| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,291.5 |
11,425.0 |
133.5 |
1.2% |
11,131.0 |
| High |
11,439.0 |
11,425.0 |
-14.0 |
-0.1% |
11,366.0 |
| Low |
11,267.0 |
11,245.0 |
-22.0 |
-0.2% |
10,882.5 |
| Close |
11,387.0 |
11,275.0 |
-112.0 |
-1.0% |
11,303.0 |
| Range |
172.0 |
180.0 |
8.0 |
4.7% |
483.5 |
| ATR |
187.4 |
186.9 |
-0.5 |
-0.3% |
0.0 |
| Volume |
2,436 |
5,384 |
2,948 |
121.0% |
4,589 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,855.0 |
11,745.0 |
11,374.0 |
|
| R3 |
11,675.0 |
11,565.0 |
11,324.5 |
|
| R2 |
11,495.0 |
11,495.0 |
11,308.0 |
|
| R1 |
11,385.0 |
11,385.0 |
11,291.5 |
11,350.0 |
| PP |
11,315.0 |
11,315.0 |
11,315.0 |
11,297.5 |
| S1 |
11,205.0 |
11,205.0 |
11,258.5 |
11,170.0 |
| S2 |
11,135.0 |
11,135.0 |
11,242.0 |
|
| S3 |
10,955.0 |
11,025.0 |
11,225.5 |
|
| S4 |
10,775.0 |
10,845.0 |
11,176.0 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,634.3 |
12,452.2 |
11,568.9 |
|
| R3 |
12,150.8 |
11,968.7 |
11,436.0 |
|
| R2 |
11,667.3 |
11,667.3 |
11,391.6 |
|
| R1 |
11,485.2 |
11,485.2 |
11,347.3 |
11,576.3 |
| PP |
11,183.8 |
11,183.8 |
11,183.8 |
11,229.4 |
| S1 |
11,001.7 |
11,001.7 |
11,258.7 |
11,092.8 |
| S2 |
10,700.3 |
10,700.3 |
11,214.4 |
|
| S3 |
10,216.8 |
10,518.2 |
11,170.0 |
|
| S4 |
9,733.3 |
10,034.7 |
11,037.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,439.0 |
10,934.0 |
505.0 |
4.5% |
181.2 |
1.6% |
68% |
False |
False |
1,892 |
| 10 |
11,439.0 |
10,882.5 |
556.5 |
4.9% |
156.5 |
1.4% |
71% |
False |
False |
1,622 |
| 20 |
11,439.0 |
10,491.0 |
948.0 |
8.4% |
176.7 |
1.6% |
83% |
False |
False |
1,548 |
| 40 |
11,439.0 |
9,898.5 |
1,540.5 |
13.7% |
170.2 |
1.5% |
89% |
False |
False |
1,329 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
18.7% |
187.5 |
1.7% |
92% |
False |
False |
989 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
18.7% |
183.7 |
1.6% |
92% |
False |
False |
751 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.0% |
163.5 |
1.4% |
78% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,190.0 |
|
2.618 |
11,896.2 |
|
1.618 |
11,716.2 |
|
1.000 |
11,605.0 |
|
0.618 |
11,536.2 |
|
HIGH |
11,425.0 |
|
0.618 |
11,356.2 |
|
0.500 |
11,335.0 |
|
0.382 |
11,313.8 |
|
LOW |
11,245.0 |
|
0.618 |
11,133.8 |
|
1.000 |
11,065.0 |
|
1.618 |
10,953.8 |
|
2.618 |
10,773.8 |
|
4.250 |
10,480.0 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,335.0 |
11,342.0 |
| PP |
11,315.0 |
11,319.7 |
| S1 |
11,295.0 |
11,297.3 |
|