| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,855.0 |
10,893.0 |
38.0 |
0.4% |
11,291.5 |
| High |
10,999.0 |
10,905.5 |
-93.5 |
-0.9% |
11,439.0 |
| Low |
10,814.5 |
10,624.0 |
-190.5 |
-1.8% |
10,641.0 |
| Close |
10,878.0 |
10,695.5 |
-182.5 |
-1.7% |
10,762.0 |
| Range |
184.5 |
281.5 |
97.0 |
52.6% |
798.0 |
| ATR |
227.8 |
231.6 |
3.8 |
1.7% |
0.0 |
| Volume |
3,868 |
5,307 |
1,439 |
37.2% |
18,214 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,586.2 |
11,422.3 |
10,850.3 |
|
| R3 |
11,304.7 |
11,140.8 |
10,772.9 |
|
| R2 |
11,023.2 |
11,023.2 |
10,747.1 |
|
| R1 |
10,859.3 |
10,859.3 |
10,721.3 |
10,800.5 |
| PP |
10,741.7 |
10,741.7 |
10,741.7 |
10,712.3 |
| S1 |
10,577.8 |
10,577.8 |
10,669.7 |
10,519.0 |
| S2 |
10,460.2 |
10,460.2 |
10,643.9 |
|
| S3 |
10,178.7 |
10,296.3 |
10,618.1 |
|
| S4 |
9,897.2 |
10,014.8 |
10,540.7 |
|
|
| 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 |
11,336.0 |
10,624.0 |
712.0 |
6.7% |
326.4 |
3.1% |
10% |
False |
True |
3,913 |
| 10 |
11,439.0 |
10,624.0 |
815.0 |
7.6% |
253.8 |
2.4% |
9% |
False |
True |
2,903 |
| 20 |
11,439.0 |
10,491.0 |
948.0 |
8.9% |
213.1 |
2.0% |
22% |
False |
False |
2,062 |
| 40 |
11,439.0 |
9,898.5 |
1,540.5 |
14.4% |
192.4 |
1.8% |
52% |
False |
False |
1,772 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.7% |
201.4 |
1.9% |
65% |
False |
False |
1,310 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.7% |
196.6 |
1.8% |
65% |
False |
False |
994 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
21.9% |
177.7 |
1.7% |
58% |
False |
False |
798 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.2% |
155.8 |
1.5% |
55% |
False |
False |
667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,101.9 |
|
2.618 |
11,642.5 |
|
1.618 |
11,361.0 |
|
1.000 |
11,187.0 |
|
0.618 |
11,079.5 |
|
HIGH |
10,905.5 |
|
0.618 |
10,798.0 |
|
0.500 |
10,764.8 |
|
0.382 |
10,731.5 |
|
LOW |
10,624.0 |
|
0.618 |
10,450.0 |
|
1.000 |
10,342.5 |
|
1.618 |
10,168.5 |
|
2.618 |
9,887.0 |
|
4.250 |
9,427.6 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,764.8 |
10,811.5 |
| PP |
10,741.7 |
10,772.8 |
| S1 |
10,718.6 |
10,734.2 |
|