| 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 |
19,143 |
19,189 |
46 |
0.2% |
19,125 |
| High |
19,205 |
19,193 |
-12 |
-0.1% |
19,215 |
| Low |
19,113 |
19,133 |
20 |
0.1% |
19,042 |
| Close |
19,197 |
19,158 |
-39 |
-0.2% |
19,158 |
| Range |
92 |
60 |
-32 |
-34.8% |
173 |
| ATR |
156 |
149 |
-7 |
-4.2% |
0 |
| Volume |
186,012 |
136,560 |
-49,452 |
-26.6% |
732,420 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,341 |
19,310 |
19,191 |
|
| R3 |
19,281 |
19,250 |
19,175 |
|
| R2 |
19,221 |
19,221 |
19,169 |
|
| R1 |
19,190 |
19,190 |
19,164 |
19,176 |
| PP |
19,161 |
19,161 |
19,161 |
19,154 |
| S1 |
19,130 |
19,130 |
19,153 |
19,116 |
| S2 |
19,101 |
19,101 |
19,147 |
|
| S3 |
19,041 |
19,070 |
19,142 |
|
| S4 |
18,981 |
19,010 |
19,125 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,657 |
19,581 |
19,253 |
|
| R3 |
19,484 |
19,408 |
19,206 |
|
| R2 |
19,311 |
19,311 |
19,190 |
|
| R1 |
19,235 |
19,235 |
19,174 |
19,273 |
| PP |
19,138 |
19,138 |
19,138 |
19,158 |
| S1 |
19,062 |
19,062 |
19,142 |
19,100 |
| S2 |
18,965 |
18,965 |
19,126 |
|
| S3 |
18,792 |
18,889 |
19,111 |
|
| S4 |
18,619 |
18,716 |
19,063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,215 |
19,042 |
173 |
0.9% |
85 |
0.4% |
67% |
False |
False |
146,484 |
| 10 |
19,215 |
18,823 |
392 |
2.0% |
89 |
0.5% |
85% |
False |
False |
127,876 |
| 20 |
19,215 |
17,418 |
1,797 |
9.4% |
178 |
0.9% |
97% |
False |
False |
180,664 |
| 40 |
19,215 |
17,418 |
1,797 |
9.4% |
168 |
0.9% |
97% |
False |
False |
171,822 |
| 60 |
19,215 |
17,418 |
1,797 |
9.4% |
186 |
1.0% |
97% |
False |
False |
172,198 |
| 80 |
19,215 |
17,418 |
1,797 |
9.4% |
168 |
0.9% |
97% |
False |
False |
129,605 |
| 100 |
19,215 |
17,418 |
1,797 |
9.4% |
157 |
0.8% |
97% |
False |
False |
103,698 |
| 120 |
19,215 |
16,876 |
2,339 |
12.2% |
167 |
0.9% |
98% |
False |
False |
86,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,448 |
|
2.618 |
19,350 |
|
1.618 |
19,290 |
|
1.000 |
19,253 |
|
0.618 |
19,230 |
|
HIGH |
19,193 |
|
0.618 |
19,170 |
|
0.500 |
19,163 |
|
0.382 |
19,156 |
|
LOW |
19,133 |
|
0.618 |
19,096 |
|
1.000 |
19,073 |
|
1.618 |
19,036 |
|
2.618 |
18,976 |
|
4.250 |
18,878 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,163 |
19,158 |
| PP |
19,161 |
19,158 |
| S1 |
19,160 |
19,158 |
|