| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,076.50 |
2,046.00 |
-30.50 |
-1.5% |
2,082.75 |
| High |
2,088.00 |
2,085.75 |
-2.25 |
-0.1% |
2,097.75 |
| Low |
2,033.00 |
2,039.75 |
6.75 |
0.3% |
2,033.00 |
| Close |
2,044.00 |
2,081.25 |
37.25 |
1.8% |
2,081.25 |
| Range |
55.00 |
46.00 |
-9.00 |
-16.4% |
64.75 |
| ATR |
26.00 |
27.43 |
1.43 |
5.5% |
0.00 |
| Volume |
55,002 |
46,315 |
-8,687 |
-15.8% |
179,438 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.00 |
2,190.00 |
2,106.50 |
|
| R3 |
2,161.00 |
2,144.00 |
2,094.00 |
|
| R2 |
2,115.00 |
2,115.00 |
2,089.75 |
|
| R1 |
2,098.00 |
2,098.00 |
2,085.50 |
2,106.50 |
| PP |
2,069.00 |
2,069.00 |
2,069.00 |
2,073.00 |
| S1 |
2,052.00 |
2,052.00 |
2,077.00 |
2,060.50 |
| S2 |
2,023.00 |
2,023.00 |
2,072.75 |
|
| S3 |
1,977.00 |
2,006.00 |
2,068.50 |
|
| S4 |
1,931.00 |
1,960.00 |
2,056.00 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.00 |
2,237.75 |
2,116.75 |
|
| R3 |
2,200.25 |
2,173.00 |
2,099.00 |
|
| R2 |
2,135.50 |
2,135.50 |
2,093.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,087.25 |
2,089.50 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,061.25 |
| S1 |
2,043.50 |
2,043.50 |
2,075.25 |
2,024.75 |
| S2 |
2,006.00 |
2,006.00 |
2,069.50 |
|
| S3 |
1,941.25 |
1,978.75 |
2,063.50 |
|
| S4 |
1,876.50 |
1,914.00 |
2,045.75 |
|
|
| 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 |
3.1% |
32.75 |
1.6% |
75% |
False |
False |
35,887 |
| 10 |
2,097.75 |
2,033.00 |
64.75 |
3.1% |
25.00 |
1.2% |
75% |
False |
False |
21,338 |
| 20 |
2,097.75 |
1,991.75 |
106.00 |
5.1% |
26.75 |
1.3% |
84% |
False |
False |
12,867 |
| 40 |
2,102.75 |
1,974.75 |
128.00 |
6.2% |
24.00 |
1.1% |
83% |
False |
False |
8,849 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
28.25 |
1.4% |
91% |
False |
False |
7,374 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
32.75 |
1.6% |
92% |
False |
False |
5,688 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
30.00 |
1.4% |
90% |
False |
False |
4,592 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
28.50 |
1.4% |
90% |
False |
False |
3,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.25 |
|
2.618 |
2,206.25 |
|
1.618 |
2,160.25 |
|
1.000 |
2,131.75 |
|
0.618 |
2,114.25 |
|
HIGH |
2,085.75 |
|
0.618 |
2,068.25 |
|
0.500 |
2,062.75 |
|
0.382 |
2,057.25 |
|
LOW |
2,039.75 |
|
0.618 |
2,011.25 |
|
1.000 |
1,993.75 |
|
1.618 |
1,965.25 |
|
2.618 |
1,919.25 |
|
4.250 |
1,844.25 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.00 |
2,076.00 |
| PP |
2,069.00 |
2,070.75 |
| S1 |
2,062.75 |
2,065.50 |
|