 |
|
0.382 |
2,239.75 |
|
LOW |
2,232.50 |
|
0.618 |
2,220.75 |
|
1.000 |
2,213.50 |
|
1.618 |
2,201.75 |
|
2.618 |
2,182.75 |
|
4.250 |
2,151.75 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.75 |
2,240.50 |
| PP |
2,244.00 |
2,233.25 |
| S1 |
2,242.00 |
2,226.00 |
|