| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,062.0 |
1,085.5 |
23.5 |
2.2% |
1,056.0 |
| High |
1,088.3 |
1,086.1 |
-2.2 |
-0.2% |
1,088.3 |
| Low |
1,057.2 |
1,065.0 |
7.8 |
0.7% |
1,045.4 |
| Close |
1,084.1 |
1,075.2 |
-8.9 |
-0.8% |
1,084.1 |
| Range |
31.1 |
21.1 |
-10.0 |
-32.2% |
42.9 |
| ATR |
16.7 |
17.0 |
0.3 |
1.9% |
0.0 |
| Volume |
208,897 |
109,372 |
-99,525 |
-47.6% |
741,427 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,138.7 |
1,128.1 |
1,086.8 |
|
| R3 |
1,117.6 |
1,107.0 |
1,081.0 |
|
| R2 |
1,096.5 |
1,096.5 |
1,079.1 |
|
| R1 |
1,085.9 |
1,085.9 |
1,077.1 |
1,080.7 |
| PP |
1,075.4 |
1,075.4 |
1,075.4 |
1,072.8 |
| S1 |
1,064.8 |
1,064.8 |
1,073.3 |
1,059.6 |
| S2 |
1,054.3 |
1,054.3 |
1,071.3 |
|
| S3 |
1,033.2 |
1,043.7 |
1,069.4 |
|
| S4 |
1,012.1 |
1,022.6 |
1,063.6 |
|
|
| 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% |
20.9 |
1.9% |
69% |
False |
False |
147,526 |
| 10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
18.0 |
1.7% |
69% |
False |
False |
127,891 |
| 20 |
1,098.0 |
1,045.4 |
52.6 |
4.9% |
15.6 |
1.5% |
57% |
False |
False |
78,748 |
| 40 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.2 |
1.4% |
20% |
False |
False |
42,327 |
| 60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.0 |
1.4% |
20% |
False |
False |
29,113 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.9 |
1.4% |
20% |
False |
False |
22,356 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.8 |
1.4% |
20% |
False |
False |
18,344 |
| 120 |
1,207.5 |
1,045.4 |
162.1 |
15.1% |
13.9 |
1.3% |
18% |
False |
False |
15,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.8 |
|
2.618 |
1,141.3 |
|
1.618 |
1,120.2 |
|
1.000 |
1,107.2 |
|
0.618 |
1,099.1 |
|
HIGH |
1,086.1 |
|
0.618 |
1,078.0 |
|
0.500 |
1,075.6 |
|
0.382 |
1,073.1 |
|
LOW |
1,065.0 |
|
0.618 |
1,052.0 |
|
1.000 |
1,043.9 |
|
1.618 |
1,030.9 |
|
2.618 |
1,009.8 |
|
4.250 |
975.3 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.6 |
1,072.4 |
| PP |
1,075.4 |
1,069.6 |
| S1 |
1,075.3 |
1,066.9 |
|