| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,084.9 |
1,071.0 |
-13.9 |
-1.3% |
1,056.5 |
| High |
1,086.5 |
1,078.4 |
-8.1 |
-0.7% |
1,088.8 |
| Low |
1,067.4 |
1,069.6 |
2.2 |
0.2% |
1,046.2 |
| Close |
1,076.4 |
1,076.3 |
-0.1 |
0.0% |
1,084.5 |
| Range |
19.1 |
8.8 |
-10.3 |
-53.9% |
42.6 |
| ATR |
17.0 |
16.4 |
-0.6 |
-3.4% |
0.0 |
| Volume |
656 |
306 |
-350 |
-53.4% |
10,595 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,101.2 |
1,097.5 |
1,081.1 |
|
| R3 |
1,092.4 |
1,088.7 |
1,078.7 |
|
| R2 |
1,083.6 |
1,083.6 |
1,077.9 |
|
| R1 |
1,079.9 |
1,079.9 |
1,077.1 |
1,081.8 |
| PP |
1,074.8 |
1,074.8 |
1,074.8 |
1,075.7 |
| S1 |
1,071.1 |
1,071.1 |
1,075.5 |
1,073.0 |
| S2 |
1,066.0 |
1,066.0 |
1,074.7 |
|
| S3 |
1,057.2 |
1,062.3 |
1,073.9 |
|
| S4 |
1,048.4 |
1,053.5 |
1,071.5 |
|
|
| 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% |
19.3 |
1.8% |
71% |
False |
False |
703 |
| 10 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
17.2 |
1.6% |
71% |
False |
False |
37,088 |
| 20 |
1,097.4 |
1,046.2 |
51.2 |
4.8% |
15.6 |
1.4% |
59% |
False |
False |
101,336 |
| 40 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.6 |
1.5% |
21% |
False |
False |
121,040 |
| 60 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.9 |
1.5% |
21% |
False |
False |
123,588 |
| 80 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.9 |
1.5% |
21% |
False |
False |
129,085 |
| 100 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
16.3 |
1.5% |
21% |
False |
False |
124,989 |
| 120 |
1,206.0 |
1,046.2 |
159.8 |
14.8% |
15.6 |
1.4% |
19% |
False |
False |
105,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,115.8 |
|
2.618 |
1,101.4 |
|
1.618 |
1,092.6 |
|
1.000 |
1,087.2 |
|
0.618 |
1,083.8 |
|
HIGH |
1,078.4 |
|
0.618 |
1,075.0 |
|
0.500 |
1,074.0 |
|
0.382 |
1,073.0 |
|
LOW |
1,069.6 |
|
0.618 |
1,064.2 |
|
1.000 |
1,060.8 |
|
1.618 |
1,055.4 |
|
2.618 |
1,046.6 |
|
4.250 |
1,032.2 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.5 |
1,075.5 |
| PP |
1,074.8 |
1,074.6 |
| S1 |
1,074.0 |
1,073.8 |
|