| 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 |
19,600 |
19,775 |
175 |
0.9% |
19,950 |
| High |
19,800 |
19,880 |
80 |
0.4% |
20,095 |
| Low |
19,460 |
19,680 |
220 |
1.1% |
19,460 |
| Close |
19,770 |
19,800 |
30 |
0.2% |
19,770 |
| Range |
340 |
200 |
-140 |
-41.2% |
635 |
| ATR |
253 |
249 |
-4 |
-1.5% |
0 |
| Volume |
2,390 |
37,567 |
35,177 |
1,471.8% |
5,082 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,387 |
20,293 |
19,910 |
|
| R3 |
20,187 |
20,093 |
19,855 |
|
| R2 |
19,987 |
19,987 |
19,837 |
|
| R1 |
19,893 |
19,893 |
19,818 |
19,940 |
| PP |
19,787 |
19,787 |
19,787 |
19,810 |
| S1 |
19,693 |
19,693 |
19,782 |
19,740 |
| S2 |
19,587 |
19,587 |
19,763 |
|
| S3 |
19,387 |
19,493 |
19,745 |
|
| S4 |
19,187 |
19,293 |
19,690 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,680 |
21,360 |
20,119 |
|
| R3 |
21,045 |
20,725 |
19,945 |
|
| R2 |
20,410 |
20,410 |
19,887 |
|
| R1 |
20,090 |
20,090 |
19,828 |
19,933 |
| PP |
19,775 |
19,775 |
19,775 |
19,696 |
| S1 |
19,455 |
19,455 |
19,712 |
19,298 |
| S2 |
19,140 |
19,140 |
19,654 |
|
| S3 |
18,505 |
18,820 |
19,596 |
|
| S4 |
17,870 |
18,185 |
19,421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,095 |
19,460 |
635 |
3.2% |
279 |
1.4% |
54% |
False |
False |
8,519 |
| 10 |
20,095 |
19,460 |
635 |
3.2% |
224 |
1.1% |
54% |
False |
False |
4,302 |
| 20 |
20,095 |
19,340 |
755 |
3.8% |
231 |
1.2% |
61% |
False |
False |
2,159 |
| 40 |
20,095 |
17,845 |
2,250 |
11.4% |
187 |
0.9% |
87% |
False |
False |
1,082 |
| 60 |
20,095 |
17,160 |
2,935 |
14.8% |
212 |
1.1% |
90% |
False |
False |
722 |
| 80 |
20,705 |
17,160 |
3,545 |
17.9% |
161 |
0.8% |
74% |
False |
False |
541 |
| 100 |
20,945 |
17,160 |
3,785 |
19.1% |
129 |
0.7% |
70% |
False |
False |
433 |
| 120 |
20,965 |
17,160 |
3,805 |
19.2% |
108 |
0.5% |
69% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,730 |
|
2.618 |
20,404 |
|
1.618 |
20,204 |
|
1.000 |
20,080 |
|
0.618 |
20,004 |
|
HIGH |
19,880 |
|
0.618 |
19,804 |
|
0.500 |
19,780 |
|
0.382 |
19,757 |
|
LOW |
19,680 |
|
0.618 |
19,557 |
|
1.000 |
19,480 |
|
1.618 |
19,357 |
|
2.618 |
19,157 |
|
4.250 |
18,830 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,793 |
19,783 |
| PP |
19,787 |
19,765 |
| S1 |
19,780 |
19,748 |
|