| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
19,219.91 |
19,241.99 |
22.08 |
0.1% |
19,122.14 |
| High |
19,255.89 |
19,558.42 |
302.53 |
1.6% |
19,225.29 |
| Low |
19,184.74 |
19,229.83 |
45.09 |
0.2% |
19,062.22 |
| Close |
19,251.78 |
19,549.62 |
297.84 |
1.5% |
19,170.42 |
| Range |
71.15 |
328.59 |
257.44 |
361.8% |
163.07 |
| ATR |
113.25 |
128.63 |
15.38 |
13.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,431.73 |
20,319.26 |
19,730.34 |
|
| R3 |
20,103.14 |
19,990.67 |
19,639.98 |
|
| R2 |
19,774.55 |
19,774.55 |
19,609.86 |
|
| R1 |
19,662.08 |
19,662.08 |
19,579.74 |
19,718.32 |
| PP |
19,445.96 |
19,445.96 |
19,445.96 |
19,474.07 |
| S1 |
19,333.49 |
19,333.49 |
19,519.50 |
19,389.73 |
| S2 |
19,117.37 |
19,117.37 |
19,489.38 |
|
| S3 |
18,788.78 |
19,004.90 |
19,459.26 |
|
| S4 |
18,460.19 |
18,676.31 |
19,368.90 |
|
|
| 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 |
19,558.42 |
19,138.79 |
419.63 |
2.1% |
123.67 |
0.6% |
98% |
True |
False |
|
| 10 |
19,558.42 |
19,000.38 |
558.04 |
2.9% |
101.07 |
0.5% |
98% |
True |
False |
|
| 20 |
19,558.42 |
18,252.55 |
1,305.87 |
6.7% |
119.92 |
0.6% |
99% |
True |
False |
|
| 40 |
19,558.42 |
17,883.56 |
1,674.86 |
8.6% |
125.70 |
0.6% |
99% |
True |
False |
|
| 60 |
19,558.42 |
17,883.56 |
1,674.86 |
8.6% |
137.70 |
0.7% |
99% |
True |
False |
|
| 80 |
19,558.42 |
17,883.56 |
1,674.86 |
8.6% |
136.01 |
0.7% |
99% |
True |
False |
|
| 100 |
19,558.42 |
17,883.56 |
1,674.86 |
8.6% |
128.35 |
0.7% |
99% |
True |
False |
|
| 120 |
19,558.42 |
17,063.08 |
2,495.34 |
12.8% |
136.46 |
0.7% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,954.93 |
|
2.618 |
20,418.67 |
|
1.618 |
20,090.08 |
|
1.000 |
19,887.01 |
|
0.618 |
19,761.49 |
|
HIGH |
19,558.42 |
|
0.618 |
19,432.90 |
|
0.500 |
19,394.13 |
|
0.382 |
19,355.35 |
|
LOW |
19,229.83 |
|
0.618 |
19,026.76 |
|
1.000 |
18,901.24 |
|
1.618 |
18,698.17 |
|
2.618 |
18,369.58 |
|
4.250 |
17,833.32 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,497.79 |
19,490.27 |
| PP |
19,445.96 |
19,430.93 |
| S1 |
19,394.13 |
19,371.58 |
|