| 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 |
19,720 |
19,740 |
20 |
0.1% |
19,895 |
| High |
19,840 |
19,775 |
-65 |
-0.3% |
20,045 |
| Low |
19,625 |
19,240 |
-385 |
-2.0% |
19,395 |
| Close |
19,740 |
19,395 |
-345 |
-1.7% |
19,720 |
| Range |
215 |
535 |
320 |
148.8% |
650 |
| ATR |
301 |
318 |
17 |
5.6% |
0 |
| Volume |
47,559 |
35,201 |
-12,358 |
-26.0% |
74,852 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,075 |
20,770 |
19,689 |
|
| R3 |
20,540 |
20,235 |
19,542 |
|
| R2 |
20,005 |
20,005 |
19,493 |
|
| R1 |
19,700 |
19,700 |
19,444 |
19,585 |
| PP |
19,470 |
19,470 |
19,470 |
19,413 |
| S1 |
19,165 |
19,165 |
19,346 |
19,050 |
| S2 |
18,935 |
18,935 |
19,297 |
|
| S3 |
18,400 |
18,630 |
19,248 |
|
| S4 |
17,865 |
18,095 |
19,101 |
|
|
| 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 |
20,015 |
19,240 |
775 |
4.0% |
374 |
1.9% |
20% |
False |
True |
27,457 |
| 10 |
20,045 |
19,240 |
805 |
4.2% |
292 |
1.5% |
19% |
False |
True |
18,759 |
| 20 |
20,060 |
19,240 |
820 |
4.2% |
289 |
1.5% |
19% |
False |
True |
14,231 |
| 40 |
20,060 |
17,730 |
2,330 |
12.0% |
319 |
1.6% |
71% |
False |
False |
12,944 |
| 60 |
20,060 |
16,995 |
3,065 |
15.8% |
368 |
1.9% |
78% |
False |
False |
13,254 |
| 80 |
20,640 |
16,995 |
3,645 |
18.8% |
439 |
2.3% |
66% |
False |
False |
11,650 |
| 100 |
20,880 |
16,995 |
3,885 |
20.0% |
388 |
2.0% |
62% |
False |
False |
9,334 |
| 120 |
20,900 |
16,995 |
3,905 |
20.1% |
353 |
1.8% |
61% |
False |
False |
7,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,049 |
|
2.618 |
21,176 |
|
1.618 |
20,641 |
|
1.000 |
20,310 |
|
0.618 |
20,106 |
|
HIGH |
19,775 |
|
0.618 |
19,571 |
|
0.500 |
19,508 |
|
0.382 |
19,444 |
|
LOW |
19,240 |
|
0.618 |
18,909 |
|
1.000 |
18,705 |
|
1.618 |
18,374 |
|
2.618 |
17,839 |
|
4.250 |
16,966 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,508 |
19,540 |
| PP |
19,470 |
19,492 |
| S1 |
19,433 |
19,443 |
|