| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
5,197.0 |
5,196.0 |
-1.0 |
0.0% |
5,265.0 |
| High |
5,219.0 |
5,290.0 |
71.0 |
1.4% |
5,294.0 |
| Low |
5,166.0 |
5,174.0 |
8.0 |
0.2% |
5,180.0 |
| Close |
5,186.0 |
5,264.0 |
78.0 |
1.5% |
5,207.0 |
| Range |
53.0 |
116.0 |
63.0 |
118.9% |
114.0 |
| ATR |
78.4 |
81.1 |
2.7 |
3.4% |
0.0 |
| Volume |
26,199 |
39,398 |
13,199 |
50.4% |
103,464 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,590.7 |
5,543.3 |
5,327.8 |
|
| R3 |
5,474.7 |
5,427.3 |
5,295.9 |
|
| R2 |
5,358.7 |
5,358.7 |
5,285.3 |
|
| R1 |
5,311.3 |
5,311.3 |
5,274.6 |
5,335.0 |
| PP |
5,242.7 |
5,242.7 |
5,242.7 |
5,254.5 |
| S1 |
5,195.3 |
5,195.3 |
5,253.4 |
5,219.0 |
| S2 |
5,126.7 |
5,126.7 |
5,242.7 |
|
| S3 |
5,010.7 |
5,079.3 |
5,232.1 |
|
| S4 |
4,894.7 |
4,963.3 |
5,200.2 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,569.0 |
5,502.0 |
5,269.7 |
|
| R3 |
5,455.0 |
5,388.0 |
5,238.4 |
|
| R2 |
5,341.0 |
5,341.0 |
5,227.9 |
|
| R1 |
5,274.0 |
5,274.0 |
5,217.5 |
5,250.5 |
| PP |
5,227.0 |
5,227.0 |
5,227.0 |
5,215.3 |
| S1 |
5,160.0 |
5,160.0 |
5,196.6 |
5,136.5 |
| S2 |
5,113.0 |
5,113.0 |
5,186.1 |
|
| S3 |
4,999.0 |
5,046.0 |
5,175.7 |
|
| S4 |
4,885.0 |
4,932.0 |
5,144.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,290.0 |
5,166.0 |
124.0 |
2.4% |
77.2 |
1.5% |
79% |
True |
False |
24,715 |
| 10 |
5,294.0 |
5,087.0 |
207.0 |
3.9% |
69.9 |
1.3% |
86% |
False |
False |
25,385 |
| 20 |
5,294.0 |
4,959.0 |
335.0 |
6.4% |
73.2 |
1.4% |
91% |
False |
False |
26,743 |
| 40 |
5,369.0 |
4,959.0 |
410.0 |
7.8% |
65.4 |
1.2% |
74% |
False |
False |
25,086 |
| 60 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
72.8 |
1.4% |
78% |
False |
False |
28,143 |
| 80 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
66.1 |
1.3% |
78% |
False |
False |
21,178 |
| 100 |
5,644.0 |
4,881.0 |
763.0 |
14.5% |
55.0 |
1.0% |
50% |
False |
False |
16,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,783.0 |
|
2.618 |
5,593.7 |
|
1.618 |
5,477.7 |
|
1.000 |
5,406.0 |
|
0.618 |
5,361.7 |
|
HIGH |
5,290.0 |
|
0.618 |
5,245.7 |
|
0.500 |
5,232.0 |
|
0.382 |
5,218.3 |
|
LOW |
5,174.0 |
|
0.618 |
5,102.3 |
|
1.000 |
5,058.0 |
|
1.618 |
4,986.3 |
|
2.618 |
4,870.3 |
|
4.250 |
4,681.0 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,253.3 |
5,252.0 |
| PP |
5,242.7 |
5,240.0 |
| S1 |
5,232.0 |
5,228.0 |
|