| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,092.50 |
2,076.50 |
-16.00 |
-0.8% |
2,082.25 |
| High |
2,097.75 |
2,088.00 |
-9.75 |
-0.5% |
2,091.00 |
| Low |
2,068.25 |
2,033.00 |
-35.25 |
-1.7% |
2,058.50 |
| Close |
2,074.50 |
2,044.00 |
-30.50 |
-1.5% |
2,082.75 |
| Range |
29.50 |
55.00 |
25.50 |
86.4% |
32.50 |
| ATR |
23.77 |
26.00 |
2.23 |
9.4% |
0.00 |
| Volume |
34,130 |
55,002 |
20,872 |
61.2% |
30,381 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.00 |
2,187.00 |
2,074.25 |
|
| R3 |
2,165.00 |
2,132.00 |
2,059.00 |
|
| R2 |
2,110.00 |
2,110.00 |
2,054.00 |
|
| R1 |
2,077.00 |
2,077.00 |
2,049.00 |
2,066.00 |
| PP |
2,055.00 |
2,055.00 |
2,055.00 |
2,049.50 |
| S1 |
2,022.00 |
2,022.00 |
2,039.00 |
2,011.00 |
| S2 |
2,000.00 |
2,000.00 |
2,034.00 |
|
| S3 |
1,945.00 |
1,967.00 |
2,029.00 |
|
| S4 |
1,890.00 |
1,912.00 |
2,013.75 |
|
|
| 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 |
2,033.00 |
64.75 |
3.2% |
27.00 |
1.3% |
17% |
False |
True |
27,961 |
| 10 |
2,097.75 |
2,033.00 |
64.75 |
3.2% |
21.75 |
1.1% |
17% |
False |
True |
17,064 |
| 20 |
2,097.75 |
1,991.75 |
106.00 |
5.2% |
25.50 |
1.2% |
49% |
False |
False |
10,787 |
| 40 |
2,102.75 |
1,962.75 |
140.00 |
6.8% |
23.75 |
1.2% |
58% |
False |
False |
7,881 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
28.00 |
1.4% |
76% |
False |
False |
6,620 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
32.75 |
1.6% |
79% |
False |
False |
5,122 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
29.75 |
1.5% |
77% |
False |
False |
4,129 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
28.50 |
1.4% |
77% |
False |
False |
3,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,321.75 |
|
2.618 |
2,232.00 |
|
1.618 |
2,177.00 |
|
1.000 |
2,143.00 |
|
0.618 |
2,122.00 |
|
HIGH |
2,088.00 |
|
0.618 |
2,067.00 |
|
0.500 |
2,060.50 |
|
0.382 |
2,054.00 |
|
LOW |
2,033.00 |
|
0.618 |
1,999.00 |
|
1.000 |
1,978.00 |
|
1.618 |
1,944.00 |
|
2.618 |
1,889.00 |
|
4.250 |
1,799.25 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.50 |
2,065.50 |
| PP |
2,055.00 |
2,058.25 |
| S1 |
2,049.50 |
2,051.00 |
|