| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,072.6 |
1,076.8 |
4.2 |
0.4% |
1,057.8 |
| High |
1,078.7 |
1,085.8 |
7.1 |
0.7% |
1,089.6 |
| Low |
1,069.3 |
1,071.9 |
2.6 |
0.2% |
1,047.2 |
| Close |
1,076.8 |
1,077.9 |
1.1 |
0.1% |
1,085.7 |
| Range |
9.4 |
13.9 |
4.5 |
47.9% |
42.4 |
| ATR |
15.1 |
15.0 |
-0.1 |
-0.6% |
0.0 |
| Volume |
2,835 |
2,222 |
-613 |
-21.6% |
7,075 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,120.2 |
1,113.0 |
1,085.5 |
|
| R3 |
1,106.3 |
1,099.1 |
1,081.7 |
|
| R2 |
1,092.4 |
1,092.4 |
1,080.4 |
|
| R1 |
1,085.2 |
1,085.2 |
1,079.2 |
1,088.8 |
| PP |
1,078.5 |
1,078.5 |
1,078.5 |
1,080.4 |
| S1 |
1,071.3 |
1,071.3 |
1,076.6 |
1,074.9 |
| S2 |
1,064.6 |
1,064.6 |
1,075.4 |
|
| S3 |
1,050.7 |
1,057.4 |
1,074.1 |
|
| S4 |
1,036.8 |
1,043.5 |
1,070.3 |
|
|
| 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% |
17.3 |
1.6% |
72% |
False |
False |
1,762 |
| 10 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
16.6 |
1.5% |
72% |
False |
False |
1,910 |
| 20 |
1,099.2 |
1,047.2 |
52.0 |
4.8% |
14.3 |
1.3% |
59% |
False |
False |
2,765 |
| 40 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.8 |
1.3% |
21% |
False |
False |
2,142 |
| 60 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.9 |
1.3% |
21% |
False |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,144.9 |
|
2.618 |
1,122.2 |
|
1.618 |
1,108.3 |
|
1.000 |
1,099.7 |
|
0.618 |
1,094.4 |
|
HIGH |
1,085.8 |
|
0.618 |
1,080.5 |
|
0.500 |
1,078.9 |
|
0.382 |
1,077.2 |
|
LOW |
1,071.9 |
|
0.618 |
1,063.3 |
|
1.000 |
1,058.0 |
|
1.618 |
1,049.4 |
|
2.618 |
1,035.5 |
|
4.250 |
1,012.8 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,078.9 |
1,078.3 |
| PP |
1,078.5 |
1,078.2 |
| S1 |
1,078.2 |
1,078.0 |
|