| 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 |
1,064.6 |
1,067.9 |
3.3 |
0.3% |
1,072.7 |
| High |
1,074.0 |
1,071.0 |
-3.0 |
-0.3% |
1,080.5 |
| Low |
1,062.6 |
1,049.4 |
-13.2 |
-1.2% |
1,051.6 |
| Close |
1,063.5 |
1,053.8 |
-9.7 |
-0.9% |
1,056.2 |
| Range |
11.4 |
21.6 |
10.2 |
89.5% |
28.9 |
| ATR |
14.8 |
15.3 |
0.5 |
3.3% |
0.0 |
| Volume |
121,567 |
124,024 |
2,457 |
2.0% |
428,116 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.9 |
1,109.9 |
1,065.7 |
|
| R3 |
1,101.3 |
1,088.3 |
1,059.7 |
|
| R2 |
1,079.7 |
1,079.7 |
1,057.8 |
|
| R1 |
1,066.7 |
1,066.7 |
1,055.8 |
1,062.4 |
| PP |
1,058.1 |
1,058.1 |
1,058.1 |
1,055.9 |
| S1 |
1,045.1 |
1,045.1 |
1,051.8 |
1,040.8 |
| S2 |
1,036.5 |
1,036.5 |
1,049.8 |
|
| S3 |
1,014.9 |
1,023.5 |
1,047.9 |
|
| S4 |
993.3 |
1,001.9 |
1,041.9 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.5 |
1,131.7 |
1,072.1 |
|
| R3 |
1,120.6 |
1,102.8 |
1,064.1 |
|
| R2 |
1,091.7 |
1,091.7 |
1,061.5 |
|
| R1 |
1,073.9 |
1,073.9 |
1,058.8 |
1,068.4 |
| PP |
1,062.8 |
1,062.8 |
1,062.8 |
1,060.0 |
| S1 |
1,045.0 |
1,045.0 |
1,053.6 |
1,039.5 |
| S2 |
1,033.9 |
1,033.9 |
1,050.9 |
|
| S3 |
1,005.0 |
1,016.1 |
1,048.3 |
|
| S4 |
976.1 |
987.2 |
1,040.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,079.9 |
1,049.4 |
30.5 |
2.9% |
16.9 |
1.6% |
14% |
False |
True |
129,249 |
| 10 |
1,087.3 |
1,049.4 |
37.9 |
3.6% |
15.1 |
1.4% |
12% |
False |
True |
88,863 |
| 20 |
1,123.0 |
1,049.4 |
73.6 |
7.0% |
14.5 |
1.4% |
6% |
False |
True |
56,667 |
| 40 |
1,192.1 |
1,049.4 |
142.7 |
13.5% |
14.6 |
1.4% |
3% |
False |
True |
30,198 |
| 60 |
1,192.1 |
1,049.4 |
142.7 |
13.5% |
14.6 |
1.4% |
3% |
False |
True |
21,171 |
| 80 |
1,192.1 |
1,049.4 |
142.7 |
13.5% |
14.5 |
1.4% |
3% |
False |
True |
16,253 |
| 100 |
1,192.1 |
1,049.4 |
142.7 |
13.5% |
14.3 |
1.4% |
3% |
False |
True |
13,466 |
| 120 |
1,207.5 |
1,049.4 |
158.1 |
15.0% |
13.7 |
1.3% |
3% |
False |
True |
11,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.8 |
|
2.618 |
1,127.5 |
|
1.618 |
1,105.9 |
|
1.000 |
1,092.6 |
|
0.618 |
1,084.3 |
|
HIGH |
1,071.0 |
|
0.618 |
1,062.7 |
|
0.500 |
1,060.2 |
|
0.382 |
1,057.7 |
|
LOW |
1,049.4 |
|
0.618 |
1,036.1 |
|
1.000 |
1,027.8 |
|
1.618 |
1,014.5 |
|
2.618 |
992.9 |
|
4.250 |
957.6 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,060.2 |
1,061.7 |
| PP |
1,058.1 |
1,059.1 |
| S1 |
1,055.9 |
1,056.4 |
|