| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,046.00 |
2,084.50 |
38.50 |
1.9% |
2,082.75 |
| High |
2,085.75 |
2,088.75 |
3.00 |
0.1% |
2,097.75 |
| Low |
2,039.75 |
2,057.50 |
17.75 |
0.9% |
2,033.00 |
| Close |
2,081.25 |
2,073.75 |
-7.50 |
-0.4% |
2,081.25 |
| Range |
46.00 |
31.25 |
-14.75 |
-32.1% |
64.75 |
| ATR |
27.43 |
27.70 |
0.27 |
1.0% |
0.00 |
| Volume |
46,315 |
63,092 |
16,777 |
36.2% |
179,438 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.00 |
2,151.75 |
2,091.00 |
|
| R3 |
2,135.75 |
2,120.50 |
2,082.25 |
|
| R2 |
2,104.50 |
2,104.50 |
2,079.50 |
|
| R1 |
2,089.25 |
2,089.25 |
2,076.50 |
2,081.25 |
| PP |
2,073.25 |
2,073.25 |
2,073.25 |
2,069.50 |
| S1 |
2,058.00 |
2,058.00 |
2,071.00 |
2,050.00 |
| S2 |
2,042.00 |
2,042.00 |
2,068.00 |
|
| S3 |
2,010.75 |
2,026.75 |
2,065.25 |
|
| S4 |
1,979.50 |
1,995.50 |
2,056.50 |
|
|
| 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% |
36.00 |
1.7% |
63% |
False |
False |
45,774 |
| 10 |
2,097.75 |
2,033.00 |
64.75 |
3.1% |
26.25 |
1.3% |
63% |
False |
False |
27,291 |
| 20 |
2,097.75 |
1,991.75 |
106.00 |
5.1% |
27.25 |
1.3% |
77% |
False |
False |
15,753 |
| 40 |
2,102.75 |
1,974.75 |
128.00 |
6.2% |
24.25 |
1.2% |
77% |
False |
False |
10,318 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
28.25 |
1.4% |
88% |
False |
False |
8,418 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
33.00 |
1.6% |
90% |
False |
False |
6,476 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
30.25 |
1.5% |
87% |
False |
False |
5,222 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
28.75 |
1.4% |
87% |
False |
False |
4,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.50 |
|
2.618 |
2,170.50 |
|
1.618 |
2,139.25 |
|
1.000 |
2,120.00 |
|
0.618 |
2,108.00 |
|
HIGH |
2,088.75 |
|
0.618 |
2,076.75 |
|
0.500 |
2,073.00 |
|
0.382 |
2,069.50 |
|
LOW |
2,057.50 |
|
0.618 |
2,038.25 |
|
1.000 |
2,026.25 |
|
1.618 |
2,007.00 |
|
2.618 |
1,975.75 |
|
4.250 |
1,924.75 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.50 |
2,069.50 |
| PP |
2,073.25 |
2,065.25 |
| S1 |
2,073.00 |
2,061.00 |
|