| 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 |
1,070.4 |
1,075.0 |
4.6 |
0.4% |
1,057.6 |
| High |
1,078.9 |
1,085.3 |
6.4 |
0.6% |
1,088.8 |
| Low |
1,068.4 |
1,069.9 |
1.5 |
0.1% |
1,046.6 |
| Close |
1,076.0 |
1,077.2 |
1.2 |
0.1% |
1,084.8 |
| Range |
10.5 |
15.4 |
4.9 |
46.7% |
42.2 |
| ATR |
15.8 |
15.8 |
0.0 |
-0.2% |
0.0 |
| Volume |
3,655 |
2,359 |
-1,296 |
-35.5% |
18,880 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.7 |
1,115.8 |
1,085.7 |
|
| R3 |
1,108.3 |
1,100.4 |
1,081.4 |
|
| R2 |
1,092.9 |
1,092.9 |
1,080.0 |
|
| R1 |
1,085.0 |
1,085.0 |
1,078.6 |
1,089.0 |
| PP |
1,077.5 |
1,077.5 |
1,077.5 |
1,079.4 |
| S1 |
1,069.6 |
1,069.6 |
1,075.8 |
1,073.6 |
| S2 |
1,062.1 |
1,062.1 |
1,074.4 |
|
| S3 |
1,046.7 |
1,054.2 |
1,073.0 |
|
| S4 |
1,031.3 |
1,038.8 |
1,068.7 |
|
|
| 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% |
19.0 |
1.8% |
73% |
False |
False |
3,851 |
| 10 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
17.8 |
1.7% |
73% |
False |
False |
4,523 |
| 20 |
1,097.5 |
1,046.6 |
50.9 |
4.7% |
15.2 |
1.4% |
60% |
False |
False |
5,136 |
| 40 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.2 |
1.3% |
21% |
False |
False |
3,491 |
| 60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.0 |
1.3% |
21% |
False |
False |
2,788 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.1 |
1.2% |
21% |
False |
False |
2,371 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.4 |
1.1% |
21% |
False |
False |
2,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.8 |
|
2.618 |
1,125.6 |
|
1.618 |
1,110.2 |
|
1.000 |
1,100.7 |
|
0.618 |
1,094.8 |
|
HIGH |
1,085.3 |
|
0.618 |
1,079.4 |
|
0.500 |
1,077.6 |
|
0.382 |
1,075.8 |
|
LOW |
1,069.9 |
|
0.618 |
1,060.4 |
|
1.000 |
1,054.5 |
|
1.618 |
1,045.0 |
|
2.618 |
1,029.6 |
|
4.250 |
1,004.5 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,077.6 |
1,076.8 |
| PP |
1,077.5 |
1,076.4 |
| S1 |
1,077.3 |
1,076.0 |
|