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Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary Previous Current 28-Dec-2015 29-Dec-2015 Change Change % Previous Week Open 1,075.1 1,072.5 -2.6 -0.2% 1,066.3 High 1,075.1 1,074.1 -1.0 -0.1% 1,083.4 Low 1,068.7 1,070.2 1.5 0.1% 1,066.0 Close 1,070.8 1,070.5 -0.3 0.0% 1,078.5 Range 6.4 3.9 -2.5 -39.1% 17.4 ATR 11.9 11.3 -0.6 -4.8% 0.0 Volume 132 58 -74 -56.1% 1,470
Daily Pivots for day following 29-Dec-2015 Classic Woodie Camarilla DeMark R4 1,083.3 1,080.8 1,072.6 R3 1,079.4 1,076.9 1,071.6 R2 1,075.5 1,075.5 1,071.2 R1 1,073.0 1,073.0 1,070.9 1,072.3 PP 1,071.6 1,071.6 1,071.6 1,071.3 S1 1,069.1 1,069.1 1,070.1 1,068.4 S2 1,067.7 1,067.7 1,069.8 S3 1,063.8 1,065.2 1,069.4 S4 1,059.9 1,061.3 1,068.4	Weekly Pivots for week ending 25-Dec-2015 Classic Woodie Camarilla DeMark R4 1,128.2 1,120.7 1,088.1 R3 1,110.8 1,103.3 1,083.3 R2 1,093.4 1,093.4 1,081.7 R1 1,085.9 1,085.9 1,080.1 1,089.7 PP 1,076.0 1,076.0 1,076.0 1,077.8 S1 1,068.5 1,068.5 1,076.9 1,072.3 S2 1,058.6 1,058.6 1,075.3 S3 1,041.2 1,051.1 1,073.7 S4 1,023.8 1,033.7 1,068.9
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,081.1 1,068.7 12.4 1.2% 4.5 0.4% 15% False False 137 10 1,083.4 1,049.4 34.0 3.2% 9.3 0.9% 62% False False 430 20 1,087.7 1,049.4 38.3 3.6% 10.5 1.0% 55% False False 388
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR True 3BNR True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 1.0 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,090.7 2.618 1,084.3 1.618 1,080.4 1.000 1,078.0 0.618 1,076.5 HIGH 1,074.1 0.618 1,072.6 0.500 1,072.2 0.382 1,071.7 LOW 1,070.2 0.618 1,067.8 1.000 1,066.3 1.618 1,063.9 2.618 1,060.0 4.250 1,053.6
Fisher Pivots for day following 29-Dec-2015 Pivot 1 day 3 day R1 1,072.2 1,073.8 PP 1,071.6 1,072.7 S1 1,071.1 1,071.6

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