| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,080.00 |
2,059.50 |
-20.50 |
-1.0% |
2,089.50 |
| High |
2,081.50 |
2,079.75 |
-1.75 |
-0.1% |
2,105.00 |
| Low |
2,050.25 |
2,034.25 |
-16.00 |
-0.8% |
2,040.00 |
| Close |
2,058.75 |
2,042.00 |
-16.75 |
-0.8% |
2,088.50 |
| Range |
31.25 |
45.50 |
14.25 |
45.6% |
65.00 |
| ATR |
28.28 |
29.51 |
1.23 |
4.3% |
0.00 |
| Volume |
2,005,017 |
2,690,846 |
685,829 |
34.2% |
9,521,717 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.50 |
2,160.75 |
2,067.00 |
|
| R3 |
2,143.00 |
2,115.25 |
2,054.50 |
|
| R2 |
2,097.50 |
2,097.50 |
2,050.25 |
|
| R1 |
2,069.75 |
2,069.75 |
2,046.25 |
2,061.00 |
| PP |
2,052.00 |
2,052.00 |
2,052.00 |
2,047.50 |
| S1 |
2,024.25 |
2,024.25 |
2,037.75 |
2,015.50 |
| S2 |
2,006.50 |
2,006.50 |
2,033.75 |
|
| S3 |
1,961.00 |
1,978.75 |
2,029.50 |
|
| S4 |
1,915.50 |
1,933.25 |
2,017.00 |
|
|
| 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 |
2,095.50 |
2,034.25 |
61.25 |
3.0% |
41.75 |
2.0% |
13% |
False |
True |
2,263,971 |
| 10 |
2,105.00 |
2,034.25 |
70.75 |
3.5% |
30.00 |
1.5% |
11% |
False |
True |
1,731,660 |
| 20 |
2,105.00 |
1,998.50 |
106.50 |
5.2% |
29.00 |
1.4% |
41% |
False |
False |
1,617,638 |
| 40 |
2,110.25 |
1,982.50 |
127.75 |
6.3% |
25.75 |
1.3% |
47% |
False |
False |
1,598,783 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.2% |
29.00 |
1.4% |
73% |
False |
False |
1,695,956 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.1% |
34.25 |
1.7% |
76% |
False |
False |
1,357,810 |
| 100 |
2,117.00 |
1,823.00 |
294.00 |
14.4% |
32.00 |
1.6% |
74% |
False |
False |
1,087,085 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.5% |
30.25 |
1.5% |
74% |
False |
False |
906,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.00 |
|
2.618 |
2,198.75 |
|
1.618 |
2,153.25 |
|
1.000 |
2,125.25 |
|
0.618 |
2,107.75 |
|
HIGH |
2,079.75 |
|
0.618 |
2,062.25 |
|
0.500 |
2,057.00 |
|
0.382 |
2,051.75 |
|
LOW |
2,034.25 |
|
0.618 |
2,006.25 |
|
1.000 |
1,988.75 |
|
1.618 |
1,960.75 |
|
2.618 |
1,915.25 |
|
4.250 |
1,841.00 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.00 |
2,065.00 |
| PP |
2,052.00 |
2,057.25 |
| S1 |
2,047.00 |
2,049.50 |
|