| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,616.0 |
10,763.5 |
147.5 |
1.4% |
10,641.0 |
| High |
10,806.0 |
10,797.0 |
-9.0 |
-0.1% |
10,833.0 |
| Low |
10,616.0 |
10,679.0 |
63.0 |
0.6% |
10,444.5 |
| Close |
10,786.0 |
10,694.5 |
-91.5 |
-0.8% |
10,786.0 |
| Range |
190.0 |
118.0 |
-72.0 |
-37.9% |
388.5 |
| ATR |
226.4 |
218.6 |
-7.7 |
-3.4% |
0.0 |
| Volume |
49 |
274 |
225 |
459.2% |
1,771 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,077.5 |
11,004.0 |
10,759.4 |
|
| R3 |
10,959.5 |
10,886.0 |
10,727.0 |
|
| R2 |
10,841.5 |
10,841.5 |
10,716.1 |
|
| R1 |
10,768.0 |
10,768.0 |
10,705.3 |
10,745.8 |
| PP |
10,723.5 |
10,723.5 |
10,723.5 |
10,712.4 |
| S1 |
10,650.0 |
10,650.0 |
10,683.7 |
10,627.8 |
| S2 |
10,605.5 |
10,605.5 |
10,672.9 |
|
| S3 |
10,487.5 |
10,532.0 |
10,662.1 |
|
| S4 |
10,369.5 |
10,414.0 |
10,629.6 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,853.3 |
11,708.2 |
10,999.7 |
|
| R3 |
11,464.8 |
11,319.7 |
10,892.8 |
|
| R2 |
11,076.3 |
11,076.3 |
10,857.2 |
|
| R1 |
10,931.2 |
10,931.2 |
10,821.6 |
11,003.8 |
| PP |
10,687.8 |
10,687.8 |
10,687.8 |
10,724.1 |
| S1 |
10,542.7 |
10,542.7 |
10,750.4 |
10,615.3 |
| S2 |
10,299.3 |
10,299.3 |
10,714.8 |
|
| S3 |
9,910.8 |
10,154.2 |
10,679.2 |
|
| S4 |
9,522.3 |
9,765.7 |
10,572.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,833.0 |
10,444.5 |
388.5 |
3.6% |
209.2 |
2.0% |
64% |
False |
False |
680 |
| 10 |
10,848.0 |
10,182.5 |
665.5 |
6.2% |
224.7 |
2.1% |
77% |
False |
False |
618 |
| 20 |
11,454.0 |
10,182.5 |
1,271.5 |
11.9% |
195.0 |
1.8% |
40% |
False |
False |
344 |
| 40 |
11,454.0 |
10,182.5 |
1,271.5 |
11.9% |
150.9 |
1.4% |
40% |
False |
False |
191 |
| 60 |
11,454.0 |
9,565.0 |
1,889.0 |
17.7% |
133.4 |
1.2% |
60% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,298.5 |
|
2.618 |
11,105.9 |
|
1.618 |
10,987.9 |
|
1.000 |
10,915.0 |
|
0.618 |
10,869.9 |
|
HIGH |
10,797.0 |
|
0.618 |
10,751.9 |
|
0.500 |
10,738.0 |
|
0.382 |
10,724.1 |
|
LOW |
10,679.0 |
|
0.618 |
10,606.1 |
|
1.000 |
10,561.0 |
|
1.618 |
10,488.1 |
|
2.618 |
10,370.1 |
|
4.250 |
10,177.5 |
|
|