| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
220.65 |
221.22 |
0.57 |
0.3% |
221.16 |
| High |
221.40 |
221.74 |
0.34 |
0.2% |
221.82 |
| Low |
220.42 |
220.66 |
0.24 |
0.1% |
219.15 |
| Close |
221.00 |
221.70 |
0.70 |
0.3% |
219.68 |
| Range |
0.98 |
1.08 |
0.10 |
10.2% |
2.67 |
| ATR |
1.60 |
1.56 |
-0.04 |
-2.3% |
0.00 |
| Volume |
67,837,800 |
59,877,300 |
-7,960,500 |
-11.7% |
413,631,600 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
224.61 |
224.23 |
222.29 |
|
| R3 |
223.53 |
223.15 |
222.00 |
|
| R2 |
222.45 |
222.45 |
221.90 |
|
| R1 |
222.07 |
222.07 |
221.80 |
222.26 |
| PP |
221.37 |
221.37 |
221.37 |
221.46 |
| S1 |
220.99 |
220.99 |
221.60 |
221.18 |
| S2 |
220.29 |
220.29 |
221.50 |
|
| S3 |
219.21 |
219.91 |
221.40 |
|
| S4 |
218.13 |
218.83 |
221.11 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
228.23 |
226.62 |
221.15 |
|
| R3 |
225.56 |
223.95 |
220.41 |
|
| R2 |
222.89 |
222.89 |
220.17 |
|
| R1 |
221.28 |
221.28 |
219.92 |
220.75 |
| PP |
220.22 |
220.22 |
220.22 |
219.95 |
| S1 |
218.61 |
218.61 |
219.44 |
218.08 |
| S2 |
217.55 |
217.55 |
219.19 |
|
| S3 |
214.88 |
215.94 |
218.95 |
|
| S4 |
212.21 |
213.27 |
218.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
221.82 |
219.15 |
2.67 |
1.2% |
1.23 |
0.6% |
96% |
False |
False |
78,977,520 |
| 10 |
221.82 |
219.15 |
2.67 |
1.2% |
1.12 |
0.5% |
96% |
False |
False |
70,326,799 |
| 20 |
221.82 |
212.34 |
9.48 |
4.3% |
1.49 |
0.7% |
99% |
False |
False |
91,072,519 |
| 40 |
221.82 |
208.38 |
13.44 |
6.1% |
1.57 |
0.7% |
99% |
False |
False |
90,006,469 |
| 60 |
221.82 |
208.38 |
13.44 |
6.1% |
1.62 |
0.7% |
99% |
False |
False |
93,501,253 |
| 80 |
221.82 |
208.38 |
13.44 |
6.1% |
1.58 |
0.7% |
99% |
False |
False |
91,036,846 |
| 100 |
221.82 |
208.38 |
13.44 |
6.1% |
1.52 |
0.7% |
99% |
False |
False |
85,603,292 |
| 120 |
221.82 |
198.65 |
23.17 |
10.5% |
1.62 |
0.7% |
99% |
False |
False |
92,226,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
226.33 |
|
2.618 |
224.57 |
|
1.618 |
223.49 |
|
1.000 |
222.82 |
|
0.618 |
222.41 |
|
HIGH |
221.74 |
|
0.618 |
221.33 |
|
0.500 |
221.20 |
|
0.382 |
221.07 |
|
LOW |
220.66 |
|
0.618 |
219.99 |
|
1.000 |
219.58 |
|
1.618 |
218.91 |
|
2.618 |
217.83 |
|
4.250 |
216.07 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
221.53 |
221.30 |
| PP |
221.37 |
220.90 |
| S1 |
221.20 |
220.50 |
|