| 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 |
2,053.25 |
2,092.25 |
39.00 |
1.9% |
2,089.50 |
| High |
2,093.00 |
2,095.50 |
2.50 |
0.1% |
2,105.00 |
| Low |
2,046.75 |
2,064.50 |
17.75 |
0.9% |
2,040.00 |
| Close |
2,088.50 |
2,081.00 |
-7.50 |
-0.4% |
2,088.50 |
| Range |
46.25 |
31.00 |
-15.25 |
-33.0% |
65.00 |
| ATR |
27.83 |
28.06 |
0.23 |
0.8% |
0.00 |
| Volume |
2,269,530 |
1,699,318 |
-570,212 |
-25.1% |
9,521,717 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.25 |
2,158.25 |
2,098.00 |
|
| R3 |
2,142.25 |
2,127.25 |
2,089.50 |
|
| R2 |
2,111.25 |
2,111.25 |
2,086.75 |
|
| R1 |
2,096.25 |
2,096.25 |
2,083.75 |
2,088.25 |
| PP |
2,080.25 |
2,080.25 |
2,080.25 |
2,076.50 |
| S1 |
2,065.25 |
2,065.25 |
2,078.25 |
2,057.25 |
| S2 |
2,049.25 |
2,049.25 |
2,075.25 |
|
| S3 |
2,018.25 |
2,034.25 |
2,072.50 |
|
| S4 |
1,987.25 |
2,003.25 |
2,064.00 |
|
|
| 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% |
36.00 |
1.7% |
63% |
False |
False |
1,966,403 |
| 10 |
2,105.00 |
2,040.00 |
65.00 |
3.1% |
26.50 |
1.3% |
63% |
False |
False |
1,511,471 |
| 20 |
2,105.00 |
1,998.50 |
106.50 |
5.1% |
27.75 |
1.3% |
77% |
False |
False |
1,539,960 |
| 40 |
2,110.25 |
1,982.50 |
127.75 |
6.1% |
24.75 |
1.2% |
77% |
False |
False |
1,539,467 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
28.75 |
1.4% |
88% |
False |
False |
1,677,860 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.75 |
1.6% |
90% |
False |
False |
1,299,265 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
31.25 |
1.5% |
87% |
False |
False |
1,040,178 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
30.25 |
1.4% |
87% |
False |
False |
867,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.25 |
|
2.618 |
2,176.75 |
|
1.618 |
2,145.75 |
|
1.000 |
2,126.50 |
|
0.618 |
2,114.75 |
|
HIGH |
2,095.50 |
|
0.618 |
2,083.75 |
|
0.500 |
2,080.00 |
|
0.382 |
2,076.25 |
|
LOW |
2,064.50 |
|
0.618 |
2,045.25 |
|
1.000 |
2,033.50 |
|
1.618 |
2,014.25 |
|
2.618 |
1,983.25 |
|
4.250 |
1,932.75 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.75 |
2,076.50 |
| PP |
2,080.25 |
2,072.25 |
| S1 |
2,080.00 |
2,067.75 |
|