| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,684.0 |
10,877.0 |
193.0 |
1.8% |
11,283.0 |
| High |
10,879.5 |
10,994.5 |
115.0 |
1.1% |
11,433.5 |
| Low |
10,630.5 |
10,805.0 |
174.5 |
1.6% |
10,630.5 |
| Close |
10,753.0 |
10,868.5 |
115.5 |
1.1% |
10,753.0 |
| Range |
249.0 |
189.5 |
-59.5 |
-23.9% |
803.0 |
| ATR |
242.2 |
242.2 |
-0.1 |
0.0% |
0.0 |
| Volume |
95,976 |
109,989 |
14,013 |
14.6% |
522,118 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,457.8 |
11,352.7 |
10,972.7 |
|
| R3 |
11,268.3 |
11,163.2 |
10,920.6 |
|
| R2 |
11,078.8 |
11,078.8 |
10,903.2 |
|
| R1 |
10,973.7 |
10,973.7 |
10,885.9 |
10,931.5 |
| PP |
10,889.3 |
10,889.3 |
10,889.3 |
10,868.3 |
| S1 |
10,784.2 |
10,784.2 |
10,851.1 |
10,742.0 |
| S2 |
10,699.8 |
10,699.8 |
10,833.8 |
|
| S3 |
10,510.3 |
10,594.7 |
10,816.4 |
|
| S4 |
10,320.8 |
10,405.2 |
10,764.3 |
|
|
| 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 |
11,419.0 |
10,630.5 |
788.5 |
7.3% |
312.3 |
2.9% |
30% |
False |
False |
106,552 |
| 10 |
11,433.5 |
10,630.5 |
803.0 |
7.4% |
245.7 |
2.3% |
30% |
False |
False |
97,835 |
| 20 |
11,433.5 |
10,482.0 |
951.5 |
8.8% |
219.7 |
2.0% |
41% |
False |
False |
97,193 |
| 40 |
11,433.5 |
9,885.5 |
1,548.0 |
14.2% |
200.4 |
1.8% |
64% |
False |
False |
96,424 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
19.6% |
212.7 |
2.0% |
74% |
False |
False |
102,840 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
19.6% |
226.0 |
2.1% |
74% |
False |
False |
78,414 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.1% |
215.1 |
2.0% |
62% |
False |
False |
62,809 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.1% |
214.2 |
2.0% |
62% |
False |
False |
52,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,799.9 |
|
2.618 |
11,490.6 |
|
1.618 |
11,301.1 |
|
1.000 |
11,184.0 |
|
0.618 |
11,111.6 |
|
HIGH |
10,994.5 |
|
0.618 |
10,922.1 |
|
0.500 |
10,899.8 |
|
0.382 |
10,877.4 |
|
LOW |
10,805.0 |
|
0.618 |
10,687.9 |
|
1.000 |
10,615.5 |
|
1.618 |
10,498.4 |
|
2.618 |
10,308.9 |
|
4.250 |
9,999.6 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,899.8 |
10,977.0 |
| PP |
10,889.3 |
10,940.8 |
| S1 |
10,878.9 |
10,904.7 |
|