| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.71 |
2,080.71 |
-21.00 |
-1.0% |
2,089.41 |
| High |
2,104.27 |
2,085.00 |
-19.27 |
-0.9% |
2,095.61 |
| Low |
2,077.11 |
2,042.35 |
-34.76 |
-1.7% |
2,070.29 |
| Close |
2,079.51 |
2,049.62 |
-29.89 |
-1.4% |
2,090.11 |
| Range |
27.16 |
42.65 |
15.49 |
57.0% |
25.32 |
| ATR |
19.97 |
21.59 |
1.62 |
8.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.94 |
2,160.93 |
2,073.08 |
|
| R3 |
2,144.29 |
2,118.28 |
2,061.35 |
|
| R2 |
2,101.64 |
2,101.64 |
2,057.44 |
|
| R1 |
2,075.63 |
2,075.63 |
2,053.53 |
2,067.31 |
| PP |
2,058.99 |
2,058.99 |
2,058.99 |
2,054.83 |
| S1 |
2,032.98 |
2,032.98 |
2,045.71 |
2,024.66 |
| S2 |
2,016.34 |
2,016.34 |
2,041.80 |
|
| S3 |
1,973.69 |
1,990.33 |
2,037.89 |
|
| S4 |
1,931.04 |
1,947.68 |
2,026.16 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.30 |
2,151.02 |
2,104.04 |
|
| R3 |
2,135.98 |
2,125.70 |
2,097.07 |
|
| R2 |
2,110.66 |
2,110.66 |
2,094.75 |
|
| R1 |
2,100.38 |
2,100.38 |
2,092.43 |
2,105.52 |
| PP |
2,085.34 |
2,085.34 |
2,085.34 |
2,087.91 |
| S1 |
2,075.06 |
2,075.06 |
2,087.79 |
2,080.20 |
| S2 |
2,060.02 |
2,060.02 |
2,085.47 |
|
| S3 |
2,034.70 |
2,049.74 |
2,083.15 |
|
| S4 |
2,009.38 |
2,024.42 |
2,076.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,104.27 |
2,042.35 |
61.92 |
3.0% |
22.56 |
1.1% |
12% |
False |
True |
|
| 10 |
2,104.27 |
2,042.35 |
61.92 |
3.0% |
17.98 |
0.9% |
12% |
False |
True |
|
| 20 |
2,108.78 |
2,019.39 |
89.39 |
4.4% |
20.39 |
1.0% |
34% |
False |
False |
|
| 40 |
2,116.48 |
1,987.53 |
128.95 |
6.3% |
19.30 |
0.9% |
48% |
False |
False |
|
| 60 |
2,116.48 |
1,871.91 |
244.57 |
11.9% |
22.66 |
1.1% |
73% |
False |
False |
|
| 80 |
2,116.48 |
1,867.01 |
249.47 |
12.2% |
26.94 |
1.3% |
73% |
False |
False |
|
| 100 |
2,132.82 |
1,867.01 |
265.81 |
13.0% |
24.84 |
1.2% |
69% |
False |
False |
|
| 120 |
2,132.82 |
1,867.01 |
265.81 |
13.0% |
24.12 |
1.2% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,266.26 |
|
2.618 |
2,196.66 |
|
1.618 |
2,154.01 |
|
1.000 |
2,127.65 |
|
0.618 |
2,111.36 |
|
HIGH |
2,085.00 |
|
0.618 |
2,068.71 |
|
0.500 |
2,063.68 |
|
0.382 |
2,058.64 |
|
LOW |
2,042.35 |
|
0.618 |
2,015.99 |
|
1.000 |
1,999.70 |
|
1.618 |
1,973.34 |
|
2.618 |
1,930.69 |
|
4.250 |
1,861.09 |
|
|