| 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 |
1,064.0 |
1,085.7 |
21.7 |
2.0% |
1,057.8 |
| High |
1,089.6 |
1,087.3 |
-2.3 |
-0.2% |
1,089.6 |
| Low |
1,061.9 |
1,070.0 |
8.1 |
0.8% |
1,047.2 |
| Close |
1,085.7 |
1,076.7 |
-9.0 |
-0.8% |
1,085.7 |
| Range |
27.7 |
17.3 |
-10.4 |
-37.5% |
42.4 |
| ATR |
15.4 |
15.5 |
0.1 |
0.9% |
0.0 |
| Volume |
945 |
1,714 |
769 |
81.4% |
7,075 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.9 |
1,120.6 |
1,086.2 |
|
| R3 |
1,112.6 |
1,103.3 |
1,081.5 |
|
| R2 |
1,095.3 |
1,095.3 |
1,079.9 |
|
| R1 |
1,086.0 |
1,086.0 |
1,078.3 |
1,082.0 |
| PP |
1,078.0 |
1,078.0 |
1,078.0 |
1,076.0 |
| S1 |
1,068.7 |
1,068.7 |
1,075.1 |
1,064.7 |
| S2 |
1,060.7 |
1,060.7 |
1,073.5 |
|
| S3 |
1,043.4 |
1,051.4 |
1,071.9 |
|
| S4 |
1,026.1 |
1,034.1 |
1,067.2 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.4 |
1,185.9 |
1,109.0 |
|
| R3 |
1,159.0 |
1,143.5 |
1,097.4 |
|
| R2 |
1,116.6 |
1,116.6 |
1,093.5 |
|
| R1 |
1,101.1 |
1,101.1 |
1,089.6 |
1,108.9 |
| PP |
1,074.2 |
1,074.2 |
1,074.2 |
1,078.0 |
| S1 |
1,058.7 |
1,058.7 |
1,081.8 |
1,066.5 |
| S2 |
1,031.8 |
1,031.8 |
1,077.9 |
|
| S3 |
989.4 |
1,016.3 |
1,074.0 |
|
| S4 |
947.0 |
973.9 |
1,062.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
18.7 |
1.7% |
70% |
False |
False |
1,308 |
| 10 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
16.3 |
1.5% |
70% |
False |
False |
2,394 |
| 20 |
1,099.2 |
1,047.2 |
52.0 |
4.8% |
13.9 |
1.3% |
57% |
False |
False |
2,747 |
| 40 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.9 |
1.3% |
20% |
False |
False |
2,045 |
| 60 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.6 |
1.3% |
20% |
False |
False |
1,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.8 |
|
2.618 |
1,132.6 |
|
1.618 |
1,115.3 |
|
1.000 |
1,104.6 |
|
0.618 |
1,098.0 |
|
HIGH |
1,087.3 |
|
0.618 |
1,080.7 |
|
0.500 |
1,078.7 |
|
0.382 |
1,076.6 |
|
LOW |
1,070.0 |
|
0.618 |
1,059.3 |
|
1.000 |
1,052.7 |
|
1.618 |
1,042.0 |
|
2.618 |
1,024.7 |
|
4.250 |
996.5 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,078.7 |
1,073.9 |
| PP |
1,078.0 |
1,071.2 |
| S1 |
1,077.4 |
1,068.4 |
|