| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.25 |
2,092.50 |
14.25 |
0.7% |
2,082.25 |
| High |
2,094.50 |
2,097.75 |
3.25 |
0.2% |
2,091.00 |
| Low |
2,076.75 |
2,068.25 |
-8.50 |
-0.4% |
2,058.50 |
| Close |
2,093.00 |
2,074.50 |
-18.50 |
-0.9% |
2,082.75 |
| Range |
17.75 |
29.50 |
11.75 |
66.2% |
32.50 |
| ATR |
23.33 |
23.77 |
0.44 |
1.9% |
0.00 |
| Volume |
30,335 |
34,130 |
3,795 |
12.5% |
30,381 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.75 |
2,151.00 |
2,090.75 |
|
| R3 |
2,139.25 |
2,121.50 |
2,082.50 |
|
| R2 |
2,109.75 |
2,109.75 |
2,080.00 |
|
| R1 |
2,092.00 |
2,092.00 |
2,077.25 |
2,086.00 |
| PP |
2,080.25 |
2,080.25 |
2,080.25 |
2,077.25 |
| S1 |
2,062.50 |
2,062.50 |
2,071.75 |
2,056.50 |
| S2 |
2,050.75 |
2,050.75 |
2,069.00 |
|
| S3 |
2,021.25 |
2,033.00 |
2,066.50 |
|
| S4 |
1,991.75 |
2,003.50 |
2,058.25 |
|
|
| 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 |
2,097.75 |
2,068.25 |
29.50 |
1.4% |
18.00 |
0.9% |
21% |
True |
True |
17,694 |
| 10 |
2,097.75 |
2,036.00 |
61.75 |
3.0% |
20.00 |
1.0% |
62% |
True |
False |
12,145 |
| 20 |
2,102.50 |
1,991.75 |
110.75 |
5.3% |
23.75 |
1.1% |
75% |
False |
False |
8,220 |
| 40 |
2,102.75 |
1,952.50 |
150.25 |
7.2% |
23.00 |
1.1% |
81% |
False |
False |
6,646 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
28.00 |
1.4% |
89% |
False |
False |
5,738 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
32.50 |
1.6% |
90% |
False |
False |
4,436 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
29.25 |
1.4% |
87% |
False |
False |
3,589 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
28.00 |
1.4% |
87% |
False |
False |
3,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.00 |
|
2.618 |
2,175.00 |
|
1.618 |
2,145.50 |
|
1.000 |
2,127.25 |
|
0.618 |
2,116.00 |
|
HIGH |
2,097.75 |
|
0.618 |
2,086.50 |
|
0.500 |
2,083.00 |
|
0.382 |
2,079.50 |
|
LOW |
2,068.25 |
|
0.618 |
2,050.00 |
|
1.000 |
2,038.75 |
|
1.618 |
2,020.50 |
|
2.618 |
1,991.00 |
|
4.250 |
1,943.00 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.00 |
2,083.00 |
| PP |
2,080.25 |
2,080.25 |
| S1 |
2,077.25 |
2,077.25 |
|