| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,171.0 |
10,710.0 |
-461.0 |
-4.1% |
11,291.5 |
| High |
11,329.0 |
10,888.0 |
-441.0 |
-3.9% |
11,439.0 |
| Low |
10,655.0 |
10,641.0 |
-14.0 |
-0.1% |
10,641.0 |
| Close |
10,836.0 |
10,762.0 |
-74.0 |
-0.7% |
10,762.0 |
| Range |
674.0 |
247.0 |
-427.0 |
-63.4% |
798.0 |
| ATR |
225.5 |
227.1 |
1.5 |
0.7% |
0.0 |
| Volume |
2,173 |
2,837 |
664 |
30.6% |
18,214 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,504.7 |
11,380.3 |
10,897.9 |
|
| R3 |
11,257.7 |
11,133.3 |
10,829.9 |
|
| R2 |
11,010.7 |
11,010.7 |
10,807.3 |
|
| R1 |
10,886.3 |
10,886.3 |
10,784.6 |
10,948.5 |
| PP |
10,763.7 |
10,763.7 |
10,763.7 |
10,794.8 |
| S1 |
10,639.3 |
10,639.3 |
10,739.4 |
10,701.5 |
| S2 |
10,516.7 |
10,516.7 |
10,716.7 |
|
| S3 |
10,269.7 |
10,392.3 |
10,694.1 |
|
| S4 |
10,022.7 |
10,145.3 |
10,626.2 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,341.3 |
12,849.7 |
11,200.9 |
|
| R3 |
12,543.3 |
12,051.7 |
10,981.5 |
|
| R2 |
11,745.3 |
11,745.3 |
10,908.3 |
|
| R1 |
11,253.7 |
11,253.7 |
10,835.2 |
11,100.5 |
| PP |
10,947.3 |
10,947.3 |
10,947.3 |
10,870.8 |
| S1 |
10,455.7 |
10,455.7 |
10,688.9 |
10,302.5 |
| S2 |
10,149.3 |
10,149.3 |
10,615.7 |
|
| S3 |
9,351.3 |
9,657.7 |
10,542.6 |
|
| S4 |
8,553.3 |
8,859.7 |
10,323.1 |
|
|
| 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 |
10,641.0 |
798.0 |
7.4% |
303.6 |
2.8% |
15% |
False |
True |
3,642 |
| 10 |
11,439.0 |
10,641.0 |
798.0 |
7.4% |
236.8 |
2.2% |
15% |
False |
True |
2,280 |
| 20 |
11,439.0 |
10,491.0 |
948.0 |
8.8% |
207.4 |
1.9% |
29% |
False |
False |
1,705 |
| 40 |
11,439.0 |
9,898.5 |
1,540.5 |
14.3% |
187.6 |
1.7% |
56% |
False |
False |
1,572 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.6% |
198.0 |
1.8% |
68% |
False |
False |
1,158 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.6% |
193.9 |
1.8% |
68% |
False |
False |
879 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
23.0% |
173.6 |
1.6% |
58% |
False |
False |
706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,937.8 |
|
2.618 |
11,534.6 |
|
1.618 |
11,287.6 |
|
1.000 |
11,135.0 |
|
0.618 |
11,040.6 |
|
HIGH |
10,888.0 |
|
0.618 |
10,793.6 |
|
0.500 |
10,764.5 |
|
0.382 |
10,735.4 |
|
LOW |
10,641.0 |
|
0.618 |
10,488.4 |
|
1.000 |
10,394.0 |
|
1.618 |
10,241.4 |
|
2.618 |
9,994.4 |
|
4.250 |
9,591.3 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,764.5 |
10,988.5 |
| PP |
10,763.7 |
10,913.0 |
| S1 |
10,762.8 |
10,837.5 |
|