| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,084.50 |
2,072.25 |
-12.25 |
-0.6% |
2,082.75 |
| High |
2,088.75 |
2,074.00 |
-14.75 |
-0.7% |
2,097.75 |
| Low |
2,057.50 |
2,042.50 |
-15.00 |
-0.7% |
2,033.00 |
| Close |
2,073.75 |
2,051.00 |
-22.75 |
-1.1% |
2,081.25 |
| Range |
31.25 |
31.50 |
0.25 |
0.8% |
64.75 |
| ATR |
27.70 |
27.97 |
0.27 |
1.0% |
0.00 |
| Volume |
63,092 |
161,606 |
98,514 |
156.1% |
179,438 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.25 |
2,132.25 |
2,068.25 |
|
| R3 |
2,118.75 |
2,100.75 |
2,059.75 |
|
| R2 |
2,087.25 |
2,087.25 |
2,056.75 |
|
| R1 |
2,069.25 |
2,069.25 |
2,054.00 |
2,062.50 |
| PP |
2,055.75 |
2,055.75 |
2,055.75 |
2,052.50 |
| S1 |
2,037.75 |
2,037.75 |
2,048.00 |
2,031.00 |
| S2 |
2,024.25 |
2,024.25 |
2,045.25 |
|
| S3 |
1,992.75 |
2,006.25 |
2,042.25 |
|
| S4 |
1,961.25 |
1,974.75 |
2,033.75 |
|
|
| 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 |
3.2% |
38.75 |
1.9% |
28% |
False |
False |
72,029 |
| 10 |
2,097.75 |
2,033.00 |
64.75 |
3.2% |
28.00 |
1.4% |
28% |
False |
False |
42,595 |
| 20 |
2,097.75 |
1,991.75 |
106.00 |
5.2% |
27.00 |
1.3% |
56% |
False |
False |
23,585 |
| 40 |
2,102.75 |
1,974.75 |
128.00 |
6.2% |
24.75 |
1.2% |
60% |
False |
False |
14,160 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
28.50 |
1.4% |
79% |
False |
False |
11,107 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.8% |
33.25 |
1.6% |
82% |
False |
False |
8,495 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
30.50 |
1.5% |
79% |
False |
False |
6,838 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
28.75 |
1.4% |
79% |
False |
False |
5,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.00 |
|
2.618 |
2,156.50 |
|
1.618 |
2,125.00 |
|
1.000 |
2,105.50 |
|
0.618 |
2,093.50 |
|
HIGH |
2,074.00 |
|
0.618 |
2,062.00 |
|
0.500 |
2,058.25 |
|
0.382 |
2,054.50 |
|
LOW |
2,042.50 |
|
0.618 |
2,023.00 |
|
1.000 |
2,011.00 |
|
1.618 |
1,991.50 |
|
2.618 |
1,960.00 |
|
4.250 |
1,908.50 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.25 |
2,064.25 |
| PP |
2,055.75 |
2,059.75 |
| S1 |
2,053.50 |
2,055.50 |
|