| 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 |
4,616.00 |
4,721.25 |
105.25 |
2.3% |
4,685.50 |
| High |
4,723.25 |
4,730.00 |
6.75 |
0.1% |
4,739.50 |
| Low |
4,603.00 |
4,670.50 |
67.50 |
1.5% |
4,579.00 |
| Close |
4,713.25 |
4,701.00 |
-12.25 |
-0.3% |
4,713.25 |
| Range |
120.25 |
59.50 |
-60.75 |
-50.5% |
160.50 |
| ATR |
69.76 |
69.03 |
-0.73 |
-1.1% |
0.00 |
| Volume |
305,073 |
224,657 |
-80,416 |
-26.4% |
1,324,606 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,879.00 |
4,849.50 |
4,733.75 |
|
| R3 |
4,819.50 |
4,790.00 |
4,717.25 |
|
| R2 |
4,760.00 |
4,760.00 |
4,712.00 |
|
| R1 |
4,730.50 |
4,730.50 |
4,706.50 |
4,715.50 |
| PP |
4,700.50 |
4,700.50 |
4,700.50 |
4,693.00 |
| S1 |
4,671.00 |
4,671.00 |
4,695.50 |
4,656.00 |
| S2 |
4,641.00 |
4,641.00 |
4,690.00 |
|
| S3 |
4,581.50 |
4,611.50 |
4,684.75 |
|
| S4 |
4,522.00 |
4,552.00 |
4,668.25 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,158.75 |
5,096.50 |
4,801.50 |
|
| R3 |
4,998.25 |
4,936.00 |
4,757.50 |
|
| R2 |
4,837.75 |
4,837.75 |
4,742.75 |
|
| R1 |
4,775.50 |
4,775.50 |
4,728.00 |
4,806.50 |
| PP |
4,677.25 |
4,677.25 |
4,677.25 |
4,692.75 |
| S1 |
4,615.00 |
4,615.00 |
4,698.50 |
4,646.00 |
| S2 |
4,516.75 |
4,516.75 |
4,683.75 |
|
| S3 |
4,356.25 |
4,454.50 |
4,669.00 |
|
| S4 |
4,195.75 |
4,294.00 |
4,625.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,739.50 |
4,579.00 |
160.50 |
3.4% |
86.50 |
1.8% |
76% |
False |
False |
273,899 |
| 10 |
4,739.50 |
4,579.00 |
160.50 |
3.4% |
66.00 |
1.4% |
76% |
False |
False |
216,781 |
| 20 |
4,739.50 |
4,455.00 |
284.50 |
6.1% |
67.75 |
1.4% |
86% |
False |
False |
234,488 |
| 40 |
4,739.50 |
4,317.50 |
422.00 |
9.0% |
62.75 |
1.3% |
91% |
False |
False |
235,841 |
| 60 |
4,739.50 |
4,040.75 |
698.75 |
14.9% |
72.25 |
1.5% |
94% |
False |
False |
259,037 |
| 80 |
4,739.50 |
3,901.00 |
838.50 |
17.8% |
83.75 |
1.8% |
95% |
False |
False |
199,014 |
| 100 |
4,739.50 |
3,901.00 |
838.50 |
17.8% |
78.75 |
1.7% |
95% |
False |
False |
159,252 |
| 120 |
4,739.50 |
3,901.00 |
838.50 |
17.8% |
74.50 |
1.6% |
95% |
False |
False |
132,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,983.00 |
|
2.618 |
4,885.75 |
|
1.618 |
4,826.25 |
|
1.000 |
4,789.50 |
|
0.618 |
4,766.75 |
|
HIGH |
4,730.00 |
|
0.618 |
4,707.25 |
|
0.500 |
4,700.25 |
|
0.382 |
4,693.25 |
|
LOW |
4,670.50 |
|
0.618 |
4,633.75 |
|
1.000 |
4,611.00 |
|
1.618 |
4,574.25 |
|
2.618 |
4,514.75 |
|
4.250 |
4,417.50 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,700.75 |
4,685.50 |
| PP |
4,700.50 |
4,670.00 |
| S1 |
4,700.25 |
4,654.50 |
|