| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,053.8 |
1,063.7 |
9.9 |
0.9% |
1,057.6 |
| High |
1,065.0 |
1,088.8 |
23.8 |
2.2% |
1,088.8 |
| Low |
1,046.6 |
1,058.4 |
11.8 |
1.1% |
1,046.6 |
| Close |
1,061.9 |
1,084.8 |
22.9 |
2.2% |
1,084.8 |
| Range |
18.4 |
30.4 |
12.0 |
65.2% |
42.2 |
| ATR |
14.7 |
15.9 |
1.1 |
7.6% |
0.0 |
| Volume |
5,417 |
4,429 |
-988 |
-18.2% |
18,880 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,168.5 |
1,157.1 |
1,101.5 |
|
| R3 |
1,138.1 |
1,126.7 |
1,093.2 |
|
| R2 |
1,107.7 |
1,107.7 |
1,090.4 |
|
| R1 |
1,096.3 |
1,096.3 |
1,087.6 |
1,102.0 |
| PP |
1,077.3 |
1,077.3 |
1,077.3 |
1,080.2 |
| S1 |
1,065.9 |
1,065.9 |
1,082.0 |
1,071.6 |
| S2 |
1,046.9 |
1,046.9 |
1,079.2 |
|
| S3 |
1,016.5 |
1,035.5 |
1,076.4 |
|
| S4 |
986.1 |
1,005.1 |
1,068.1 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.0 |
1,184.6 |
1,108.0 |
|
| R3 |
1,157.8 |
1,142.4 |
1,096.4 |
|
| R2 |
1,115.6 |
1,115.6 |
1,092.5 |
|
| R1 |
1,100.2 |
1,100.2 |
1,088.7 |
1,107.9 |
| PP |
1,073.4 |
1,073.4 |
1,073.4 |
1,077.3 |
| S1 |
1,058.0 |
1,058.0 |
1,080.9 |
1,065.7 |
| S2 |
1,031.2 |
1,031.2 |
1,077.1 |
|
| S3 |
989.0 |
1,015.8 |
1,073.2 |
|
| S4 |
946.8 |
973.6 |
1,061.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
19.5 |
1.8% |
91% |
True |
False |
3,776 |
| 10 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
16.5 |
1.5% |
91% |
True |
False |
6,820 |
| 20 |
1,110.0 |
1,046.6 |
63.4 |
5.8% |
14.7 |
1.4% |
60% |
False |
False |
5,327 |
| 40 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
14.2 |
1.3% |
26% |
False |
False |
3,347 |
| 60 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
13.5 |
1.2% |
26% |
False |
False |
2,672 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
12.8 |
1.2% |
26% |
False |
False |
2,285 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
12.1 |
1.1% |
26% |
False |
False |
2,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,218.0 |
|
2.618 |
1,168.4 |
|
1.618 |
1,138.0 |
|
1.000 |
1,119.2 |
|
0.618 |
1,107.6 |
|
HIGH |
1,088.8 |
|
0.618 |
1,077.2 |
|
0.500 |
1,073.6 |
|
0.382 |
1,070.0 |
|
LOW |
1,058.4 |
|
0.618 |
1,039.6 |
|
1.000 |
1,028.0 |
|
1.618 |
1,009.2 |
|
2.618 |
978.8 |
|
4.250 |
929.2 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,081.1 |
1,079.1 |
| PP |
1,077.3 |
1,073.4 |
| S1 |
1,073.6 |
1,067.7 |
|