| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,173.5 |
1,185.0 |
11.5 |
1.0% |
1,202.4 |
| High |
1,183.9 |
1,187.2 |
3.3 |
0.3% |
1,208.0 |
| Low |
1,166.4 |
1,159.3 |
-7.1 |
-0.6% |
1,165.6 |
| Close |
1,183.5 |
1,165.8 |
-17.7 |
-1.5% |
1,183.5 |
| Range |
17.5 |
27.9 |
10.4 |
59.4% |
42.4 |
| ATR |
18.7 |
19.4 |
0.7 |
3.5% |
0.0 |
| Volume |
100,508 |
108,959 |
8,451 |
8.4% |
500,314 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.5 |
1,238.0 |
1,181.3 |
|
| R3 |
1,226.5 |
1,210.3 |
1,173.5 |
|
| R2 |
1,198.8 |
1,198.8 |
1,171.0 |
|
| R1 |
1,182.3 |
1,182.3 |
1,168.3 |
1,176.5 |
| PP |
1,170.8 |
1,170.8 |
1,170.8 |
1,168.0 |
| S1 |
1,154.3 |
1,154.3 |
1,163.3 |
1,148.5 |
| S2 |
1,142.8 |
1,142.8 |
1,160.8 |
|
| S3 |
1,115.0 |
1,126.5 |
1,158.3 |
|
| S4 |
1,087.0 |
1,098.5 |
1,150.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.0 |
1,290.5 |
1,206.8 |
|
| R3 |
1,270.5 |
1,248.3 |
1,195.3 |
|
| R2 |
1,228.0 |
1,228.0 |
1,191.3 |
|
| R1 |
1,205.8 |
1,205.8 |
1,187.5 |
1,195.8 |
| PP |
1,185.8 |
1,185.8 |
1,185.8 |
1,180.8 |
| S1 |
1,163.5 |
1,163.5 |
1,179.5 |
1,153.3 |
| S2 |
1,143.3 |
1,143.3 |
1,175.8 |
|
| S3 |
1,101.0 |
1,121.0 |
1,171.8 |
|
| S4 |
1,058.5 |
1,078.5 |
1,160.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,206.8 |
1,159.3 |
47.5 |
4.1% |
21.8 |
1.9% |
14% |
False |
True |
103,734 |
| 10 |
1,208.0 |
1,159.3 |
48.7 |
4.2% |
18.0 |
1.5% |
13% |
False |
True |
86,520 |
| 20 |
1,208.0 |
1,130.0 |
78.0 |
6.7% |
18.8 |
1.6% |
46% |
False |
False |
92,688 |
| 40 |
1,208.0 |
1,130.0 |
78.0 |
6.7% |
19.3 |
1.6% |
46% |
False |
False |
96,280 |
| 60 |
1,208.0 |
1,073.2 |
134.8 |
11.6% |
20.8 |
1.8% |
69% |
False |
False |
104,696 |
| 80 |
1,216.0 |
1,073.2 |
142.8 |
12.2% |
21.3 |
1.8% |
65% |
False |
False |
81,960 |
| 100 |
1,260.4 |
1,073.2 |
187.2 |
16.1% |
19.0 |
1.6% |
49% |
False |
False |
65,580 |
| 120 |
1,288.0 |
1,073.2 |
214.8 |
18.4% |
16.3 |
1.4% |
43% |
False |
False |
54,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.8 |
|
2.618 |
1,260.3 |
|
1.618 |
1,232.3 |
|
1.000 |
1,215.0 |
|
0.618 |
1,204.5 |
|
HIGH |
1,187.3 |
|
0.618 |
1,176.5 |
|
0.500 |
1,173.3 |
|
0.382 |
1,170.0 |
|
LOW |
1,159.3 |
|
0.618 |
1,142.0 |
|
1.000 |
1,131.5 |
|
1.618 |
1,114.3 |
|
2.618 |
1,086.3 |
|
4.250 |
1,040.8 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.3 |
1,179.8 |
| PP |
1,170.8 |
1,175.0 |
| S1 |
1,168.3 |
1,170.5 |
|