| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,089.50 |
2,085.50 |
-4.00 |
-0.2% |
2,089.75 |
| High |
2,095.00 |
2,101.50 |
6.50 |
0.3% |
2,098.25 |
| Low |
2,078.50 |
2,083.50 |
5.00 |
0.2% |
2,065.50 |
| Close |
2,079.75 |
2,100.00 |
20.25 |
1.0% |
2,090.00 |
| Range |
16.50 |
18.00 |
1.50 |
9.1% |
32.75 |
| ATR |
23.90 |
23.75 |
-0.15 |
-0.6% |
0.00 |
| Volume |
1,389,020 |
1,482,186 |
93,166 |
6.7% |
3,893,680 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.00 |
2,142.50 |
2,110.00 |
|
| R3 |
2,131.00 |
2,124.50 |
2,105.00 |
|
| R2 |
2,113.00 |
2,113.00 |
2,103.25 |
|
| R1 |
2,106.50 |
2,106.50 |
2,101.75 |
2,109.75 |
| PP |
2,095.00 |
2,095.00 |
2,095.00 |
2,096.50 |
| S1 |
2,088.50 |
2,088.50 |
2,098.25 |
2,091.75 |
| S2 |
2,077.00 |
2,077.00 |
2,096.75 |
|
| S3 |
2,059.00 |
2,070.50 |
2,095.00 |
|
| S4 |
2,041.00 |
2,052.50 |
2,090.00 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.75 |
2,169.25 |
2,108.00 |
|
| R3 |
2,150.00 |
2,136.50 |
2,099.00 |
|
| R2 |
2,117.25 |
2,117.25 |
2,096.00 |
|
| R1 |
2,103.75 |
2,103.75 |
2,093.00 |
2,110.50 |
| PP |
2,084.50 |
2,084.50 |
2,084.50 |
2,088.00 |
| S1 |
2,071.00 |
2,071.00 |
2,087.00 |
2,077.75 |
| S2 |
2,051.75 |
2,051.75 |
2,084.00 |
|
| S3 |
2,019.00 |
2,038.25 |
2,081.00 |
|
| S4 |
1,986.25 |
2,005.50 |
2,072.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,101.50 |
2,065.50 |
36.00 |
1.7% |
17.50 |
0.8% |
96% |
True |
False |
1,157,756 |
| 10 |
2,101.50 |
2,041.50 |
60.00 |
2.9% |
19.50 |
0.9% |
98% |
True |
False |
1,248,802 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.3% |
23.75 |
1.1% |
91% |
False |
False |
1,436,445 |
| 40 |
2,110.25 |
1,960.50 |
149.75 |
7.1% |
23.25 |
1.1% |
93% |
False |
False |
1,498,864 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
29.00 |
1.4% |
96% |
False |
False |
1,587,007 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.7% |
33.25 |
1.6% |
96% |
False |
False |
1,195,247 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.50 |
1.5% |
94% |
False |
False |
956,758 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
29.50 |
1.4% |
94% |
False |
False |
797,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.00 |
|
2.618 |
2,148.50 |
|
1.618 |
2,130.50 |
|
1.000 |
2,119.50 |
|
0.618 |
2,112.50 |
|
HIGH |
2,101.50 |
|
0.618 |
2,094.50 |
|
0.500 |
2,092.50 |
|
0.382 |
2,090.50 |
|
LOW |
2,083.50 |
|
0.618 |
2,072.50 |
|
1.000 |
2,065.50 |
|
1.618 |
2,054.50 |
|
2.618 |
2,036.50 |
|
4.250 |
2,007.00 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.50 |
2,096.75 |
| PP |
2,095.00 |
2,093.25 |
| S1 |
2,092.50 |
2,090.00 |
|