| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,092.25 |
2,080.00 |
-12.25 |
-0.6% |
2,089.50 |
| High |
2,095.50 |
2,081.50 |
-14.00 |
-0.7% |
2,105.00 |
| Low |
2,064.50 |
2,050.25 |
-14.25 |
-0.7% |
2,040.00 |
| Close |
2,081.00 |
2,058.75 |
-22.25 |
-1.1% |
2,088.50 |
| Range |
31.00 |
31.25 |
0.25 |
0.8% |
65.00 |
| ATR |
28.06 |
28.28 |
0.23 |
0.8% |
0.00 |
| Volume |
1,699,318 |
2,005,017 |
305,699 |
18.0% |
9,521,717 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.25 |
2,139.25 |
2,076.00 |
|
| R3 |
2,126.00 |
2,108.00 |
2,067.25 |
|
| R2 |
2,094.75 |
2,094.75 |
2,064.50 |
|
| R1 |
2,076.75 |
2,076.75 |
2,061.50 |
2,070.00 |
| PP |
2,063.50 |
2,063.50 |
2,063.50 |
2,060.25 |
| S1 |
2,045.50 |
2,045.50 |
2,056.00 |
2,039.00 |
| S2 |
2,032.25 |
2,032.25 |
2,053.00 |
|
| S3 |
2,001.00 |
2,014.25 |
2,050.25 |
|
| S4 |
1,969.75 |
1,983.00 |
2,041.50 |
|
|
| 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 |
3.2% |
38.75 |
1.9% |
29% |
False |
False |
2,070,969 |
| 10 |
2,105.00 |
2,040.00 |
65.00 |
3.2% |
28.00 |
1.4% |
29% |
False |
False |
1,614,362 |
| 20 |
2,105.00 |
1,998.50 |
106.50 |
5.2% |
27.50 |
1.3% |
57% |
False |
False |
1,547,401 |
| 40 |
2,110.25 |
1,982.50 |
127.75 |
6.2% |
25.25 |
1.2% |
60% |
False |
False |
1,569,478 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.1% |
28.75 |
1.4% |
79% |
False |
False |
1,685,036 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
34.00 |
1.7% |
82% |
False |
False |
1,324,225 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
31.50 |
1.5% |
80% |
False |
False |
1,060,201 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
30.00 |
1.5% |
80% |
False |
False |
883,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.25 |
|
2.618 |
2,163.25 |
|
1.618 |
2,132.00 |
|
1.000 |
2,112.75 |
|
0.618 |
2,100.75 |
|
HIGH |
2,081.50 |
|
0.618 |
2,069.50 |
|
0.500 |
2,066.00 |
|
0.382 |
2,062.25 |
|
LOW |
2,050.25 |
|
0.618 |
2,031.00 |
|
1.000 |
2,019.00 |
|
1.618 |
1,999.75 |
|
2.618 |
1,968.50 |
|
4.250 |
1,917.50 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.00 |
2,071.00 |
| PP |
2,063.50 |
2,067.00 |
| S1 |
2,061.00 |
2,063.00 |
|