| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,777.5 |
10,913.5 |
136.0 |
1.3% |
10,641.0 |
| High |
10,920.5 |
10,915.5 |
-5.0 |
0.0% |
10,833.0 |
| Low |
10,777.5 |
10,749.0 |
-28.5 |
-0.3% |
10,444.5 |
| Close |
10,885.0 |
10,813.0 |
-72.0 |
-0.7% |
10,786.0 |
| Range |
143.0 |
166.5 |
23.5 |
16.4% |
388.5 |
| ATR |
219.1 |
215.4 |
-3.8 |
-1.7% |
0.0 |
| Volume |
142 |
262 |
120 |
84.5% |
1,771 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,325.3 |
11,235.7 |
10,904.6 |
|
| R3 |
11,158.8 |
11,069.2 |
10,858.8 |
|
| R2 |
10,992.3 |
10,992.3 |
10,843.5 |
|
| R1 |
10,902.7 |
10,902.7 |
10,828.3 |
10,864.3 |
| PP |
10,825.8 |
10,825.8 |
10,825.8 |
10,806.6 |
| S1 |
10,736.2 |
10,736.2 |
10,797.7 |
10,697.8 |
| S2 |
10,659.3 |
10,659.3 |
10,782.5 |
|
| S3 |
10,492.8 |
10,569.7 |
10,767.2 |
|
| S4 |
10,326.3 |
10,403.2 |
10,721.4 |
|
|
| 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% |
169.5 |
1.6% |
77% |
False |
False |
179 |
| 10 |
10,920.5 |
10,290.0 |
630.5 |
5.8% |
198.9 |
1.8% |
83% |
False |
False |
492 |
| 20 |
11,435.5 |
10,182.5 |
1,253.0 |
11.6% |
200.3 |
1.9% |
50% |
False |
False |
359 |
| 40 |
11,454.0 |
10,182.5 |
1,271.5 |
11.8% |
152.8 |
1.4% |
50% |
False |
False |
200 |
| 60 |
11,454.0 |
9,780.0 |
1,674.0 |
15.5% |
135.6 |
1.3% |
62% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,623.1 |
|
2.618 |
11,351.4 |
|
1.618 |
11,184.9 |
|
1.000 |
11,082.0 |
|
0.618 |
11,018.4 |
|
HIGH |
10,915.5 |
|
0.618 |
10,851.9 |
|
0.500 |
10,832.3 |
|
0.382 |
10,812.6 |
|
LOW |
10,749.0 |
|
0.618 |
10,646.1 |
|
1.000 |
10,582.5 |
|
1.618 |
10,479.6 |
|
2.618 |
10,313.1 |
|
4.250 |
10,041.4 |
|
|