| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,057.6 |
1,064.8 |
7.2 |
0.7% |
1,076.2 |
| High |
1,069.6 |
1,074.6 |
5.0 |
0.5% |
1,081.1 |
| Low |
1,053.0 |
1,063.6 |
10.6 |
1.0% |
1,052.5 |
| Close |
1,066.0 |
1,064.2 |
-1.8 |
-0.2% |
1,056.9 |
| Range |
16.6 |
11.0 |
-5.6 |
-33.7% |
28.6 |
| ATR |
14.2 |
13.9 |
-0.2 |
-1.6% |
0.0 |
| Volume |
2,691 |
3,585 |
894 |
33.2% |
43,683 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,100.5 |
1,093.3 |
1,070.3 |
|
| R3 |
1,089.5 |
1,082.3 |
1,067.2 |
|
| R2 |
1,078.5 |
1,078.5 |
1,066.2 |
|
| R1 |
1,071.3 |
1,071.3 |
1,065.2 |
1,069.4 |
| PP |
1,067.5 |
1,067.5 |
1,067.5 |
1,066.5 |
| S1 |
1,060.3 |
1,060.3 |
1,063.2 |
1,058.4 |
| S2 |
1,056.5 |
1,056.5 |
1,062.2 |
|
| S3 |
1,045.5 |
1,049.3 |
1,061.2 |
|
| S4 |
1,034.5 |
1,038.3 |
1,058.2 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.3 |
1,131.7 |
1,072.6 |
|
| R3 |
1,120.7 |
1,103.1 |
1,064.8 |
|
| R2 |
1,092.1 |
1,092.1 |
1,062.1 |
|
| R1 |
1,074.5 |
1,074.5 |
1,059.5 |
1,069.0 |
| PP |
1,063.5 |
1,063.5 |
1,063.5 |
1,060.8 |
| S1 |
1,045.9 |
1,045.9 |
1,054.3 |
1,040.4 |
| S2 |
1,034.9 |
1,034.9 |
1,051.7 |
|
| S3 |
1,006.3 |
1,017.3 |
1,049.0 |
|
| S4 |
977.7 |
988.7 |
1,041.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,081.1 |
1,052.5 |
28.6 |
2.7% |
14.7 |
1.4% |
41% |
False |
False |
8,530 |
| 10 |
1,088.0 |
1,052.5 |
35.5 |
3.3% |
14.1 |
1.3% |
33% |
False |
False |
6,494 |
| 20 |
1,137.1 |
1,052.5 |
84.6 |
7.9% |
13.5 |
1.3% |
14% |
False |
False |
5,025 |
| 40 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
13.3 |
1.3% |
8% |
False |
False |
3,227 |
| 60 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
12.9 |
1.2% |
8% |
False |
False |
2,537 |
| 80 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
12.4 |
1.2% |
8% |
False |
False |
2,158 |
| 100 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
11.5 |
1.1% |
8% |
False |
False |
1,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,121.4 |
|
2.618 |
1,103.4 |
|
1.618 |
1,092.4 |
|
1.000 |
1,085.6 |
|
0.618 |
1,081.4 |
|
HIGH |
1,074.6 |
|
0.618 |
1,070.4 |
|
0.500 |
1,069.1 |
|
0.382 |
1,067.8 |
|
LOW |
1,063.6 |
|
0.618 |
1,056.8 |
|
1.000 |
1,052.6 |
|
1.618 |
1,045.8 |
|
2.618 |
1,034.8 |
|
4.250 |
1,016.9 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,069.1 |
1,064.0 |
| PP |
1,067.5 |
1,063.8 |
| S1 |
1,065.8 |
1,063.6 |
|