| 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 |
3,359.0 |
3,303.0 |
-56.0 |
-1.7% |
3,484.0 |
| High |
3,360.0 |
3,317.0 |
-43.0 |
-1.3% |
3,537.0 |
| Low |
3,281.0 |
3,229.0 |
-52.0 |
-1.6% |
3,292.0 |
| Close |
3,303.0 |
3,283.0 |
-20.0 |
-0.6% |
3,331.0 |
| Range |
79.0 |
88.0 |
9.0 |
11.4% |
245.0 |
| ATR |
76.1 |
77.0 |
0.8 |
1.1% |
0.0 |
| Volume |
1,799,412 |
1,438,091 |
-361,321 |
-20.1% |
6,245,382 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,540.3 |
3,499.7 |
3,331.4 |
|
| R3 |
3,452.3 |
3,411.7 |
3,307.2 |
|
| R2 |
3,364.3 |
3,364.3 |
3,299.1 |
|
| R1 |
3,323.7 |
3,323.7 |
3,291.1 |
3,300.0 |
| PP |
3,276.3 |
3,276.3 |
3,276.3 |
3,264.5 |
| S1 |
3,235.7 |
3,235.7 |
3,274.9 |
3,212.0 |
| S2 |
3,188.3 |
3,188.3 |
3,266.9 |
|
| S3 |
3,100.3 |
3,147.7 |
3,258.8 |
|
| S4 |
3,012.3 |
3,059.7 |
3,234.6 |
|
|
| 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 |
3,229.0 |
308.0 |
9.4% |
108.8 |
3.3% |
18% |
False |
True |
1,534,107 |
| 10 |
3,537.0 |
3,229.0 |
308.0 |
9.4% |
84.1 |
2.6% |
18% |
False |
True |
1,283,286 |
| 20 |
3,537.0 |
3,229.0 |
308.0 |
9.4% |
73.9 |
2.3% |
18% |
False |
True |
1,231,311 |
| 40 |
3,537.0 |
3,171.0 |
366.0 |
11.1% |
64.6 |
2.0% |
31% |
False |
False |
1,123,954 |
| 60 |
3,537.0 |
2,970.0 |
567.0 |
17.3% |
68.0 |
2.1% |
55% |
False |
False |
1,165,411 |
| 80 |
3,537.0 |
2,950.0 |
587.0 |
17.9% |
72.4 |
2.2% |
57% |
False |
False |
948,325 |
| 100 |
3,683.0 |
2,950.0 |
733.0 |
22.3% |
69.3 |
2.1% |
45% |
False |
False |
758,860 |
| 120 |
3,699.0 |
2,950.0 |
749.0 |
22.8% |
69.3 |
2.1% |
44% |
False |
False |
633,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,691.0 |
|
2.618 |
3,547.4 |
|
1.618 |
3,459.4 |
|
1.000 |
3,405.0 |
|
0.618 |
3,371.4 |
|
HIGH |
3,317.0 |
|
0.618 |
3,283.4 |
|
0.500 |
3,273.0 |
|
0.382 |
3,262.6 |
|
LOW |
3,229.0 |
|
0.618 |
3,174.6 |
|
1.000 |
3,141.0 |
|
1.618 |
3,086.6 |
|
2.618 |
2,998.6 |
|
4.250 |
2,855.0 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,279.7 |
3,312.5 |
| PP |
3,276.3 |
3,302.7 |
| S1 |
3,273.0 |
3,292.8 |
|