| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,063.7 |
1,086.1 |
22.4 |
2.1% |
1,057.6 |
| High |
1,088.8 |
1,086.2 |
-2.6 |
-0.2% |
1,088.8 |
| Low |
1,058.4 |
1,065.7 |
7.3 |
0.7% |
1,046.6 |
| Close |
1,084.8 |
1,075.9 |
-8.9 |
-0.8% |
1,084.8 |
| Range |
30.4 |
20.5 |
-9.9 |
-32.6% |
42.2 |
| ATR |
15.9 |
16.2 |
0.3 |
2.1% |
0.0 |
| Volume |
4,429 |
3,396 |
-1,033 |
-23.3% |
18,880 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,137.4 |
1,127.2 |
1,087.2 |
|
| R3 |
1,116.9 |
1,106.7 |
1,081.5 |
|
| R2 |
1,096.4 |
1,096.4 |
1,079.7 |
|
| R1 |
1,086.2 |
1,086.2 |
1,077.8 |
1,081.1 |
| PP |
1,075.9 |
1,075.9 |
1,075.9 |
1,073.4 |
| S1 |
1,065.7 |
1,065.7 |
1,074.0 |
1,060.6 |
| S2 |
1,055.4 |
1,055.4 |
1,072.1 |
|
| S3 |
1,034.9 |
1,045.2 |
1,070.3 |
|
| S4 |
1,014.4 |
1,024.7 |
1,064.6 |
|
|
| 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% |
20.3 |
1.9% |
69% |
False |
False |
3,917 |
| 10 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
17.3 |
1.6% |
69% |
False |
False |
6,595 |
| 20 |
1,097.5 |
1,046.6 |
50.9 |
4.7% |
14.6 |
1.4% |
58% |
False |
False |
5,209 |
| 40 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.2 |
1.3% |
20% |
False |
False |
3,395 |
| 60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.7 |
1.3% |
20% |
False |
False |
2,707 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.9 |
1.2% |
20% |
False |
False |
2,308 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.3 |
1.1% |
20% |
False |
False |
2,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.3 |
|
2.618 |
1,139.9 |
|
1.618 |
1,119.4 |
|
1.000 |
1,106.7 |
|
0.618 |
1,098.9 |
|
HIGH |
1,086.2 |
|
0.618 |
1,078.4 |
|
0.500 |
1,076.0 |
|
0.382 |
1,073.5 |
|
LOW |
1,065.7 |
|
0.618 |
1,053.0 |
|
1.000 |
1,045.2 |
|
1.618 |
1,032.5 |
|
2.618 |
1,012.0 |
|
4.250 |
978.6 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,076.0 |
1,073.2 |
| PP |
1,075.9 |
1,070.4 |
| S1 |
1,075.9 |
1,067.7 |
|