| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,099.50 |
2,083.25 |
-16.25 |
-0.8% |
2,089.75 |
| High |
2,105.00 |
2,095.25 |
-9.75 |
-0.5% |
2,098.25 |
| Low |
2,075.00 |
2,040.00 |
-35.00 |
-1.7% |
2,065.50 |
| Close |
2,081.50 |
2,051.25 |
-30.25 |
-1.5% |
2,090.00 |
| Range |
30.00 |
55.25 |
25.25 |
84.2% |
32.75 |
| ATR |
24.20 |
26.41 |
2.22 |
9.2% |
0.00 |
| Volume |
1,725,833 |
2,655,148 |
929,315 |
53.8% |
3,893,680 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.00 |
2,194.75 |
2,081.75 |
|
| R3 |
2,172.75 |
2,139.50 |
2,066.50 |
|
| R2 |
2,117.50 |
2,117.50 |
2,061.50 |
|
| R1 |
2,084.25 |
2,084.25 |
2,056.25 |
2,073.25 |
| PP |
2,062.25 |
2,062.25 |
2,062.25 |
2,056.50 |
| S1 |
2,029.00 |
2,029.00 |
2,046.25 |
2,018.00 |
| S2 |
2,007.00 |
2,007.00 |
2,041.00 |
|
| S3 |
1,951.75 |
1,973.75 |
2,036.00 |
|
| S4 |
1,896.50 |
1,918.50 |
2,020.75 |
|
|
| 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 |
2,040.00 |
65.00 |
3.2% |
27.25 |
1.3% |
17% |
False |
True |
1,581,114 |
| 10 |
2,105.00 |
2,040.00 |
65.00 |
3.2% |
22.00 |
1.1% |
17% |
False |
True |
1,370,464 |
| 20 |
2,105.00 |
1,998.50 |
106.50 |
5.2% |
26.00 |
1.3% |
50% |
False |
False |
1,510,754 |
| 40 |
2,110.25 |
1,971.00 |
139.25 |
6.8% |
24.25 |
1.2% |
58% |
False |
False |
1,519,805 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.2% |
28.50 |
1.4% |
76% |
False |
False |
1,653,947 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
33.50 |
1.6% |
79% |
False |
False |
1,249,870 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
30.75 |
1.5% |
77% |
False |
False |
1,000,529 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
29.75 |
1.5% |
77% |
False |
False |
834,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.00 |
|
2.618 |
2,240.00 |
|
1.618 |
2,184.75 |
|
1.000 |
2,150.50 |
|
0.618 |
2,129.50 |
|
HIGH |
2,095.25 |
|
0.618 |
2,074.25 |
|
0.500 |
2,067.50 |
|
0.382 |
2,061.00 |
|
LOW |
2,040.00 |
|
0.618 |
2,005.75 |
|
1.000 |
1,984.75 |
|
1.618 |
1,950.50 |
|
2.618 |
1,895.25 |
|
4.250 |
1,805.25 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.50 |
2,072.50 |
| PP |
2,062.25 |
2,065.50 |
| S1 |
2,056.75 |
2,058.25 |
|