| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,064.8 |
1,070.0 |
5.2 |
0.5% |
1,076.2 |
| High |
1,074.6 |
1,071.3 |
-3.3 |
-0.3% |
1,081.1 |
| Low |
1,063.6 |
1,050.2 |
-13.4 |
-1.3% |
1,052.5 |
| Close |
1,064.2 |
1,054.5 |
-9.7 |
-0.9% |
1,056.9 |
| Range |
11.0 |
21.1 |
10.1 |
91.8% |
28.6 |
| ATR |
13.9 |
14.5 |
0.5 |
3.7% |
0.0 |
| Volume |
3,585 |
2,758 |
-827 |
-23.1% |
43,683 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.0 |
1,109.3 |
1,066.1 |
|
| R3 |
1,100.9 |
1,088.2 |
1,060.3 |
|
| R2 |
1,079.8 |
1,079.8 |
1,058.4 |
|
| R1 |
1,067.1 |
1,067.1 |
1,056.4 |
1,062.9 |
| PP |
1,058.7 |
1,058.7 |
1,058.7 |
1,056.6 |
| S1 |
1,046.0 |
1,046.0 |
1,052.6 |
1,041.8 |
| S2 |
1,037.6 |
1,037.6 |
1,050.6 |
|
| S3 |
1,016.5 |
1,024.9 |
1,048.7 |
|
| S4 |
995.4 |
1,003.8 |
1,042.9 |
|
|
| 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 |
1,080.5 |
1,050.2 |
30.3 |
2.9% |
16.5 |
1.6% |
14% |
False |
True |
5,195 |
| 10 |
1,088.0 |
1,050.2 |
37.8 |
3.6% |
14.4 |
1.4% |
11% |
False |
True |
6,441 |
| 20 |
1,123.4 |
1,050.2 |
73.2 |
6.9% |
13.5 |
1.3% |
6% |
False |
True |
5,054 |
| 40 |
1,191.9 |
1,050.2 |
141.7 |
13.4% |
13.5 |
1.3% |
3% |
False |
True |
3,194 |
| 60 |
1,191.9 |
1,050.2 |
141.7 |
13.4% |
13.2 |
1.2% |
3% |
False |
True |
2,565 |
| 80 |
1,191.9 |
1,050.2 |
141.7 |
13.4% |
12.5 |
1.2% |
3% |
False |
True |
2,184 |
| 100 |
1,191.9 |
1,050.2 |
141.7 |
13.4% |
11.7 |
1.1% |
3% |
False |
True |
1,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,161.0 |
|
2.618 |
1,126.5 |
|
1.618 |
1,105.4 |
|
1.000 |
1,092.4 |
|
0.618 |
1,084.3 |
|
HIGH |
1,071.3 |
|
0.618 |
1,063.2 |
|
0.500 |
1,060.8 |
|
0.382 |
1,058.3 |
|
LOW |
1,050.2 |
|
0.618 |
1,037.2 |
|
1.000 |
1,029.1 |
|
1.618 |
1,016.1 |
|
2.618 |
995.0 |
|
4.250 |
960.5 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,060.8 |
1,062.4 |
| PP |
1,058.7 |
1,059.8 |
| S1 |
1,056.6 |
1,057.1 |
|