| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,315.5 |
11,171.0 |
-144.5 |
-1.3% |
11,131.0 |
| High |
11,336.0 |
11,329.0 |
-7.0 |
-0.1% |
11,366.0 |
| Low |
11,091.0 |
10,655.0 |
-436.0 |
-3.9% |
10,882.5 |
| Close |
11,198.5 |
10,836.0 |
-362.5 |
-3.2% |
11,303.0 |
| Range |
245.0 |
674.0 |
429.0 |
175.1% |
483.5 |
| ATR |
191.0 |
225.5 |
34.5 |
18.1% |
0.0 |
| Volume |
5,384 |
2,173 |
-3,211 |
-59.6% |
4,589 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,962.0 |
12,573.0 |
11,206.7 |
|
| R3 |
12,288.0 |
11,899.0 |
11,021.4 |
|
| R2 |
11,614.0 |
11,614.0 |
10,959.6 |
|
| R1 |
11,225.0 |
11,225.0 |
10,897.8 |
11,082.5 |
| PP |
10,940.0 |
10,940.0 |
10,940.0 |
10,868.8 |
| S1 |
10,551.0 |
10,551.0 |
10,774.2 |
10,408.5 |
| S2 |
10,266.0 |
10,266.0 |
10,712.4 |
|
| S3 |
9,592.0 |
9,877.0 |
10,650.7 |
|
| S4 |
8,918.0 |
9,203.0 |
10,465.3 |
|
|
| 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 |
10,655.0 |
784.0 |
7.2% |
275.4 |
2.5% |
23% |
False |
True |
3,150 |
| 10 |
11,439.0 |
10,655.0 |
784.0 |
7.2% |
221.5 |
2.0% |
23% |
False |
True |
2,098 |
| 20 |
11,439.0 |
10,491.0 |
948.0 |
8.7% |
205.6 |
1.9% |
36% |
False |
False |
1,619 |
| 40 |
11,439.0 |
9,898.5 |
1,540.5 |
14.2% |
183.8 |
1.7% |
61% |
False |
False |
1,504 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.5% |
195.7 |
1.8% |
71% |
False |
False |
1,112 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.5% |
192.5 |
1.8% |
71% |
False |
False |
844 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
171.4 |
1.6% |
61% |
False |
False |
678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,193.5 |
|
2.618 |
13,093.5 |
|
1.618 |
12,419.5 |
|
1.000 |
12,003.0 |
|
0.618 |
11,745.5 |
|
HIGH |
11,329.0 |
|
0.618 |
11,071.5 |
|
0.500 |
10,992.0 |
|
0.382 |
10,912.5 |
|
LOW |
10,655.0 |
|
0.618 |
10,238.5 |
|
1.000 |
9,981.0 |
|
1.618 |
9,564.5 |
|
2.618 |
8,890.5 |
|
4.250 |
7,790.5 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,992.0 |
11,040.0 |
| PP |
10,940.0 |
10,972.0 |
| S1 |
10,888.0 |
10,904.0 |
|