| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,710.0 |
10,855.0 |
145.0 |
1.4% |
11,291.5 |
| High |
10,888.0 |
10,999.0 |
111.0 |
1.0% |
11,439.0 |
| Low |
10,641.0 |
10,814.5 |
173.5 |
1.6% |
10,641.0 |
| Close |
10,762.0 |
10,878.0 |
116.0 |
1.1% |
10,762.0 |
| Range |
247.0 |
184.5 |
-62.5 |
-25.3% |
798.0 |
| ATR |
227.1 |
227.8 |
0.7 |
0.3% |
0.0 |
| Volume |
2,837 |
3,868 |
1,031 |
36.3% |
18,214 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,450.7 |
11,348.8 |
10,979.5 |
|
| R3 |
11,266.2 |
11,164.3 |
10,928.7 |
|
| R2 |
11,081.7 |
11,081.7 |
10,911.8 |
|
| R1 |
10,979.8 |
10,979.8 |
10,894.9 |
11,030.8 |
| PP |
10,897.2 |
10,897.2 |
10,897.2 |
10,922.6 |
| S1 |
10,795.3 |
10,795.3 |
10,861.1 |
10,846.3 |
| S2 |
10,712.7 |
10,712.7 |
10,844.2 |
|
| S3 |
10,528.2 |
10,610.8 |
10,827.3 |
|
| S4 |
10,343.7 |
10,426.3 |
10,776.5 |
|
|
| 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 |
11,425.0 |
10,641.0 |
784.0 |
7.2% |
306.1 |
2.8% |
30% |
False |
False |
3,929 |
| 10 |
11,439.0 |
10,641.0 |
798.0 |
7.3% |
245.8 |
2.3% |
30% |
False |
False |
2,552 |
| 20 |
11,439.0 |
10,491.0 |
948.0 |
8.7% |
205.6 |
1.9% |
41% |
False |
False |
1,818 |
| 40 |
11,439.0 |
9,898.5 |
1,540.5 |
14.2% |
189.4 |
1.7% |
64% |
False |
False |
1,654 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.4% |
199.1 |
1.8% |
73% |
False |
False |
1,222 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.4% |
193.5 |
1.8% |
73% |
False |
False |
928 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
21.6% |
175.1 |
1.6% |
66% |
False |
False |
745 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
22.8% |
154.1 |
1.4% |
62% |
False |
False |
622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,783.1 |
|
2.618 |
11,482.0 |
|
1.618 |
11,297.5 |
|
1.000 |
11,183.5 |
|
0.618 |
11,113.0 |
|
HIGH |
10,999.0 |
|
0.618 |
10,928.5 |
|
0.500 |
10,906.8 |
|
0.382 |
10,885.0 |
|
LOW |
10,814.5 |
|
0.618 |
10,700.5 |
|
1.000 |
10,630.0 |
|
1.618 |
10,516.0 |
|
2.618 |
10,331.5 |
|
4.250 |
10,030.4 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,906.8 |
10,985.0 |
| PP |
10,897.2 |
10,949.3 |
| S1 |
10,887.6 |
10,913.7 |
|