| 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 |
1,324.2 |
1,313.4 |
-10.8 |
-0.8% |
1,346.4 |
| High |
1,330.7 |
1,319.8 |
-10.9 |
-0.8% |
1,346.9 |
| Low |
1,308.0 |
1,310.0 |
2.0 |
0.2% |
1,308.0 |
| Close |
1,315.9 |
1,313.4 |
-2.5 |
-0.2% |
1,313.4 |
| Range |
22.7 |
9.8 |
-12.9 |
-56.8% |
38.9 |
| ATR |
19.5 |
18.8 |
-0.7 |
-3.5% |
0.0 |
| Volume |
111,226 |
74,128 |
-37,098 |
-33.4% |
470,005 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.8 |
1,338.5 |
1,318.8 |
|
| R3 |
1,334.0 |
1,328.5 |
1,316.0 |
|
| R2 |
1,324.3 |
1,324.3 |
1,315.3 |
|
| R1 |
1,318.8 |
1,318.8 |
1,314.3 |
1,318.3 |
| PP |
1,314.5 |
1,314.5 |
1,314.5 |
1,314.3 |
| S1 |
1,309.0 |
1,309.0 |
1,312.5 |
1,308.5 |
| S2 |
1,304.5 |
1,304.5 |
1,311.5 |
|
| S3 |
1,294.8 |
1,299.3 |
1,310.8 |
|
| S4 |
1,285.0 |
1,289.5 |
1,308.0 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,439.5 |
1,415.3 |
1,334.8 |
|
| R3 |
1,400.5 |
1,376.5 |
1,324.0 |
|
| R2 |
1,361.8 |
1,361.8 |
1,320.5 |
|
| R1 |
1,337.5 |
1,337.5 |
1,317.0 |
1,330.3 |
| PP |
1,322.8 |
1,322.8 |
1,322.8 |
1,319.0 |
| S1 |
1,298.8 |
1,298.8 |
1,309.8 |
1,291.3 |
| S2 |
1,283.8 |
1,283.8 |
1,306.3 |
|
| S3 |
1,245.0 |
1,259.8 |
1,302.8 |
|
| S4 |
1,206.0 |
1,220.8 |
1,292.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,346.9 |
1,308.0 |
38.9 |
3.0% |
15.8 |
1.2% |
14% |
False |
False |
94,001 |
| 10 |
1,348.1 |
1,305.8 |
42.3 |
3.2% |
14.0 |
1.1% |
18% |
False |
False |
88,986 |
| 20 |
1,348.1 |
1,123.6 |
224.5 |
17.1% |
22.0 |
1.7% |
85% |
False |
False |
116,338 |
| 40 |
1,348.1 |
1,123.6 |
224.5 |
17.1% |
19.5 |
1.5% |
85% |
False |
False |
99,431 |
| 60 |
1,348.1 |
1,123.6 |
224.5 |
17.1% |
19.8 |
1.5% |
85% |
False |
False |
100,642 |
| 80 |
1,348.1 |
1,123.6 |
224.5 |
17.1% |
17.3 |
1.3% |
85% |
False |
False |
76,708 |
| 100 |
1,348.1 |
1,123.6 |
224.5 |
17.1% |
14.8 |
1.1% |
85% |
False |
False |
61,368 |
| 120 |
1,348.1 |
1,074.6 |
273.5 |
20.8% |
14.0 |
1.1% |
87% |
False |
False |
51,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,361.5 |
|
2.618 |
1,345.5 |
|
1.618 |
1,335.8 |
|
1.000 |
1,329.5 |
|
0.618 |
1,325.8 |
|
HIGH |
1,319.8 |
|
0.618 |
1,316.0 |
|
0.500 |
1,315.0 |
|
0.382 |
1,313.8 |
|
LOW |
1,310.0 |
|
0.618 |
1,304.0 |
|
1.000 |
1,300.3 |
|
1.618 |
1,294.3 |
|
2.618 |
1,284.3 |
|
4.250 |
1,268.3 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.0 |
1,322.3 |
| PP |
1,314.5 |
1,319.3 |
| S1 |
1,314.0 |
1,316.3 |
|