| 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 |
3,307.0 |
3,371.0 |
64.0 |
1.9% |
3,484.0 |
| High |
3,375.0 |
3,396.0 |
21.0 |
0.6% |
3,537.0 |
| Low |
3,292.0 |
3,346.0 |
54.0 |
1.6% |
3,292.0 |
| Close |
3,331.0 |
3,354.0 |
23.0 |
0.7% |
3,331.0 |
| Range |
83.0 |
50.0 |
-33.0 |
-39.8% |
245.0 |
| ATR |
76.8 |
75.9 |
-0.8 |
-1.1% |
0.0 |
| Volume |
1,116,037 |
1,639,274 |
523,237 |
46.9% |
6,245,382 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,515.3 |
3,484.7 |
3,381.5 |
|
| R3 |
3,465.3 |
3,434.7 |
3,367.8 |
|
| R2 |
3,415.3 |
3,415.3 |
3,363.2 |
|
| R1 |
3,384.7 |
3,384.7 |
3,358.6 |
3,375.0 |
| PP |
3,365.3 |
3,365.3 |
3,365.3 |
3,360.5 |
| S1 |
3,334.7 |
3,334.7 |
3,349.4 |
3,325.0 |
| S2 |
3,315.3 |
3,315.3 |
3,344.8 |
|
| S3 |
3,265.3 |
3,284.7 |
3,340.3 |
|
| S4 |
3,215.3 |
3,234.7 |
3,326.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,121.7 |
3,971.3 |
3,465.8 |
|
| R3 |
3,876.7 |
3,726.3 |
3,398.4 |
|
| R2 |
3,631.7 |
3,631.7 |
3,375.9 |
|
| R1 |
3,481.3 |
3,481.3 |
3,353.5 |
3,434.0 |
| PP |
3,386.7 |
3,386.7 |
3,386.7 |
3,363.0 |
| S1 |
3,236.3 |
3,236.3 |
3,308.5 |
3,189.0 |
| S2 |
3,141.7 |
3,141.7 |
3,286.1 |
|
| S3 |
2,896.7 |
2,991.3 |
3,263.6 |
|
| S4 |
2,651.7 |
2,746.3 |
3,196.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,537.0 |
3,292.0 |
245.0 |
7.3% |
100.6 |
3.0% |
25% |
False |
False |
1,349,797 |
| 10 |
3,537.0 |
3,292.0 |
245.0 |
7.3% |
77.7 |
2.3% |
25% |
False |
False |
1,206,240 |
| 20 |
3,537.0 |
3,283.0 |
254.0 |
7.6% |
71.3 |
2.1% |
28% |
False |
False |
1,162,352 |
| 40 |
3,537.0 |
3,171.0 |
366.0 |
10.9% |
62.6 |
1.9% |
50% |
False |
False |
1,098,212 |
| 60 |
3,537.0 |
2,970.0 |
567.0 |
16.9% |
67.3 |
2.0% |
68% |
False |
False |
1,165,720 |
| 80 |
3,537.0 |
2,950.0 |
587.0 |
17.5% |
72.1 |
2.2% |
69% |
False |
False |
907,868 |
| 100 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
68.3 |
2.0% |
54% |
False |
False |
726,497 |
| 120 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
69.2 |
2.1% |
54% |
False |
False |
606,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,608.5 |
|
2.618 |
3,526.9 |
|
1.618 |
3,476.9 |
|
1.000 |
3,446.0 |
|
0.618 |
3,426.9 |
|
HIGH |
3,396.0 |
|
0.618 |
3,376.9 |
|
0.500 |
3,371.0 |
|
0.382 |
3,365.1 |
|
LOW |
3,346.0 |
|
0.618 |
3,315.1 |
|
1.000 |
3,296.0 |
|
1.618 |
3,265.1 |
|
2.618 |
3,215.1 |
|
4.250 |
3,133.5 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,371.0 |
3,414.5 |
| PP |
3,365.3 |
3,394.3 |
| S1 |
3,359.7 |
3,374.2 |
|