| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,763.5 |
10,777.5 |
14.0 |
0.1% |
10,641.0 |
| High |
10,797.0 |
10,920.5 |
123.5 |
1.1% |
10,833.0 |
| Low |
10,679.0 |
10,777.5 |
98.5 |
0.9% |
10,444.5 |
| Close |
10,694.5 |
10,885.0 |
190.5 |
1.8% |
10,786.0 |
| Range |
118.0 |
143.0 |
25.0 |
21.2% |
388.5 |
| ATR |
218.6 |
219.1 |
0.5 |
0.2% |
0.0 |
| Volume |
274 |
142 |
-132 |
-48.2% |
1,771 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,290.0 |
11,230.5 |
10,963.7 |
|
| R3 |
11,147.0 |
11,087.5 |
10,924.3 |
|
| R2 |
11,004.0 |
11,004.0 |
10,911.2 |
|
| R1 |
10,944.5 |
10,944.5 |
10,898.1 |
10,974.3 |
| PP |
10,861.0 |
10,861.0 |
10,861.0 |
10,875.9 |
| S1 |
10,801.5 |
10,801.5 |
10,871.9 |
10,831.3 |
| S2 |
10,718.0 |
10,718.0 |
10,858.8 |
|
| S3 |
10,575.0 |
10,658.5 |
10,845.7 |
|
| S4 |
10,432.0 |
10,515.5 |
10,806.4 |
|
|
| 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 |
10,920.5 |
10,444.5 |
476.0 |
4.4% |
196.8 |
1.8% |
93% |
True |
False |
437 |
| 10 |
10,920.5 |
10,182.5 |
738.0 |
6.8% |
209.0 |
1.9% |
95% |
True |
False |
506 |
| 20 |
11,454.0 |
10,182.5 |
1,271.5 |
11.7% |
197.7 |
1.8% |
55% |
False |
False |
349 |
| 40 |
11,454.0 |
10,182.5 |
1,271.5 |
11.7% |
152.3 |
1.4% |
55% |
False |
False |
194 |
| 60 |
11,454.0 |
9,750.0 |
1,704.0 |
15.7% |
135.6 |
1.2% |
67% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,528.3 |
|
2.618 |
11,294.9 |
|
1.618 |
11,151.9 |
|
1.000 |
11,063.5 |
|
0.618 |
11,008.9 |
|
HIGH |
10,920.5 |
|
0.618 |
10,865.9 |
|
0.500 |
10,849.0 |
|
0.382 |
10,832.1 |
|
LOW |
10,777.5 |
|
0.618 |
10,689.1 |
|
1.000 |
10,634.5 |
|
1.618 |
10,546.1 |
|
2.618 |
10,403.1 |
|
4.250 |
10,169.8 |
|
|