| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,314.5 |
11,150.0 |
-164.5 |
-1.5% |
11,135.0 |
| High |
11,334.0 |
11,323.5 |
-10.5 |
-0.1% |
11,356.0 |
| Low |
11,078.5 |
10,641.0 |
-437.5 |
-3.9% |
10,867.0 |
| Close |
11,191.0 |
10,827.0 |
-364.0 |
-3.3% |
11,294.0 |
| Range |
255.5 |
682.5 |
427.0 |
167.1% |
489.0 |
| ATR |
207.8 |
241.7 |
33.9 |
16.3% |
0.0 |
| Volume |
103,033 |
120,730 |
17,697 |
17.2% |
346,252 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,978.0 |
12,585.0 |
11,202.4 |
|
| R3 |
12,295.5 |
11,902.5 |
11,014.7 |
|
| R2 |
11,613.0 |
11,613.0 |
10,952.1 |
|
| R1 |
11,220.0 |
11,220.0 |
10,889.6 |
11,075.3 |
| PP |
10,930.5 |
10,930.5 |
10,930.5 |
10,858.1 |
| S1 |
10,537.5 |
10,537.5 |
10,764.4 |
10,392.8 |
| S2 |
10,248.0 |
10,248.0 |
10,701.9 |
|
| S3 |
9,565.5 |
9,855.0 |
10,639.3 |
|
| S4 |
8,883.0 |
9,172.5 |
10,451.6 |
|
|
| 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 |
10,641.0 |
792.5 |
7.3% |
283.4 |
2.6% |
23% |
False |
True |
101,513 |
| 10 |
11,433.5 |
10,641.0 |
792.5 |
7.3% |
225.4 |
2.1% |
23% |
False |
True |
92,588 |
| 20 |
11,433.5 |
10,482.0 |
951.5 |
8.8% |
217.9 |
2.0% |
36% |
False |
False |
96,137 |
| 40 |
11,433.5 |
9,885.5 |
1,548.0 |
14.3% |
197.0 |
1.8% |
61% |
False |
False |
95,145 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
19.7% |
211.1 |
1.9% |
72% |
False |
False |
100,287 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
19.7% |
226.5 |
2.1% |
72% |
False |
False |
75,850 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
213.3 |
2.0% |
61% |
False |
False |
60,755 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
216.5 |
2.0% |
61% |
False |
False |
50,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,224.1 |
|
2.618 |
13,110.3 |
|
1.618 |
12,427.8 |
|
1.000 |
12,006.0 |
|
0.618 |
11,745.3 |
|
HIGH |
11,323.5 |
|
0.618 |
11,062.8 |
|
0.500 |
10,982.3 |
|
0.382 |
10,901.7 |
|
LOW |
10,641.0 |
|
0.618 |
10,219.2 |
|
1.000 |
9,958.5 |
|
1.618 |
9,536.7 |
|
2.618 |
8,854.2 |
|
4.250 |
7,740.4 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,982.3 |
11,030.0 |
| PP |
10,930.5 |
10,962.3 |
| S1 |
10,878.8 |
10,894.7 |
|