| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,877.0 |
10,885.0 |
8.0 |
0.1% |
11,283.0 |
| High |
10,994.5 |
10,900.0 |
-94.5 |
-0.9% |
11,433.5 |
| Low |
10,805.0 |
10,612.5 |
-192.5 |
-1.8% |
10,630.5 |
| Close |
10,868.5 |
10,687.0 |
-181.5 |
-1.7% |
10,753.0 |
| Range |
189.5 |
287.5 |
98.0 |
51.7% |
803.0 |
| ATR |
242.2 |
245.4 |
3.2 |
1.3% |
0.0 |
| Volume |
109,989 |
122,274 |
12,285 |
11.2% |
522,118 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,595.7 |
11,428.8 |
10,845.1 |
|
| R3 |
11,308.2 |
11,141.3 |
10,766.1 |
|
| R2 |
11,020.7 |
11,020.7 |
10,739.7 |
|
| R1 |
10,853.8 |
10,853.8 |
10,713.4 |
10,793.5 |
| PP |
10,733.2 |
10,733.2 |
10,733.2 |
10,703.0 |
| S1 |
10,566.3 |
10,566.3 |
10,660.6 |
10,506.0 |
| S2 |
10,445.7 |
10,445.7 |
10,634.3 |
|
| S3 |
10,158.2 |
10,278.8 |
10,607.9 |
|
| S4 |
9,870.7 |
9,991.3 |
10,528.9 |
|
|
| 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 |
11,334.0 |
10,612.5 |
721.5 |
6.8% |
332.8 |
3.1% |
10% |
False |
True |
110,400 |
| 10 |
11,433.5 |
10,612.5 |
821.0 |
7.7% |
262.8 |
2.5% |
9% |
False |
True |
98,378 |
| 20 |
11,433.5 |
10,482.0 |
951.5 |
8.9% |
222.7 |
2.1% |
22% |
False |
False |
98,764 |
| 40 |
11,433.5 |
9,885.5 |
1,548.0 |
14.5% |
204.2 |
1.9% |
52% |
False |
False |
96,769 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
20.0% |
215.1 |
2.0% |
65% |
False |
False |
103,516 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
20.0% |
227.5 |
2.1% |
65% |
False |
False |
79,939 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.5% |
216.9 |
2.0% |
55% |
False |
False |
64,031 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.5% |
214.5 |
2.0% |
55% |
False |
False |
53,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,121.9 |
|
2.618 |
11,652.7 |
|
1.618 |
11,365.2 |
|
1.000 |
11,187.5 |
|
0.618 |
11,077.7 |
|
HIGH |
10,900.0 |
|
0.618 |
10,790.2 |
|
0.500 |
10,756.3 |
|
0.382 |
10,722.3 |
|
LOW |
10,612.5 |
|
0.618 |
10,434.8 |
|
1.000 |
10,325.0 |
|
1.618 |
10,147.3 |
|
2.618 |
9,859.8 |
|
4.250 |
9,390.6 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,756.3 |
10,803.5 |
| PP |
10,733.2 |
10,764.7 |
| S1 |
10,710.1 |
10,725.8 |
|