| 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 |
1,065.4 |
1,070.4 |
5.0 |
0.5% |
1,075.5 |
| High |
1,075.4 |
1,070.5 |
-4.9 |
-0.5% |
1,081.8 |
| Low |
1,064.7 |
1,051.2 |
-13.5 |
-1.3% |
1,053.4 |
| Close |
1,065.1 |
1,055.4 |
-9.7 |
-0.9% |
1,057.8 |
| Range |
10.7 |
19.3 |
8.6 |
80.4% |
28.4 |
| ATR |
13.8 |
14.2 |
0.4 |
2.9% |
0.0 |
| Volume |
1,334 |
1,455 |
121 |
9.1% |
15,153 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,116.9 |
1,105.5 |
1,066.0 |
|
| R3 |
1,097.6 |
1,086.2 |
1,060.7 |
|
| R2 |
1,078.3 |
1,078.3 |
1,058.9 |
|
| R1 |
1,066.9 |
1,066.9 |
1,057.2 |
1,063.0 |
| PP |
1,059.0 |
1,059.0 |
1,059.0 |
1,057.1 |
| S1 |
1,047.6 |
1,047.6 |
1,053.6 |
1,043.7 |
| S2 |
1,039.7 |
1,039.7 |
1,051.9 |
|
| S3 |
1,020.4 |
1,028.3 |
1,050.1 |
|
| S4 |
1,001.1 |
1,009.0 |
1,044.8 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.5 |
1,132.1 |
1,073.4 |
|
| R3 |
1,121.1 |
1,103.7 |
1,065.6 |
|
| R2 |
1,092.7 |
1,092.7 |
1,063.0 |
|
| R1 |
1,075.3 |
1,075.3 |
1,060.4 |
1,069.8 |
| PP |
1,064.3 |
1,064.3 |
1,064.3 |
1,061.6 |
| S1 |
1,046.9 |
1,046.9 |
1,055.2 |
1,041.4 |
| S2 |
1,035.9 |
1,035.9 |
1,052.6 |
|
| S3 |
1,007.5 |
1,018.5 |
1,050.0 |
|
| S4 |
979.1 |
990.1 |
1,042.2 |
|
|
| 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 |
1,051.2 |
29.9 |
2.8% |
15.9 |
1.5% |
14% |
False |
True |
2,059 |
| 10 |
1,088.5 |
1,051.2 |
37.3 |
3.5% |
13.5 |
1.3% |
11% |
False |
True |
2,884 |
| 20 |
1,124.4 |
1,051.2 |
73.2 |
6.9% |
13.1 |
1.2% |
6% |
False |
True |
3,037 |
| 40 |
1,192.4 |
1,051.2 |
141.2 |
13.4% |
13.3 |
1.3% |
3% |
False |
True |
2,010 |
| 60 |
1,192.4 |
1,051.2 |
141.2 |
13.4% |
13.3 |
1.3% |
3% |
False |
True |
1,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,152.5 |
|
2.618 |
1,121.0 |
|
1.618 |
1,101.7 |
|
1.000 |
1,089.8 |
|
0.618 |
1,082.4 |
|
HIGH |
1,070.5 |
|
0.618 |
1,063.1 |
|
0.500 |
1,060.9 |
|
0.382 |
1,058.6 |
|
LOW |
1,051.2 |
|
0.618 |
1,039.3 |
|
1.000 |
1,031.9 |
|
1.618 |
1,020.0 |
|
2.618 |
1,000.7 |
|
4.250 |
969.2 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,060.9 |
1,063.3 |
| PP |
1,059.0 |
1,060.7 |
| S1 |
1,057.2 |
1,058.0 |
|