| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,150.0 |
10,684.0 |
-466.0 |
-4.2% |
11,283.0 |
| High |
11,323.5 |
10,879.5 |
-444.0 |
-3.9% |
11,433.5 |
| Low |
10,641.0 |
10,630.5 |
-10.5 |
-0.1% |
10,630.5 |
| Close |
10,827.0 |
10,753.0 |
-74.0 |
-0.7% |
10,753.0 |
| Range |
682.5 |
249.0 |
-433.5 |
-63.5% |
803.0 |
| ATR |
241.7 |
242.2 |
0.5 |
0.2% |
0.0 |
| Volume |
120,730 |
95,976 |
-24,754 |
-20.5% |
522,118 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,501.3 |
11,376.2 |
10,890.0 |
|
| R3 |
11,252.3 |
11,127.2 |
10,821.5 |
|
| R2 |
11,003.3 |
11,003.3 |
10,798.7 |
|
| R1 |
10,878.2 |
10,878.2 |
10,775.8 |
10,940.8 |
| PP |
10,754.3 |
10,754.3 |
10,754.3 |
10,785.6 |
| S1 |
10,629.2 |
10,629.2 |
10,730.2 |
10,691.8 |
| S2 |
10,505.3 |
10,505.3 |
10,707.4 |
|
| S3 |
10,256.3 |
10,380.2 |
10,684.5 |
|
| S4 |
10,007.3 |
10,131.2 |
10,616.1 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,348.0 |
12,853.5 |
11,194.7 |
|
| R3 |
12,545.0 |
12,050.5 |
10,973.8 |
|
| R2 |
11,742.0 |
11,742.0 |
10,900.2 |
|
| R1 |
11,247.5 |
11,247.5 |
10,826.6 |
11,093.3 |
| PP |
10,939.0 |
10,939.0 |
10,939.0 |
10,861.9 |
| S1 |
10,444.5 |
10,444.5 |
10,679.4 |
10,290.3 |
| S2 |
10,136.0 |
10,136.0 |
10,605.8 |
|
| S3 |
9,333.0 |
9,641.5 |
10,532.2 |
|
| S4 |
8,530.0 |
8,838.5 |
10,311.4 |
|
|
| 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 |
10,630.5 |
803.0 |
7.5% |
310.6 |
2.9% |
15% |
False |
True |
104,423 |
| 10 |
11,433.5 |
10,630.5 |
803.0 |
7.5% |
238.4 |
2.2% |
15% |
False |
True |
93,791 |
| 20 |
11,433.5 |
10,482.0 |
951.5 |
8.8% |
221.1 |
2.1% |
28% |
False |
False |
96,040 |
| 40 |
11,433.5 |
9,885.5 |
1,548.0 |
14.4% |
198.3 |
1.8% |
56% |
False |
False |
95,354 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
19.8% |
212.5 |
2.0% |
68% |
False |
False |
101,654 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
19.8% |
225.7 |
2.1% |
68% |
False |
False |
77,045 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
214.9 |
2.0% |
58% |
False |
False |
61,714 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
216.6 |
2.0% |
58% |
False |
False |
51,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,937.8 |
|
2.618 |
11,531.4 |
|
1.618 |
11,282.4 |
|
1.000 |
11,128.5 |
|
0.618 |
11,033.4 |
|
HIGH |
10,879.5 |
|
0.618 |
10,784.4 |
|
0.500 |
10,755.0 |
|
0.382 |
10,725.6 |
|
LOW |
10,630.5 |
|
0.618 |
10,476.6 |
|
1.000 |
10,381.5 |
|
1.618 |
10,227.6 |
|
2.618 |
9,978.6 |
|
4.250 |
9,572.3 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,755.0 |
10,982.3 |
| PP |
10,754.3 |
10,905.8 |
| S1 |
10,753.7 |
10,829.4 |
|