| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,072.25 |
2,051.75 |
-20.50 |
-1.0% |
2,082.75 |
| High |
2,074.00 |
2,071.75 |
-2.25 |
-0.1% |
2,097.75 |
| Low |
2,042.50 |
2,026.25 |
-16.25 |
-0.8% |
2,033.00 |
| Close |
2,051.00 |
2,034.25 |
-16.75 |
-0.8% |
2,081.25 |
| Range |
31.50 |
45.50 |
14.00 |
44.4% |
64.75 |
| ATR |
27.97 |
29.23 |
1.25 |
4.5% |
0.00 |
| Volume |
161,606 |
381,061 |
219,455 |
135.8% |
179,438 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.50 |
2,153.00 |
2,059.25 |
|
| R3 |
2,135.00 |
2,107.50 |
2,046.75 |
|
| R2 |
2,089.50 |
2,089.50 |
2,042.50 |
|
| R1 |
2,062.00 |
2,062.00 |
2,038.50 |
2,053.00 |
| PP |
2,044.00 |
2,044.00 |
2,044.00 |
2,039.50 |
| S1 |
2,016.50 |
2,016.50 |
2,030.00 |
2,007.50 |
| S2 |
1,998.50 |
1,998.50 |
2,026.00 |
|
| S3 |
1,953.00 |
1,971.00 |
2,021.75 |
|
| S4 |
1,907.50 |
1,925.50 |
2,009.25 |
|
|
| 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 |
2,088.75 |
2,026.25 |
62.50 |
3.1% |
41.75 |
2.1% |
13% |
False |
True |
141,415 |
| 10 |
2,097.75 |
2,026.25 |
71.50 |
3.5% |
30.00 |
1.5% |
11% |
False |
True |
79,554 |
| 20 |
2,097.75 |
1,991.75 |
106.00 |
5.2% |
28.75 |
1.4% |
40% |
False |
False |
42,464 |
| 40 |
2,102.75 |
1,974.75 |
128.00 |
6.3% |
25.25 |
1.2% |
46% |
False |
False |
23,551 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.3% |
28.50 |
1.4% |
73% |
False |
False |
17,438 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
33.50 |
1.6% |
76% |
False |
False |
13,258 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.4% |
31.00 |
1.5% |
74% |
False |
False |
10,648 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.4% |
29.00 |
1.4% |
74% |
False |
False |
8,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,265.00 |
|
2.618 |
2,190.75 |
|
1.618 |
2,145.25 |
|
1.000 |
2,117.25 |
|
0.618 |
2,099.75 |
|
HIGH |
2,071.75 |
|
0.618 |
2,054.25 |
|
0.500 |
2,049.00 |
|
0.382 |
2,043.75 |
|
LOW |
2,026.25 |
|
0.618 |
1,998.25 |
|
1.000 |
1,980.75 |
|
1.618 |
1,952.75 |
|
2.618 |
1,907.25 |
|
4.250 |
1,833.00 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.00 |
2,057.50 |
| PP |
2,044.00 |
2,049.75 |
| S1 |
2,039.25 |
2,042.00 |
|