| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,720.0 |
10,641.0 |
-79.0 |
-0.7% |
10,439.0 |
| High |
10,766.5 |
10,833.0 |
66.5 |
0.6% |
10,848.0 |
| Low |
10,561.5 |
10,530.0 |
-31.5 |
-0.3% |
10,182.5 |
| Close |
10,646.0 |
10,579.5 |
-66.5 |
-0.6% |
10,646.0 |
| Range |
205.0 |
303.0 |
98.0 |
47.8% |
665.5 |
| ATR |
214.8 |
221.1 |
6.3 |
2.9% |
0.0 |
| Volume |
1,358 |
1,550 |
192 |
14.1% |
2,874 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,556.5 |
11,371.0 |
10,746.2 |
|
| R3 |
11,253.5 |
11,068.0 |
10,662.8 |
|
| R2 |
10,950.5 |
10,950.5 |
10,635.1 |
|
| R1 |
10,765.0 |
10,765.0 |
10,607.3 |
10,706.3 |
| PP |
10,647.5 |
10,647.5 |
10,647.5 |
10,618.1 |
| S1 |
10,462.0 |
10,462.0 |
10,551.7 |
10,403.3 |
| S2 |
10,344.5 |
10,344.5 |
10,524.0 |
|
| S3 |
10,041.5 |
10,159.0 |
10,496.2 |
|
| S4 |
9,738.5 |
9,856.0 |
10,412.9 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,555.3 |
12,266.2 |
11,012.0 |
|
| R3 |
11,889.8 |
11,600.7 |
10,829.0 |
|
| R2 |
11,224.3 |
11,224.3 |
10,768.0 |
|
| R1 |
10,935.2 |
10,935.2 |
10,707.0 |
11,079.8 |
| PP |
10,558.8 |
10,558.8 |
10,558.8 |
10,631.1 |
| S1 |
10,269.7 |
10,269.7 |
10,585.0 |
10,414.3 |
| S2 |
9,893.3 |
9,893.3 |
10,524.0 |
|
| S3 |
9,227.8 |
9,604.2 |
10,463.0 |
|
| S4 |
8,562.3 |
8,938.7 |
10,280.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,848.0 |
10,290.0 |
558.0 |
5.3% |
228.2 |
2.2% |
52% |
False |
False |
805 |
| 10 |
10,884.0 |
10,182.5 |
701.5 |
6.6% |
203.6 |
1.9% |
57% |
False |
False |
581 |
| 20 |
11,454.0 |
10,182.5 |
1,271.5 |
12.0% |
189.4 |
1.8% |
31% |
False |
False |
325 |
| 40 |
11,454.0 |
10,182.5 |
1,271.5 |
12.0% |
144.2 |
1.4% |
31% |
False |
False |
181 |
| 60 |
11,454.0 |
9,402.5 |
2,051.5 |
19.4% |
132.8 |
1.3% |
57% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,120.8 |
|
2.618 |
11,626.3 |
|
1.618 |
11,323.3 |
|
1.000 |
11,136.0 |
|
0.618 |
11,020.3 |
|
HIGH |
10,833.0 |
|
0.618 |
10,717.3 |
|
0.500 |
10,681.5 |
|
0.382 |
10,645.7 |
|
LOW |
10,530.0 |
|
0.618 |
10,342.7 |
|
1.000 |
10,227.0 |
|
1.618 |
10,039.7 |
|
2.618 |
9,736.7 |
|
4.250 |
9,242.3 |
|
|