| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,885.0 |
10,689.0 |
-196.0 |
-1.8% |
11,283.0 |
| High |
10,900.0 |
10,719.5 |
-180.5 |
-1.7% |
11,433.5 |
| Low |
10,612.5 |
10,447.5 |
-165.0 |
-1.6% |
10,630.5 |
| Close |
10,687.0 |
10,610.5 |
-76.5 |
-0.7% |
10,753.0 |
| Range |
287.5 |
272.0 |
-15.5 |
-5.4% |
803.0 |
| ATR |
245.4 |
247.3 |
1.9 |
0.8% |
0.0 |
| Volume |
122,274 |
89,379 |
-32,895 |
-26.9% |
522,118 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,408.5 |
11,281.5 |
10,760.1 |
|
| R3 |
11,136.5 |
11,009.5 |
10,685.3 |
|
| R2 |
10,864.5 |
10,864.5 |
10,660.4 |
|
| R1 |
10,737.5 |
10,737.5 |
10,635.4 |
10,665.0 |
| PP |
10,592.5 |
10,592.5 |
10,592.5 |
10,556.3 |
| S1 |
10,465.5 |
10,465.5 |
10,585.6 |
10,393.0 |
| S2 |
10,320.5 |
10,320.5 |
10,560.6 |
|
| S3 |
10,048.5 |
10,193.5 |
10,535.7 |
|
| S4 |
9,776.5 |
9,921.5 |
10,460.9 |
|
|
| 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 |
11,323.5 |
10,447.5 |
876.0 |
8.3% |
336.1 |
3.2% |
19% |
False |
True |
107,669 |
| 10 |
11,433.5 |
10,447.5 |
986.0 |
9.3% |
268.4 |
2.5% |
17% |
False |
True |
98,629 |
| 20 |
11,433.5 |
10,447.5 |
986.0 |
9.3% |
229.1 |
2.2% |
17% |
False |
True |
98,889 |
| 40 |
11,433.5 |
9,885.5 |
1,548.0 |
14.6% |
206.5 |
1.9% |
47% |
False |
False |
96,292 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
20.1% |
216.5 |
2.0% |
61% |
False |
False |
103,992 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
20.1% |
227.4 |
2.1% |
61% |
False |
False |
81,053 |
| 100 |
11,785.0 |
9,301.0 |
2,484.0 |
23.4% |
218.9 |
2.1% |
53% |
False |
False |
64,923 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.7% |
214.4 |
2.0% |
52% |
False |
False |
54,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,875.5 |
|
2.618 |
11,431.6 |
|
1.618 |
11,159.6 |
|
1.000 |
10,991.5 |
|
0.618 |
10,887.6 |
|
HIGH |
10,719.5 |
|
0.618 |
10,615.6 |
|
0.500 |
10,583.5 |
|
0.382 |
10,551.4 |
|
LOW |
10,447.5 |
|
0.618 |
10,279.4 |
|
1.000 |
10,175.5 |
|
1.618 |
10,007.4 |
|
2.618 |
9,735.4 |
|
4.250 |
9,291.5 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,601.5 |
10,721.0 |
| PP |
10,592.5 |
10,684.2 |
| S1 |
10,583.5 |
10,647.3 |
|