| 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 |
1,053.5 |
1,062.0 |
8.5 |
0.8% |
1,056.0 |
| High |
1,064.5 |
1,088.3 |
23.8 |
2.2% |
1,088.3 |
| Low |
1,045.4 |
1,057.2 |
11.8 |
1.1% |
1,045.4 |
| Close |
1,061.2 |
1,084.1 |
22.9 |
2.2% |
1,084.1 |
| Range |
19.1 |
31.1 |
12.0 |
62.8% |
42.9 |
| ATR |
15.6 |
16.7 |
1.1 |
7.1% |
0.0 |
| Volume |
173,771 |
208,897 |
35,126 |
20.2% |
741,427 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,169.8 |
1,158.1 |
1,101.2 |
|
| R3 |
1,138.7 |
1,127.0 |
1,092.7 |
|
| R2 |
1,107.6 |
1,107.6 |
1,089.8 |
|
| R1 |
1,095.9 |
1,095.9 |
1,087.0 |
1,101.8 |
| PP |
1,076.5 |
1,076.5 |
1,076.5 |
1,079.5 |
| S1 |
1,064.8 |
1,064.8 |
1,081.2 |
1,070.7 |
| S2 |
1,045.4 |
1,045.4 |
1,078.4 |
|
| S3 |
1,014.3 |
1,033.7 |
1,075.5 |
|
| S4 |
983.2 |
1,002.6 |
1,067.0 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.3 |
1,185.6 |
1,107.7 |
|
| R3 |
1,158.4 |
1,142.7 |
1,095.9 |
|
| R2 |
1,115.5 |
1,115.5 |
1,092.0 |
|
| R1 |
1,099.8 |
1,099.8 |
1,088.0 |
1,107.7 |
| PP |
1,072.6 |
1,072.6 |
1,072.6 |
1,076.5 |
| S1 |
1,056.9 |
1,056.9 |
1,080.2 |
1,064.8 |
| S2 |
1,029.7 |
1,029.7 |
1,076.2 |
|
| S3 |
986.8 |
1,014.0 |
1,072.3 |
|
| S4 |
943.9 |
971.1 |
1,060.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
20.0 |
1.8% |
90% |
True |
False |
148,285 |
| 10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.1 |
1.6% |
90% |
True |
False |
121,897 |
| 20 |
1,110.5 |
1,045.4 |
65.1 |
6.0% |
15.8 |
1.5% |
59% |
False |
False |
74,483 |
| 40 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
15.1 |
1.4% |
26% |
False |
False |
39,622 |
| 60 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.9 |
1.4% |
26% |
False |
False |
27,355 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.7 |
1.4% |
26% |
False |
False |
21,008 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.5% |
14.7 |
1.4% |
26% |
False |
False |
17,255 |
| 120 |
1,207.5 |
1,045.4 |
162.1 |
15.0% |
13.9 |
1.3% |
24% |
False |
False |
14,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.5 |
|
2.618 |
1,169.7 |
|
1.618 |
1,138.6 |
|
1.000 |
1,119.4 |
|
0.618 |
1,107.5 |
|
HIGH |
1,088.3 |
|
0.618 |
1,076.4 |
|
0.500 |
1,072.8 |
|
0.382 |
1,069.1 |
|
LOW |
1,057.2 |
|
0.618 |
1,038.0 |
|
1.000 |
1,026.1 |
|
1.618 |
1,006.9 |
|
2.618 |
975.8 |
|
4.250 |
925.0 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,080.3 |
1,078.4 |
| PP |
1,076.5 |
1,072.6 |
| S1 |
1,072.8 |
1,066.9 |
|