| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
11,415.0 |
11,314.5 |
-100.5 |
-0.9% |
11,135.0 |
| High |
11,419.0 |
11,334.0 |
-85.0 |
-0.7% |
11,356.0 |
| Low |
11,234.0 |
11,078.5 |
-155.5 |
-1.4% |
10,867.0 |
| Close |
11,266.5 |
11,191.0 |
-75.5 |
-0.7% |
11,294.0 |
| Range |
185.0 |
255.5 |
70.5 |
38.1% |
489.0 |
| ATR |
204.1 |
207.8 |
3.7 |
1.8% |
0.0 |
| Volume |
103,033 |
103,033 |
0 |
0.0% |
346,252 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,967.7 |
11,834.8 |
11,331.5 |
|
| R3 |
11,712.2 |
11,579.3 |
11,261.3 |
|
| R2 |
11,456.7 |
11,456.7 |
11,237.8 |
|
| R1 |
11,323.8 |
11,323.8 |
11,214.4 |
11,262.5 |
| PP |
11,201.2 |
11,201.2 |
11,201.2 |
11,170.5 |
| S1 |
11,068.3 |
11,068.3 |
11,167.6 |
11,007.0 |
| S2 |
10,945.7 |
10,945.7 |
11,144.2 |
|
| S3 |
10,690.2 |
10,812.8 |
11,120.7 |
|
| S4 |
10,434.7 |
10,557.3 |
11,050.5 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,639.3 |
12,455.7 |
11,563.0 |
|
| R3 |
12,150.3 |
11,966.7 |
11,428.5 |
|
| R2 |
11,661.3 |
11,661.3 |
11,383.7 |
|
| R1 |
11,477.7 |
11,477.7 |
11,338.8 |
11,569.5 |
| PP |
11,172.3 |
11,172.3 |
11,172.3 |
11,218.3 |
| S1 |
10,988.7 |
10,988.7 |
11,249.2 |
11,080.5 |
| S2 |
10,683.3 |
10,683.3 |
11,204.4 |
|
| S3 |
10,194.3 |
10,499.7 |
11,159.5 |
|
| S4 |
9,705.3 |
10,010.7 |
11,025.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,433.5 |
10,920.0 |
513.5 |
4.6% |
200.7 |
1.8% |
53% |
False |
False |
89,589 |
| 10 |
11,433.5 |
10,867.0 |
566.5 |
5.1% |
174.4 |
1.6% |
57% |
False |
False |
90,120 |
| 20 |
11,433.5 |
10,482.0 |
951.5 |
8.5% |
193.6 |
1.7% |
75% |
False |
False |
94,741 |
| 40 |
11,433.5 |
9,885.5 |
1,548.0 |
13.8% |
185.0 |
1.7% |
84% |
False |
False |
95,401 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
19.1% |
205.8 |
1.8% |
89% |
False |
False |
98,587 |
| 80 |
11,566.0 |
9,301.0 |
2,265.0 |
20.2% |
221.6 |
2.0% |
83% |
False |
False |
74,356 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.4% |
207.6 |
1.9% |
75% |
False |
False |
59,550 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.4% |
212.7 |
1.9% |
75% |
False |
False |
49,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,419.9 |
|
2.618 |
12,002.9 |
|
1.618 |
11,747.4 |
|
1.000 |
11,589.5 |
|
0.618 |
11,491.9 |
|
HIGH |
11,334.0 |
|
0.618 |
11,236.4 |
|
0.500 |
11,206.3 |
|
0.382 |
11,176.1 |
|
LOW |
11,078.5 |
|
0.618 |
10,920.6 |
|
1.000 |
10,823.0 |
|
1.618 |
10,665.1 |
|
2.618 |
10,409.6 |
|
4.250 |
9,992.6 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,206.3 |
11,256.0 |
| PP |
11,201.2 |
11,234.3 |
| S1 |
11,196.1 |
11,212.7 |
|