| 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 |
19,880 |
19,555 |
-325 |
-1.6% |
19,895 |
| High |
19,985 |
19,750 |
-235 |
-1.2% |
20,045 |
| Low |
19,435 |
19,395 |
-40 |
-0.2% |
19,395 |
| Close |
19,545 |
19,720 |
175 |
0.9% |
19,720 |
| Range |
550 |
355 |
-195 |
-35.5% |
650 |
| ATR |
304 |
307 |
4 |
1.2% |
0 |
| Volume |
26,544 |
20,101 |
-6,443 |
-24.3% |
74,852 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,687 |
20,558 |
19,915 |
|
| R3 |
20,332 |
20,203 |
19,818 |
|
| R2 |
19,977 |
19,977 |
19,785 |
|
| R1 |
19,848 |
19,848 |
19,753 |
19,913 |
| PP |
19,622 |
19,622 |
19,622 |
19,654 |
| S1 |
19,493 |
19,493 |
19,688 |
19,558 |
| S2 |
19,267 |
19,267 |
19,655 |
|
| S3 |
18,912 |
19,138 |
19,623 |
|
| S4 |
18,557 |
18,783 |
19,525 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,670 |
21,345 |
20,078 |
|
| R3 |
21,020 |
20,695 |
19,899 |
|
| R2 |
20,370 |
20,370 |
19,839 |
|
| R1 |
20,045 |
20,045 |
19,780 |
19,883 |
| PP |
19,720 |
19,720 |
19,720 |
19,639 |
| S1 |
19,395 |
19,395 |
19,661 |
19,233 |
| S2 |
19,070 |
19,070 |
19,601 |
|
| S3 |
18,420 |
18,745 |
19,541 |
|
| S4 |
17,770 |
18,095 |
19,363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,045 |
19,395 |
650 |
3.3% |
314 |
1.6% |
50% |
False |
True |
14,970 |
| 10 |
20,060 |
19,395 |
665 |
3.4% |
267 |
1.4% |
49% |
False |
True |
11,721 |
| 20 |
20,060 |
19,200 |
860 |
4.4% |
286 |
1.4% |
60% |
False |
False |
11,562 |
| 40 |
20,060 |
17,730 |
2,330 |
11.8% |
312 |
1.6% |
85% |
False |
False |
11,255 |
| 60 |
20,060 |
16,995 |
3,065 |
15.5% |
370 |
1.9% |
89% |
False |
False |
12,390 |
| 80 |
20,640 |
16,995 |
3,645 |
18.5% |
434 |
2.2% |
75% |
False |
False |
10,617 |
| 100 |
20,880 |
16,995 |
3,885 |
19.7% |
382 |
1.9% |
70% |
False |
False |
8,507 |
| 120 |
20,900 |
16,995 |
3,905 |
19.8% |
349 |
1.8% |
70% |
False |
False |
7,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,259 |
|
2.618 |
20,680 |
|
1.618 |
20,325 |
|
1.000 |
20,105 |
|
0.618 |
19,970 |
|
HIGH |
19,750 |
|
0.618 |
19,615 |
|
0.500 |
19,573 |
|
0.382 |
19,531 |
|
LOW |
19,395 |
|
0.618 |
19,176 |
|
1.000 |
19,040 |
|
1.618 |
18,821 |
|
2.618 |
18,466 |
|
4.250 |
17,886 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,671 |
19,715 |
| PP |
19,622 |
19,710 |
| S1 |
19,573 |
19,705 |
|