| 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 |
1,063.0 |
1,084.9 |
21.9 |
2.1% |
1,056.5 |
| High |
1,088.8 |
1,086.5 |
-2.3 |
-0.2% |
1,088.8 |
| Low |
1,058.7 |
1,067.4 |
8.7 |
0.8% |
1,046.2 |
| Close |
1,084.5 |
1,076.4 |
-8.1 |
-0.7% |
1,084.5 |
| Range |
30.1 |
19.1 |
-11.0 |
-36.5% |
42.6 |
| ATR |
16.8 |
17.0 |
0.2 |
1.0% |
0.0 |
| Volume |
889 |
656 |
-233 |
-26.2% |
10,595 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.1 |
1,124.3 |
1,086.9 |
|
| R3 |
1,115.0 |
1,105.2 |
1,081.7 |
|
| R2 |
1,095.9 |
1,095.9 |
1,079.9 |
|
| R1 |
1,086.1 |
1,086.1 |
1,078.2 |
1,081.5 |
| PP |
1,076.8 |
1,076.8 |
1,076.8 |
1,074.4 |
| S1 |
1,067.0 |
1,067.0 |
1,074.6 |
1,062.4 |
| S2 |
1,057.7 |
1,057.7 |
1,072.9 |
|
| S3 |
1,038.6 |
1,047.9 |
1,071.1 |
|
| S4 |
1,019.5 |
1,028.8 |
1,065.9 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.0 |
1,185.3 |
1,107.9 |
|
| R3 |
1,158.4 |
1,142.7 |
1,096.2 |
|
| R2 |
1,115.8 |
1,115.8 |
1,092.3 |
|
| R1 |
1,100.1 |
1,100.1 |
1,088.4 |
1,108.0 |
| PP |
1,073.2 |
1,073.2 |
1,073.2 |
1,077.1 |
| S1 |
1,057.5 |
1,057.5 |
1,080.6 |
1,065.4 |
| S2 |
1,030.6 |
1,030.6 |
1,076.7 |
|
| S3 |
988.0 |
1,014.9 |
1,072.8 |
|
| S4 |
945.4 |
972.3 |
1,061.1 |
|
|
| 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 |
1,046.2 |
42.6 |
4.0% |
19.7 |
1.8% |
71% |
False |
False |
1,330 |
| 10 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
17.5 |
1.6% |
71% |
False |
False |
54,867 |
| 20 |
1,097.4 |
1,046.2 |
51.2 |
4.8% |
15.5 |
1.4% |
59% |
False |
False |
108,415 |
| 40 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.8 |
1.5% |
21% |
False |
False |
123,827 |
| 60 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.8 |
1.5% |
21% |
False |
False |
124,819 |
| 80 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.9 |
1.5% |
21% |
False |
False |
130,359 |
| 100 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
16.4 |
1.5% |
21% |
False |
False |
125,226 |
| 120 |
1,207.3 |
1,046.2 |
161.1 |
15.0% |
15.7 |
1.5% |
19% |
False |
False |
105,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.7 |
|
2.618 |
1,136.5 |
|
1.618 |
1,117.4 |
|
1.000 |
1,105.6 |
|
0.618 |
1,098.3 |
|
HIGH |
1,086.5 |
|
0.618 |
1,079.2 |
|
0.500 |
1,077.0 |
|
0.382 |
1,074.7 |
|
LOW |
1,067.4 |
|
0.618 |
1,055.6 |
|
1.000 |
1,048.3 |
|
1.618 |
1,036.5 |
|
2.618 |
1,017.4 |
|
4.250 |
986.2 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,077.0 |
1,073.4 |
| PP |
1,076.8 |
1,070.5 |
| S1 |
1,076.6 |
1,067.5 |
|