| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,083.25 |
2,053.25 |
-30.00 |
-1.4% |
2,089.50 |
| High |
2,095.25 |
2,093.00 |
-2.25 |
-0.1% |
2,105.00 |
| Low |
2,040.00 |
2,046.75 |
6.75 |
0.3% |
2,040.00 |
| Close |
2,051.25 |
2,088.50 |
37.25 |
1.8% |
2,088.50 |
| Range |
55.25 |
46.25 |
-9.00 |
-16.3% |
65.00 |
| ATR |
26.41 |
27.83 |
1.42 |
5.4% |
0.00 |
| Volume |
2,655,148 |
2,269,530 |
-385,618 |
-14.5% |
9,521,717 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.75 |
2,198.00 |
2,114.00 |
|
| R3 |
2,168.50 |
2,151.75 |
2,101.25 |
|
| R2 |
2,122.25 |
2,122.25 |
2,097.00 |
|
| R1 |
2,105.50 |
2,105.50 |
2,092.75 |
2,114.00 |
| PP |
2,076.00 |
2,076.00 |
2,076.00 |
2,080.25 |
| S1 |
2,059.25 |
2,059.25 |
2,084.25 |
2,067.50 |
| S2 |
2,029.75 |
2,029.75 |
2,080.00 |
|
| S3 |
1,983.50 |
2,013.00 |
2,075.75 |
|
| S4 |
1,937.25 |
1,966.75 |
2,063.00 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.75 |
2,245.75 |
2,124.25 |
|
| R3 |
2,207.75 |
2,180.75 |
2,106.50 |
|
| R2 |
2,142.75 |
2,142.75 |
2,100.50 |
|
| R1 |
2,115.75 |
2,115.75 |
2,094.50 |
2,096.75 |
| PP |
2,077.75 |
2,077.75 |
2,077.75 |
2,068.50 |
| S1 |
2,050.75 |
2,050.75 |
2,082.50 |
2,031.75 |
| S2 |
2,012.75 |
2,012.75 |
2,076.50 |
|
| S3 |
1,947.75 |
1,985.75 |
2,070.50 |
|
| S4 |
1,882.75 |
1,920.75 |
2,052.75 |
|
|
| 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 |
3.1% |
33.25 |
1.6% |
75% |
False |
False |
1,904,343 |
| 10 |
2,105.00 |
2,040.00 |
65.00 |
3.1% |
25.25 |
1.2% |
75% |
False |
False |
1,468,930 |
| 20 |
2,105.00 |
1,998.50 |
106.50 |
5.1% |
27.25 |
1.3% |
85% |
False |
False |
1,547,326 |
| 40 |
2,110.25 |
1,982.50 |
127.75 |
6.1% |
24.25 |
1.2% |
83% |
False |
False |
1,531,443 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
28.75 |
1.4% |
91% |
False |
False |
1,674,722 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.75 |
1.6% |
92% |
False |
False |
1,278,168 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
31.25 |
1.5% |
90% |
False |
False |
1,023,198 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.00 |
1.4% |
90% |
False |
False |
853,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,289.50 |
|
2.618 |
2,214.00 |
|
1.618 |
2,167.75 |
|
1.000 |
2,139.25 |
|
0.618 |
2,121.50 |
|
HIGH |
2,093.00 |
|
0.618 |
2,075.25 |
|
0.500 |
2,070.00 |
|
0.382 |
2,064.50 |
|
LOW |
2,046.75 |
|
0.618 |
2,018.25 |
|
1.000 |
2,000.50 |
|
1.618 |
1,972.00 |
|
2.618 |
1,925.75 |
|
4.250 |
1,850.25 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.25 |
2,083.25 |
| PP |
2,076.00 |
2,077.75 |
| S1 |
2,070.00 |
2,072.50 |
|