| 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 |
17,741.57 |
17,482.68 |
-258.89 |
-1.5% |
17,802.84 |
| High |
17,780.59 |
17,866.47 |
85.88 |
0.5% |
17,901.58 |
| Low |
17,425.56 |
17,482.68 |
57.12 |
0.3% |
17,425.56 |
| Close |
17,477.67 |
17,847.63 |
369.96 |
2.1% |
17,847.63 |
| Range |
355.03 |
383.79 |
28.76 |
8.1% |
476.02 |
| ATR |
176.86 |
192.00 |
15.14 |
8.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,883.63 |
18,749.42 |
18,058.71 |
|
| R3 |
18,499.84 |
18,365.63 |
17,953.17 |
|
| R2 |
18,116.05 |
18,116.05 |
17,917.99 |
|
| R1 |
17,981.84 |
17,981.84 |
17,882.81 |
18,048.95 |
| PP |
17,732.26 |
17,732.26 |
17,732.26 |
17,765.81 |
| S1 |
17,598.05 |
17,598.05 |
17,812.45 |
17,665.16 |
| S2 |
17,348.47 |
17,348.47 |
17,777.27 |
|
| S3 |
16,964.68 |
17,214.26 |
17,742.09 |
|
| S4 |
16,580.89 |
16,830.47 |
17,636.55 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,152.98 |
18,976.33 |
18,109.44 |
|
| R3 |
18,676.96 |
18,500.31 |
17,978.54 |
|
| R2 |
18,200.94 |
18,200.94 |
17,934.90 |
|
| R1 |
18,024.29 |
18,024.29 |
17,891.27 |
18,112.62 |
| PP |
17,724.92 |
17,724.92 |
17,724.92 |
17,769.09 |
| S1 |
17,548.27 |
17,548.27 |
17,803.99 |
17,636.60 |
| S2 |
17,248.90 |
17,248.90 |
17,760.36 |
|
| S3 |
16,772.88 |
17,072.25 |
17,716.72 |
|
| S4 |
16,296.86 |
16,596.23 |
17,585.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,901.58 |
17,425.56 |
476.02 |
2.7% |
245.09 |
1.4% |
89% |
False |
False |
|
| 10 |
17,914.34 |
17,425.56 |
488.78 |
2.7% |
183.69 |
1.0% |
86% |
False |
False |
|
| 20 |
17,914.34 |
17,210.43 |
703.91 |
3.9% |
183.07 |
1.0% |
91% |
False |
False |
|
| 40 |
17,977.85 |
16,887.67 |
1,090.18 |
6.1% |
166.05 |
0.9% |
88% |
False |
False |
|
| 60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
190.09 |
1.1% |
94% |
False |
False |
|
| 80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
232.84 |
1.3% |
95% |
False |
False |
|
| 100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
219.42 |
1.2% |
90% |
False |
False |
|
| 120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
212.72 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,497.58 |
|
2.618 |
18,871.23 |
|
1.618 |
18,487.44 |
|
1.000 |
18,250.26 |
|
0.618 |
18,103.65 |
|
HIGH |
17,866.47 |
|
0.618 |
17,719.86 |
|
0.500 |
17,674.58 |
|
0.382 |
17,629.29 |
|
LOW |
17,482.68 |
|
0.618 |
17,245.50 |
|
1.000 |
17,098.89 |
|
1.618 |
16,861.71 |
|
2.618 |
16,477.92 |
|
4.250 |
15,851.57 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,789.95 |
17,786.28 |
| PP |
17,732.26 |
17,724.92 |
| S1 |
17,674.58 |
17,663.57 |
|