| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,425.0 |
11,315.5 |
-109.5 |
-1.0% |
11,131.0 |
| High |
11,425.0 |
11,336.0 |
-89.0 |
-0.8% |
11,366.0 |
| Low |
11,245.0 |
11,091.0 |
-154.0 |
-1.4% |
10,882.5 |
| Close |
11,275.0 |
11,198.5 |
-76.5 |
-0.7% |
11,303.0 |
| Range |
180.0 |
245.0 |
65.0 |
36.1% |
483.5 |
| ATR |
186.9 |
191.0 |
4.2 |
2.2% |
0.0 |
| Volume |
5,384 |
5,384 |
0 |
0.0% |
4,589 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,943.5 |
11,816.0 |
11,333.3 |
|
| R3 |
11,698.5 |
11,571.0 |
11,265.9 |
|
| R2 |
11,453.5 |
11,453.5 |
11,243.4 |
|
| R1 |
11,326.0 |
11,326.0 |
11,221.0 |
11,267.3 |
| PP |
11,208.5 |
11,208.5 |
11,208.5 |
11,179.1 |
| S1 |
11,081.0 |
11,081.0 |
11,176.0 |
11,022.3 |
| S2 |
10,963.5 |
10,963.5 |
11,153.6 |
|
| S3 |
10,718.5 |
10,836.0 |
11,131.1 |
|
| S4 |
10,473.5 |
10,591.0 |
11,063.8 |
|
|
| 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 |
11,091.0 |
348.0 |
3.1% |
178.3 |
1.6% |
31% |
False |
True |
2,765 |
| 10 |
11,439.0 |
10,882.5 |
556.5 |
5.0% |
165.2 |
1.5% |
57% |
False |
False |
1,999 |
| 20 |
11,439.0 |
10,491.0 |
948.0 |
8.5% |
180.4 |
1.6% |
75% |
False |
False |
1,748 |
| 40 |
11,439.0 |
9,898.5 |
1,540.5 |
13.8% |
171.7 |
1.5% |
84% |
False |
False |
1,453 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
18.8% |
186.7 |
1.7% |
89% |
False |
False |
1,077 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
18.8% |
185.4 |
1.7% |
89% |
False |
False |
818 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.2% |
165.5 |
1.5% |
75% |
False |
False |
656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,377.3 |
|
2.618 |
11,977.4 |
|
1.618 |
11,732.4 |
|
1.000 |
11,581.0 |
|
0.618 |
11,487.4 |
|
HIGH |
11,336.0 |
|
0.618 |
11,242.4 |
|
0.500 |
11,213.5 |
|
0.382 |
11,184.6 |
|
LOW |
11,091.0 |
|
0.618 |
10,939.6 |
|
1.000 |
10,846.0 |
|
1.618 |
10,694.6 |
|
2.618 |
10,449.6 |
|
4.250 |
10,049.8 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,213.5 |
11,265.0 |
| PP |
11,208.5 |
11,242.8 |
| S1 |
11,203.5 |
11,220.7 |
|