| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,283.0 |
11,415.0 |
132.0 |
1.2% |
11,135.0 |
| High |
11,433.5 |
11,419.0 |
-14.5 |
-0.1% |
11,356.0 |
| Low |
11,252.5 |
11,234.0 |
-18.5 |
-0.2% |
10,867.0 |
| Close |
11,378.5 |
11,266.5 |
-112.0 |
-1.0% |
11,294.0 |
| Range |
181.0 |
185.0 |
4.0 |
2.2% |
489.0 |
| ATR |
205.6 |
204.1 |
-1.5 |
-0.7% |
0.0 |
| Volume |
99,346 |
103,033 |
3,687 |
3.7% |
346,252 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,861.5 |
11,749.0 |
11,368.3 |
|
| R3 |
11,676.5 |
11,564.0 |
11,317.4 |
|
| R2 |
11,491.5 |
11,491.5 |
11,300.4 |
|
| R1 |
11,379.0 |
11,379.0 |
11,283.5 |
11,342.8 |
| PP |
11,306.5 |
11,306.5 |
11,306.5 |
11,288.4 |
| S1 |
11,194.0 |
11,194.0 |
11,249.5 |
11,157.8 |
| S2 |
11,121.5 |
11,121.5 |
11,232.6 |
|
| S3 |
10,936.5 |
11,009.0 |
11,215.6 |
|
| S4 |
10,751.5 |
10,824.0 |
11,164.8 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,639.3 |
12,455.7 |
11,563.0 |
|
| R3 |
12,150.3 |
11,966.7 |
11,428.5 |
|
| R2 |
11,661.3 |
11,661.3 |
11,383.7 |
|
| R1 |
11,477.7 |
11,477.7 |
11,338.8 |
11,569.5 |
| PP |
11,172.3 |
11,172.3 |
11,172.3 |
11,218.3 |
| S1 |
10,988.7 |
10,988.7 |
11,249.2 |
11,080.5 |
| S2 |
10,683.3 |
10,683.3 |
11,204.4 |
|
| S3 |
10,194.3 |
10,499.7 |
11,159.5 |
|
| S4 |
9,705.3 |
10,010.7 |
11,025.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,433.5 |
10,867.0 |
566.5 |
5.0% |
192.8 |
1.7% |
71% |
False |
False |
86,355 |
| 10 |
11,433.5 |
10,782.0 |
651.5 |
5.8% |
168.5 |
1.5% |
74% |
False |
False |
88,845 |
| 20 |
11,433.5 |
10,482.0 |
951.5 |
8.4% |
186.7 |
1.7% |
82% |
False |
False |
94,318 |
| 40 |
11,433.5 |
9,728.0 |
1,705.5 |
15.1% |
184.3 |
1.6% |
90% |
False |
False |
96,099 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
18.9% |
206.1 |
1.8% |
92% |
False |
False |
96,957 |
| 80 |
11,615.0 |
9,301.0 |
2,314.0 |
20.5% |
220.5 |
2.0% |
85% |
False |
False |
73,069 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.3% |
207.5 |
1.8% |
78% |
False |
False |
58,522 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.3% |
211.5 |
1.9% |
78% |
False |
False |
48,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,205.3 |
|
2.618 |
11,903.3 |
|
1.618 |
11,718.3 |
|
1.000 |
11,604.0 |
|
0.618 |
11,533.3 |
|
HIGH |
11,419.0 |
|
0.618 |
11,348.3 |
|
0.500 |
11,326.5 |
|
0.382 |
11,304.7 |
|
LOW |
11,234.0 |
|
0.618 |
11,119.7 |
|
1.000 |
11,049.0 |
|
1.618 |
10,934.7 |
|
2.618 |
10,749.7 |
|
4.250 |
10,447.8 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,326.5 |
11,333.8 |
| PP |
11,306.5 |
11,311.3 |
| S1 |
11,286.5 |
11,288.9 |
|