| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,641.0 |
10,623.0 |
-18.0 |
-0.2% |
10,439.0 |
| High |
10,833.0 |
10,674.5 |
-158.5 |
-1.5% |
10,848.0 |
| Low |
10,530.0 |
10,444.5 |
-85.5 |
-0.8% |
10,182.5 |
| Close |
10,579.5 |
10,520.0 |
-59.5 |
-0.6% |
10,646.0 |
| Range |
303.0 |
230.0 |
-73.0 |
-24.1% |
665.5 |
| ATR |
221.1 |
221.8 |
0.6 |
0.3% |
0.0 |
| Volume |
1,550 |
172 |
-1,378 |
-88.9% |
2,874 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,236.3 |
11,108.2 |
10,646.5 |
|
| R3 |
11,006.3 |
10,878.2 |
10,583.3 |
|
| R2 |
10,776.3 |
10,776.3 |
10,562.2 |
|
| R1 |
10,648.2 |
10,648.2 |
10,541.1 |
10,597.3 |
| PP |
10,546.3 |
10,546.3 |
10,546.3 |
10,520.9 |
| S1 |
10,418.2 |
10,418.2 |
10,498.9 |
10,367.3 |
| S2 |
10,316.3 |
10,316.3 |
10,477.8 |
|
| S3 |
10,086.3 |
10,188.2 |
10,456.8 |
|
| S4 |
9,856.3 |
9,958.2 |
10,393.5 |
|
|
| 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 |
10,444.5 |
403.5 |
3.8% |
227.8 |
2.2% |
19% |
False |
True |
807 |
| 10 |
10,848.0 |
10,182.5 |
665.5 |
6.3% |
211.2 |
2.0% |
51% |
False |
False |
597 |
| 20 |
11,454.0 |
10,182.5 |
1,271.5 |
12.1% |
193.3 |
1.8% |
27% |
False |
False |
332 |
| 40 |
11,454.0 |
10,182.5 |
1,271.5 |
12.1% |
149.6 |
1.4% |
27% |
False |
False |
185 |
| 60 |
11,454.0 |
9,548.0 |
1,906.0 |
18.1% |
134.0 |
1.3% |
51% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,652.0 |
|
2.618 |
11,276.6 |
|
1.618 |
11,046.6 |
|
1.000 |
10,904.5 |
|
0.618 |
10,816.6 |
|
HIGH |
10,674.5 |
|
0.618 |
10,586.6 |
|
0.500 |
10,559.5 |
|
0.382 |
10,532.4 |
|
LOW |
10,444.5 |
|
0.618 |
10,302.4 |
|
1.000 |
10,214.5 |
|
1.618 |
10,072.4 |
|
2.618 |
9,842.4 |
|
4.250 |
9,467.0 |
|
|