| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
17,711.94 |
17,590.66 |
-121.28 |
-0.7% |
17,154.94 |
| High |
17,714.13 |
17,590.66 |
-123.47 |
-0.7% |
17,607.92 |
| Low |
17,588.87 |
17,421.16 |
-167.71 |
-1.0% |
17,116.73 |
| Close |
17,603.87 |
17,425.03 |
-178.84 |
-1.0% |
17,552.17 |
| Range |
125.26 |
169.50 |
44.24 |
35.3% |
491.19 |
| ATR |
208.63 |
206.78 |
-1.85 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,987.45 |
17,875.74 |
17,518.26 |
|
| R3 |
17,817.95 |
17,706.24 |
17,471.64 |
|
| R2 |
17,648.45 |
17,648.45 |
17,456.11 |
|
| R1 |
17,536.74 |
17,536.74 |
17,440.57 |
17,507.85 |
| PP |
17,478.95 |
17,478.95 |
17,478.95 |
17,464.50 |
| S1 |
17,367.24 |
17,367.24 |
17,409.49 |
17,338.35 |
| S2 |
17,309.45 |
17,309.45 |
17,393.96 |
|
| S3 |
17,139.95 |
17,197.74 |
17,378.42 |
|
| S4 |
16,970.45 |
17,028.24 |
17,331.81 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,899.18 |
18,716.86 |
17,822.32 |
|
| R3 |
18,407.99 |
18,225.67 |
17,687.25 |
|
| R2 |
17,916.80 |
17,916.80 |
17,642.22 |
|
| R1 |
17,734.48 |
17,734.48 |
17,597.20 |
17,825.64 |
| PP |
17,425.61 |
17,425.61 |
17,425.61 |
17,471.19 |
| S1 |
17,243.29 |
17,243.29 |
17,507.14 |
17,334.45 |
| S2 |
16,934.42 |
16,934.42 |
17,462.12 |
|
| S3 |
16,443.23 |
16,752.10 |
17,417.09 |
|
| S4 |
15,952.04 |
16,260.91 |
17,282.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,750.02 |
17,421.16 |
328.86 |
1.9% |
131.87 |
0.8% |
1% |
False |
True |
|
| 10 |
17,796.76 |
17,116.73 |
680.03 |
3.9% |
187.91 |
1.1% |
45% |
False |
False |
|
| 20 |
17,866.47 |
17,116.73 |
749.74 |
4.3% |
240.05 |
1.4% |
41% |
False |
False |
|
| 40 |
17,964.12 |
17,116.73 |
847.39 |
4.9% |
200.23 |
1.1% |
36% |
False |
False |
|
| 60 |
17,977.85 |
16,765.00 |
1,212.85 |
7.0% |
185.41 |
1.1% |
54% |
False |
False |
|
| 80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.7% |
201.77 |
1.2% |
73% |
False |
False |
|
| 100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.0% |
232.28 |
1.3% |
79% |
False |
False |
|
| 120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.9% |
218.34 |
1.3% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,311.04 |
|
2.618 |
18,034.41 |
|
1.618 |
17,864.91 |
|
1.000 |
17,760.16 |
|
0.618 |
17,695.41 |
|
HIGH |
17,590.66 |
|
0.618 |
17,525.91 |
|
0.500 |
17,505.91 |
|
0.382 |
17,485.91 |
|
LOW |
17,421.16 |
|
0.618 |
17,316.41 |
|
1.000 |
17,251.66 |
|
1.618 |
17,146.91 |
|
2.618 |
16,977.41 |
|
4.250 |
16,700.79 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,505.91 |
17,585.59 |
| PP |
17,478.95 |
17,532.07 |
| S1 |
17,451.99 |
17,478.55 |
|