| 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 |
19,244.35 |
19,219.91 |
-24.44 |
-0.1% |
19,122.14 |
| High |
19,274.85 |
19,255.89 |
-18.96 |
-0.1% |
19,225.29 |
| Low |
19,186.73 |
19,184.74 |
-1.99 |
0.0% |
19,062.22 |
| Close |
19,216.24 |
19,251.78 |
35.54 |
0.2% |
19,170.42 |
| Range |
88.12 |
71.15 |
-16.97 |
-19.3% |
163.07 |
| ATR |
116.48 |
113.25 |
-3.24 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,444.25 |
19,419.17 |
19,290.91 |
|
| R3 |
19,373.10 |
19,348.02 |
19,271.35 |
|
| R2 |
19,301.95 |
19,301.95 |
19,264.82 |
|
| R1 |
19,276.87 |
19,276.87 |
19,258.30 |
19,289.41 |
| PP |
19,230.80 |
19,230.80 |
19,230.80 |
19,237.08 |
| S1 |
19,205.72 |
19,205.72 |
19,245.26 |
19,218.26 |
| S2 |
19,159.65 |
19,159.65 |
19,238.74 |
|
| S3 |
19,088.50 |
19,134.57 |
19,232.21 |
|
| S4 |
19,017.35 |
19,063.42 |
19,212.65 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,641.85 |
19,569.21 |
19,260.11 |
|
| R3 |
19,478.78 |
19,406.14 |
19,215.26 |
|
| R2 |
19,315.71 |
19,315.71 |
19,200.32 |
|
| R1 |
19,243.07 |
19,243.07 |
19,185.37 |
19,279.39 |
| PP |
19,152.64 |
19,152.64 |
19,152.64 |
19,170.81 |
| S1 |
19,080.00 |
19,080.00 |
19,155.47 |
19,116.32 |
| S2 |
18,989.57 |
18,989.57 |
19,140.52 |
|
| S3 |
18,826.50 |
18,916.93 |
19,125.58 |
|
| S4 |
18,663.43 |
18,753.86 |
19,080.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,274.85 |
19,123.38 |
151.47 |
0.8% |
78.33 |
0.4% |
85% |
False |
False |
|
| 10 |
19,274.85 |
18,962.82 |
312.03 |
1.6% |
76.32 |
0.4% |
93% |
False |
False |
|
| 20 |
19,274.85 |
18,200.75 |
1,074.10 |
5.6% |
113.48 |
0.6% |
98% |
False |
False |
|
| 40 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
123.74 |
0.6% |
98% |
False |
False |
|
| 60 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
136.14 |
0.7% |
98% |
False |
False |
|
| 80 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
132.91 |
0.7% |
98% |
False |
False |
|
| 100 |
19,274.85 |
17,883.56 |
1,391.29 |
7.2% |
125.72 |
0.7% |
98% |
False |
False |
|
| 120 |
19,274.85 |
17,063.08 |
2,211.77 |
11.5% |
134.81 |
0.7% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,558.28 |
|
2.618 |
19,442.16 |
|
1.618 |
19,371.01 |
|
1.000 |
19,327.04 |
|
0.618 |
19,299.86 |
|
HIGH |
19,255.89 |
|
0.618 |
19,228.71 |
|
0.500 |
19,220.32 |
|
0.382 |
19,211.92 |
|
LOW |
19,184.74 |
|
0.618 |
19,140.77 |
|
1.000 |
19,113.59 |
|
1.618 |
19,069.62 |
|
2.618 |
18,998.47 |
|
4.250 |
18,882.35 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,241.29 |
19,237.19 |
| PP |
19,230.80 |
19,222.60 |
| S1 |
19,220.32 |
19,208.02 |
|