| 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 |
19,775 |
19,800 |
25 |
0.1% |
19,950 |
| High |
19,880 |
19,825 |
-55 |
-0.3% |
20,095 |
| Low |
19,680 |
19,295 |
-385 |
-2.0% |
19,460 |
| Close |
19,800 |
19,450 |
-350 |
-1.8% |
19,770 |
| Range |
200 |
530 |
330 |
165.0% |
635 |
| ATR |
249 |
269 |
20 |
8.0% |
0 |
| Volume |
37,567 |
23,976 |
-13,591 |
-36.2% |
5,082 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,113 |
20,812 |
19,742 |
|
| R3 |
20,583 |
20,282 |
19,596 |
|
| R2 |
20,053 |
20,053 |
19,547 |
|
| R1 |
19,752 |
19,752 |
19,499 |
19,638 |
| PP |
19,523 |
19,523 |
19,523 |
19,466 |
| S1 |
19,222 |
19,222 |
19,402 |
19,108 |
| S2 |
18,993 |
18,993 |
19,353 |
|
| S3 |
18,463 |
18,692 |
19,304 |
|
| S4 |
17,933 |
18,162 |
19,159 |
|
|
| 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 |
20,055 |
19,295 |
760 |
3.9% |
361 |
1.9% |
20% |
False |
True |
13,276 |
| 10 |
20,095 |
19,295 |
800 |
4.1% |
253 |
1.3% |
19% |
False |
True |
6,694 |
| 20 |
20,095 |
19,295 |
800 |
4.1% |
244 |
1.3% |
19% |
False |
True |
3,357 |
| 40 |
20,095 |
17,845 |
2,250 |
11.6% |
199 |
1.0% |
71% |
False |
False |
1,682 |
| 60 |
20,095 |
17,160 |
2,935 |
15.1% |
215 |
1.1% |
78% |
False |
False |
1,121 |
| 80 |
20,705 |
17,160 |
3,545 |
18.2% |
168 |
0.9% |
65% |
False |
False |
841 |
| 100 |
20,945 |
17,160 |
3,785 |
19.5% |
134 |
0.7% |
61% |
False |
False |
673 |
| 120 |
20,965 |
17,160 |
3,805 |
19.6% |
112 |
0.6% |
60% |
False |
False |
560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,078 |
|
2.618 |
21,213 |
|
1.618 |
20,683 |
|
1.000 |
20,355 |
|
0.618 |
20,153 |
|
HIGH |
19,825 |
|
0.618 |
19,623 |
|
0.500 |
19,560 |
|
0.382 |
19,498 |
|
LOW |
19,295 |
|
0.618 |
18,968 |
|
1.000 |
18,765 |
|
1.618 |
18,438 |
|
2.618 |
17,908 |
|
4.250 |
17,043 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,560 |
19,588 |
| PP |
19,523 |
19,542 |
| S1 |
19,487 |
19,496 |
|