| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,085.50 |
2,099.50 |
14.00 |
0.7% |
2,089.75 |
| High |
2,101.50 |
2,105.00 |
3.50 |
0.2% |
2,098.25 |
| Low |
2,083.50 |
2,075.00 |
-8.50 |
-0.4% |
2,065.50 |
| Close |
2,100.00 |
2,081.50 |
-18.50 |
-0.9% |
2,090.00 |
| Range |
18.00 |
30.00 |
12.00 |
66.7% |
32.75 |
| ATR |
23.75 |
24.20 |
0.45 |
1.9% |
0.00 |
| Volume |
1,482,186 |
1,725,833 |
243,647 |
16.4% |
3,893,680 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.25 |
2,159.25 |
2,098.00 |
|
| R3 |
2,147.25 |
2,129.25 |
2,089.75 |
|
| R2 |
2,117.25 |
2,117.25 |
2,087.00 |
|
| R1 |
2,099.25 |
2,099.25 |
2,084.25 |
2,093.25 |
| PP |
2,087.25 |
2,087.25 |
2,087.25 |
2,084.00 |
| S1 |
2,069.25 |
2,069.25 |
2,078.75 |
2,063.25 |
| S2 |
2,057.25 |
2,057.25 |
2,076.00 |
|
| S3 |
2,027.25 |
2,039.25 |
2,073.25 |
|
| S4 |
1,997.25 |
2,009.25 |
2,065.00 |
|
|
| 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 |
2,105.00 |
2,075.00 |
30.00 |
1.4% |
18.25 |
0.9% |
22% |
True |
True |
1,199,349 |
| 10 |
2,105.00 |
2,043.00 |
62.00 |
3.0% |
20.50 |
1.0% |
62% |
True |
False |
1,259,282 |
| 20 |
2,109.75 |
1,998.50 |
111.25 |
5.3% |
24.00 |
1.2% |
75% |
False |
False |
1,455,321 |
| 40 |
2,110.25 |
1,960.50 |
149.75 |
7.2% |
23.50 |
1.1% |
81% |
False |
False |
1,501,852 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
28.50 |
1.4% |
88% |
False |
False |
1,613,386 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.25 |
1.6% |
90% |
False |
False |
1,216,718 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
30.50 |
1.5% |
87% |
False |
False |
973,993 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
29.50 |
1.4% |
87% |
False |
False |
812,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,232.50 |
|
2.618 |
2,183.50 |
|
1.618 |
2,153.50 |
|
1.000 |
2,135.00 |
|
0.618 |
2,123.50 |
|
HIGH |
2,105.00 |
|
0.618 |
2,093.50 |
|
0.500 |
2,090.00 |
|
0.382 |
2,086.50 |
|
LOW |
2,075.00 |
|
0.618 |
2,056.50 |
|
1.000 |
2,045.00 |
|
1.618 |
2,026.50 |
|
2.618 |
1,996.50 |
|
4.250 |
1,947.50 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.00 |
2,090.00 |
| PP |
2,087.25 |
2,087.25 |
| S1 |
2,084.25 |
2,084.25 |
|