| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.75 |
2,078.25 |
-4.50 |
-0.2% |
2,082.25 |
| High |
2,087.75 |
2,094.50 |
6.75 |
0.3% |
2,091.00 |
| Low |
2,071.75 |
2,076.75 |
5.00 |
0.2% |
2,058.50 |
| Close |
2,072.75 |
2,093.00 |
20.25 |
1.0% |
2,082.75 |
| Range |
16.00 |
17.75 |
1.75 |
10.9% |
32.50 |
| ATR |
23.45 |
23.33 |
-0.12 |
-0.5% |
0.00 |
| Volume |
13,656 |
30,335 |
16,679 |
122.1% |
30,381 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.25 |
2,135.00 |
2,102.75 |
|
| R3 |
2,123.50 |
2,117.25 |
2,098.00 |
|
| R2 |
2,105.75 |
2,105.75 |
2,096.25 |
|
| R1 |
2,099.50 |
2,099.50 |
2,094.75 |
2,102.50 |
| PP |
2,088.00 |
2,088.00 |
2,088.00 |
2,089.75 |
| S1 |
2,081.75 |
2,081.75 |
2,091.25 |
2,085.00 |
| S2 |
2,070.25 |
2,070.25 |
2,089.75 |
|
| S3 |
2,052.50 |
2,064.00 |
2,088.00 |
|
| S4 |
2,034.75 |
2,046.25 |
2,083.25 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.00 |
2,161.25 |
2,100.50 |
|
| R3 |
2,142.50 |
2,128.75 |
2,091.75 |
|
| R2 |
2,110.00 |
2,110.00 |
2,088.75 |
|
| R1 |
2,096.25 |
2,096.25 |
2,085.75 |
2,103.00 |
| PP |
2,077.50 |
2,077.50 |
2,077.50 |
2,080.75 |
| S1 |
2,063.75 |
2,063.75 |
2,079.75 |
2,070.50 |
| S2 |
2,045.00 |
2,045.00 |
2,076.75 |
|
| S3 |
2,012.50 |
2,031.25 |
2,073.75 |
|
| S4 |
1,980.00 |
1,998.75 |
2,065.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,094.50 |
2,058.50 |
36.00 |
1.7% |
17.25 |
0.8% |
96% |
True |
False |
13,162 |
| 10 |
2,094.50 |
2,034.75 |
59.75 |
2.9% |
19.25 |
0.9% |
97% |
True |
False |
8,973 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.3% |
23.25 |
1.1% |
91% |
False |
False |
6,681 |
| 40 |
2,102.75 |
1,952.50 |
150.25 |
7.2% |
22.75 |
1.1% |
94% |
False |
False |
6,057 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
11.9% |
28.50 |
1.4% |
96% |
False |
False |
5,190 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.5% |
32.25 |
1.5% |
97% |
False |
False |
4,011 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
29.50 |
1.4% |
94% |
False |
False |
3,248 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
28.00 |
1.3% |
94% |
False |
False |
2,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,141.00 |
|
1.618 |
2,123.25 |
|
1.000 |
2,112.25 |
|
0.618 |
2,105.50 |
|
HIGH |
2,094.50 |
|
0.618 |
2,087.75 |
|
0.500 |
2,085.50 |
|
0.382 |
2,083.50 |
|
LOW |
2,076.75 |
|
0.618 |
2,065.75 |
|
1.000 |
2,059.00 |
|
1.618 |
2,048.00 |
|
2.618 |
2,030.25 |
|
4.250 |
2,001.25 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.50 |
2,089.75 |
| PP |
2,088.00 |
2,086.50 |
| S1 |
2,085.50 |
2,083.00 |
|