| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,893.0 |
10,700.5 |
-192.5 |
-1.8% |
11,291.5 |
| High |
10,905.5 |
10,725.0 |
-180.5 |
-1.7% |
11,439.0 |
| Low |
10,624.0 |
10,460.0 |
-164.0 |
-1.5% |
10,641.0 |
| Close |
10,695.5 |
10,619.0 |
-76.5 |
-0.7% |
10,762.0 |
| Range |
281.5 |
265.0 |
-16.5 |
-5.9% |
798.0 |
| ATR |
231.6 |
234.0 |
2.4 |
1.0% |
0.0 |
| Volume |
5,307 |
9,956 |
4,649 |
87.6% |
18,214 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,396.3 |
11,272.7 |
10,764.8 |
|
| R3 |
11,131.3 |
11,007.7 |
10,691.9 |
|
| R2 |
10,866.3 |
10,866.3 |
10,667.6 |
|
| R1 |
10,742.7 |
10,742.7 |
10,643.3 |
10,672.0 |
| PP |
10,601.3 |
10,601.3 |
10,601.3 |
10,566.0 |
| S1 |
10,477.7 |
10,477.7 |
10,594.7 |
10,407.0 |
| S2 |
10,336.3 |
10,336.3 |
10,570.4 |
|
| S3 |
10,071.3 |
10,212.7 |
10,546.1 |
|
| S4 |
9,806.3 |
9,947.7 |
10,473.3 |
|
|
| 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 |
11,329.0 |
10,460.0 |
869.0 |
8.2% |
330.4 |
3.1% |
18% |
False |
True |
4,828 |
| 10 |
11,439.0 |
10,460.0 |
979.0 |
9.2% |
254.4 |
2.4% |
16% |
False |
True |
3,796 |
| 20 |
11,439.0 |
10,460.0 |
979.0 |
9.2% |
218.8 |
2.1% |
16% |
False |
True |
2,536 |
| 40 |
11,439.0 |
9,975.0 |
1,464.0 |
13.8% |
195.5 |
1.8% |
44% |
False |
False |
1,993 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.9% |
203.3 |
1.9% |
61% |
False |
False |
1,470 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.9% |
198.2 |
1.9% |
61% |
False |
False |
1,118 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.1% |
180.0 |
1.7% |
55% |
False |
False |
897 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.4% |
158.0 |
1.5% |
52% |
False |
False |
749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,851.3 |
|
2.618 |
11,418.8 |
|
1.618 |
11,153.8 |
|
1.000 |
10,990.0 |
|
0.618 |
10,888.8 |
|
HIGH |
10,725.0 |
|
0.618 |
10,623.8 |
|
0.500 |
10,592.5 |
|
0.382 |
10,561.2 |
|
LOW |
10,460.0 |
|
0.618 |
10,296.2 |
|
1.000 |
10,195.0 |
|
1.618 |
10,031.2 |
|
2.618 |
9,766.2 |
|
4.250 |
9,333.8 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,610.2 |
10,729.5 |
| PP |
10,601.3 |
10,692.7 |
| S1 |
10,592.5 |
10,655.8 |
|