| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,119 |
19,143 |
24 |
0.1% |
18,852 |
| High |
19,215 |
19,205 |
-10 |
-0.1% |
19,148 |
| Low |
19,100 |
19,113 |
13 |
0.1% |
18,834 |
| Close |
19,132 |
19,197 |
65 |
0.3% |
19,144 |
| Range |
115 |
92 |
-23 |
-20.0% |
314 |
| ATR |
161 |
156 |
-5 |
-3.1% |
0 |
| Volume |
162,273 |
186,012 |
23,739 |
14.6% |
433,266 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,448 |
19,414 |
19,248 |
|
| R3 |
19,356 |
19,322 |
19,222 |
|
| R2 |
19,264 |
19,264 |
19,214 |
|
| R1 |
19,230 |
19,230 |
19,206 |
19,247 |
| PP |
19,172 |
19,172 |
19,172 |
19,180 |
| S1 |
19,138 |
19,138 |
19,189 |
19,155 |
| S2 |
19,080 |
19,080 |
19,180 |
|
| S3 |
18,988 |
19,046 |
19,172 |
|
| S4 |
18,896 |
18,954 |
19,147 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,984 |
19,878 |
19,317 |
|
| R3 |
19,670 |
19,564 |
19,230 |
|
| R2 |
19,356 |
19,356 |
19,202 |
|
| R1 |
19,250 |
19,250 |
19,173 |
19,303 |
| PP |
19,042 |
19,042 |
19,042 |
19,069 |
| S1 |
18,936 |
18,936 |
19,115 |
18,989 |
| S2 |
18,728 |
18,728 |
19,087 |
|
| S3 |
18,414 |
18,622 |
19,058 |
|
| S4 |
18,100 |
18,308 |
18,971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,215 |
19,032 |
183 |
1.0% |
96 |
0.5% |
90% |
False |
False |
136,078 |
| 10 |
19,215 |
18,812 |
403 |
2.1% |
89 |
0.5% |
96% |
False |
False |
126,201 |
| 20 |
19,215 |
17,418 |
1,797 |
9.4% |
180 |
0.9% |
99% |
False |
False |
181,606 |
| 40 |
19,215 |
17,418 |
1,797 |
9.4% |
171 |
0.9% |
99% |
False |
False |
171,663 |
| 60 |
19,215 |
17,418 |
1,797 |
9.4% |
187 |
1.0% |
99% |
False |
False |
170,335 |
| 80 |
19,215 |
17,418 |
1,797 |
9.4% |
168 |
0.9% |
99% |
False |
False |
127,899 |
| 100 |
19,215 |
17,418 |
1,797 |
9.4% |
158 |
0.8% |
99% |
False |
False |
102,333 |
| 120 |
19,215 |
16,876 |
2,339 |
12.2% |
168 |
0.9% |
99% |
False |
False |
85,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,596 |
|
2.618 |
19,446 |
|
1.618 |
19,354 |
|
1.000 |
19,297 |
|
0.618 |
19,262 |
|
HIGH |
19,205 |
|
0.618 |
19,170 |
|
0.500 |
19,159 |
|
0.382 |
19,148 |
|
LOW |
19,113 |
|
0.618 |
19,056 |
|
1.000 |
19,021 |
|
1.618 |
18,964 |
|
2.618 |
18,872 |
|
4.250 |
18,722 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,184 |
19,177 |
| PP |
19,172 |
19,157 |
| S1 |
19,159 |
19,137 |
|