| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,989.25 |
2,010.75 |
21.50 |
1.1% |
1,993.75 |
| High |
2,012.50 |
2,029.50 |
17.00 |
0.8% |
2,065.75 |
| Low |
1,988.75 |
2,001.00 |
12.25 |
0.6% |
1,976.75 |
| Close |
2,008.25 |
2,029.00 |
20.75 |
1.0% |
1,985.00 |
| Range |
23.75 |
28.50 |
4.75 |
20.0% |
89.00 |
| ATR |
32.24 |
31.98 |
-0.27 |
-0.8% |
0.00 |
| Volume |
960 |
935 |
-25 |
-2.6% |
5,591 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.25 |
2,095.75 |
2,044.75 |
|
| R3 |
2,076.75 |
2,067.25 |
2,036.75 |
|
| R2 |
2,048.25 |
2,048.25 |
2,034.25 |
|
| R1 |
2,038.75 |
2,038.75 |
2,031.50 |
2,043.50 |
| PP |
2,019.75 |
2,019.75 |
2,019.75 |
2,022.25 |
| S1 |
2,010.25 |
2,010.25 |
2,026.50 |
2,015.00 |
| S2 |
1,991.25 |
1,991.25 |
2,023.75 |
|
| S3 |
1,962.75 |
1,981.75 |
2,021.25 |
|
| S4 |
1,934.25 |
1,953.25 |
2,013.25 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.25 |
2,219.50 |
2,034.00 |
|
| R3 |
2,187.25 |
2,130.50 |
2,009.50 |
|
| R2 |
2,098.25 |
2,098.25 |
2,001.25 |
|
| R1 |
2,041.50 |
2,041.50 |
1,993.25 |
2,025.50 |
| PP |
2,009.25 |
2,009.25 |
2,009.25 |
2,001.00 |
| S1 |
1,952.50 |
1,952.50 |
1,976.75 |
1,936.50 |
| S2 |
1,920.25 |
1,920.25 |
1,968.75 |
|
| S3 |
1,831.25 |
1,863.50 |
1,960.50 |
|
| S4 |
1,742.25 |
1,774.50 |
1,936.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,065.75 |
1,984.50 |
81.25 |
4.0% |
35.00 |
1.7% |
55% |
False |
False |
1,263 |
| 10 |
2,065.75 |
1,976.75 |
89.00 |
4.4% |
36.25 |
1.8% |
59% |
False |
False |
914 |
| 20 |
2,090.50 |
1,976.75 |
113.75 |
5.6% |
31.50 |
1.6% |
46% |
False |
False |
553 |
| 40 |
2,095.75 |
1,976.75 |
119.00 |
5.9% |
27.75 |
1.4% |
44% |
False |
False |
492 |
| 60 |
2,095.75 |
1,846.25 |
249.50 |
12.3% |
27.25 |
1.3% |
73% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.50 |
|
2.618 |
2,104.00 |
|
1.618 |
2,075.50 |
|
1.000 |
2,058.00 |
|
0.618 |
2,047.00 |
|
HIGH |
2,029.50 |
|
0.618 |
2,018.50 |
|
0.500 |
2,015.25 |
|
0.382 |
2,012.00 |
|
LOW |
2,001.00 |
|
0.618 |
1,983.50 |
|
1.000 |
1,972.50 |
|
1.618 |
1,955.00 |
|
2.618 |
1,926.50 |
|
4.250 |
1,880.00 |
|
|