| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,075.1 |
1,073.0 |
-2.1 |
-0.2% |
1,056.5 |
| High |
1,086.0 |
1,076.3 |
-9.7 |
-0.9% |
1,088.8 |
| Low |
1,070.6 |
1,071.7 |
1.1 |
0.1% |
1,046.2 |
| Close |
1,077.6 |
1,073.1 |
-4.5 |
-0.4% |
1,084.5 |
| Range |
15.4 |
4.6 |
-10.8 |
-70.1% |
42.6 |
| ATR |
16.3 |
15.6 |
-0.7 |
-4.6% |
0.0 |
| Volume |
386 |
226 |
-160 |
-41.5% |
10,595 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,087.5 |
1,084.9 |
1,075.6 |
|
| R3 |
1,082.9 |
1,080.3 |
1,074.4 |
|
| R2 |
1,078.3 |
1,078.3 |
1,073.9 |
|
| R1 |
1,075.7 |
1,075.7 |
1,073.5 |
1,077.0 |
| PP |
1,073.7 |
1,073.7 |
1,073.7 |
1,074.4 |
| S1 |
1,071.1 |
1,071.1 |
1,072.7 |
1,072.4 |
| S2 |
1,069.1 |
1,069.1 |
1,072.3 |
|
| S3 |
1,064.5 |
1,066.5 |
1,071.8 |
|
| S4 |
1,059.9 |
1,061.9 |
1,070.6 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.0 |
1,185.3 |
1,107.9 |
|
| R3 |
1,158.4 |
1,142.7 |
1,096.2 |
|
| R2 |
1,115.8 |
1,115.8 |
1,092.3 |
|
| R1 |
1,100.1 |
1,100.1 |
1,088.4 |
1,108.0 |
| PP |
1,073.2 |
1,073.2 |
1,073.2 |
1,077.1 |
| S1 |
1,057.5 |
1,057.5 |
1,080.6 |
1,065.4 |
| S2 |
1,030.6 |
1,030.6 |
1,076.7 |
|
| S3 |
988.0 |
1,014.9 |
1,072.8 |
|
| S4 |
945.4 |
972.3 |
1,061.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,088.8 |
1,058.7 |
30.1 |
2.8% |
15.6 |
1.5% |
48% |
False |
False |
492 |
| 10 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
16.6 |
1.5% |
63% |
False |
False |
6,430 |
| 20 |
1,097.4 |
1,046.2 |
51.2 |
4.8% |
15.5 |
1.4% |
53% |
False |
False |
85,572 |
| 40 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.0 |
1.4% |
18% |
False |
False |
112,568 |
| 60 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.7 |
1.5% |
18% |
False |
False |
120,097 |
| 80 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.9 |
1.5% |
18% |
False |
False |
126,436 |
| 100 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.9 |
1.5% |
18% |
False |
False |
124,288 |
| 120 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.5 |
1.4% |
18% |
False |
False |
105,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,095.9 |
|
2.618 |
1,088.3 |
|
1.618 |
1,083.7 |
|
1.000 |
1,080.9 |
|
0.618 |
1,079.1 |
|
HIGH |
1,076.3 |
|
0.618 |
1,074.5 |
|
0.500 |
1,074.0 |
|
0.382 |
1,073.5 |
|
LOW |
1,071.7 |
|
0.618 |
1,068.9 |
|
1.000 |
1,067.1 |
|
1.618 |
1,064.3 |
|
2.618 |
1,059.7 |
|
4.250 |
1,052.2 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.0 |
1,077.8 |
| PP |
1,073.7 |
1,076.2 |
| S1 |
1,073.4 |
1,074.7 |
|