| 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 |
1,178.0 |
1,159.7 |
-18.3 |
-1.6% |
1,197.4 |
| High |
1,182.0 |
1,159.7 |
-22.3 |
-1.9% |
1,202.4 |
| Low |
1,154.6 |
1,143.8 |
-10.8 |
-0.9% |
1,161.4 |
| Close |
1,160.7 |
1,151.3 |
-9.4 |
-0.8% |
1,178.6 |
| Range |
27.4 |
15.9 |
-11.5 |
-42.0% |
41.0 |
| ATR |
15.3 |
15.4 |
0.1 |
0.7% |
0.0 |
| Volume |
3,269 |
4,023 |
754 |
23.1% |
7,989 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.3 |
1,191.3 |
1,160.0 |
|
| R3 |
1,183.5 |
1,175.3 |
1,155.8 |
|
| R2 |
1,167.5 |
1,167.5 |
1,154.3 |
|
| R1 |
1,159.5 |
1,159.5 |
1,152.8 |
1,155.5 |
| PP |
1,151.5 |
1,151.5 |
1,151.5 |
1,149.8 |
| S1 |
1,143.5 |
1,143.5 |
1,149.8 |
1,139.5 |
| S2 |
1,135.8 |
1,135.8 |
1,148.5 |
|
| S3 |
1,119.8 |
1,127.5 |
1,147.0 |
|
| S4 |
1,104.0 |
1,111.8 |
1,142.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.8 |
1,282.3 |
1,201.3 |
|
| R3 |
1,262.8 |
1,241.3 |
1,190.0 |
|
| R2 |
1,221.8 |
1,221.8 |
1,186.0 |
|
| R1 |
1,200.3 |
1,200.3 |
1,182.3 |
1,190.5 |
| PP |
1,180.8 |
1,180.8 |
1,180.8 |
1,176.0 |
| S1 |
1,159.3 |
1,159.3 |
1,174.8 |
1,149.5 |
| S2 |
1,139.8 |
1,139.8 |
1,171.0 |
|
| S3 |
1,098.8 |
1,118.3 |
1,167.3 |
|
| S4 |
1,057.8 |
1,077.3 |
1,156.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,200.0 |
1,143.8 |
56.2 |
4.9% |
21.3 |
1.8% |
13% |
False |
True |
1,900 |
| 10 |
1,202.4 |
1,143.8 |
58.6 |
5.1% |
15.3 |
1.3% |
13% |
False |
True |
1,588 |
| 20 |
1,202.4 |
1,135.8 |
66.6 |
5.8% |
13.5 |
1.2% |
23% |
False |
False |
1,503 |
| 40 |
1,202.4 |
1,125.3 |
77.1 |
6.7% |
12.0 |
1.0% |
34% |
False |
False |
842 |
| 60 |
1,202.4 |
1,065.5 |
136.9 |
11.9% |
11.3 |
1.0% |
63% |
False |
False |
568 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
11.9% |
8.5 |
0.7% |
63% |
False |
False |
426 |
| 100 |
1,247.2 |
1,065.5 |
181.7 |
15.8% |
6.8 |
0.6% |
47% |
False |
False |
341 |
| 120 |
1,271.3 |
1,065.5 |
205.8 |
17.9% |
5.8 |
0.5% |
42% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.3 |
|
2.618 |
1,201.3 |
|
1.618 |
1,185.5 |
|
1.000 |
1,175.5 |
|
0.618 |
1,169.5 |
|
HIGH |
1,159.8 |
|
0.618 |
1,153.8 |
|
0.500 |
1,151.8 |
|
0.382 |
1,149.8 |
|
LOW |
1,143.8 |
|
0.618 |
1,134.0 |
|
1.000 |
1,128.0 |
|
1.618 |
1,118.0 |
|
2.618 |
1,102.3 |
|
4.250 |
1,076.3 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,151.8 |
1,163.0 |
| PP |
1,151.5 |
1,159.0 |
| S1 |
1,151.5 |
1,155.3 |
|