| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,074.0 |
1,064.6 |
-9.4 |
-0.9% |
1,084.9 |
| High |
1,076.7 |
1,066.2 |
-10.5 |
-1.0% |
1,086.5 |
| Low |
1,060.0 |
1,061.8 |
1.8 |
0.2% |
1,064.4 |
| Close |
1,064.7 |
1,062.9 |
-1.8 |
-0.2% |
1,076.9 |
| Range |
16.7 |
4.4 |
-12.3 |
-73.7% |
22.1 |
| ATR |
15.6 |
14.8 |
-0.8 |
-5.1% |
0.0 |
| Volume |
509 |
220 |
-289 |
-56.8% |
1,984 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,076.8 |
1,074.3 |
1,065.3 |
|
| R3 |
1,072.4 |
1,069.9 |
1,064.1 |
|
| R2 |
1,068.0 |
1,068.0 |
1,063.7 |
|
| R1 |
1,065.5 |
1,065.5 |
1,063.3 |
1,064.6 |
| PP |
1,063.6 |
1,063.6 |
1,063.6 |
1,063.2 |
| S1 |
1,061.1 |
1,061.1 |
1,062.5 |
1,060.2 |
| S2 |
1,059.2 |
1,059.2 |
1,062.1 |
|
| S3 |
1,054.8 |
1,056.7 |
1,061.7 |
|
| S4 |
1,050.4 |
1,052.3 |
1,060.5 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,142.2 |
1,131.7 |
1,089.1 |
|
| R3 |
1,120.1 |
1,109.6 |
1,083.0 |
|
| R2 |
1,098.0 |
1,098.0 |
1,081.0 |
|
| R1 |
1,087.5 |
1,087.5 |
1,078.9 |
1,081.7 |
| PP |
1,075.9 |
1,075.9 |
1,075.9 |
1,073.1 |
| S1 |
1,065.4 |
1,065.4 |
1,074.9 |
1,059.6 |
| S2 |
1,053.8 |
1,053.8 |
1,072.8 |
|
| S3 |
1,031.7 |
1,043.3 |
1,070.8 |
|
| S4 |
1,009.6 |
1,021.2 |
1,064.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,086.0 |
1,060.0 |
26.0 |
2.4% |
11.2 |
1.1% |
11% |
False |
False |
350 |
| 10 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
15.2 |
1.4% |
39% |
False |
False |
526 |
| 20 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
15.2 |
1.4% |
39% |
False |
False |
61,104 |
| 40 |
1,183.1 |
1,046.2 |
136.9 |
12.9% |
15.0 |
1.4% |
12% |
False |
False |
102,347 |
| 60 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
15.6 |
1.5% |
11% |
False |
False |
113,742 |
| 80 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
15.6 |
1.5% |
11% |
False |
False |
119,730 |
| 100 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
15.6 |
1.5% |
11% |
False |
False |
122,861 |
| 120 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
15.6 |
1.5% |
11% |
False |
False |
105,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,084.9 |
|
2.618 |
1,077.7 |
|
1.618 |
1,073.3 |
|
1.000 |
1,070.6 |
|
0.618 |
1,068.9 |
|
HIGH |
1,066.2 |
|
0.618 |
1,064.5 |
|
0.500 |
1,064.0 |
|
0.382 |
1,063.5 |
|
LOW |
1,061.8 |
|
0.618 |
1,059.1 |
|
1.000 |
1,057.4 |
|
1.618 |
1,054.7 |
|
2.618 |
1,050.3 |
|
4.250 |
1,043.1 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,064.0 |
1,069.7 |
| PP |
1,063.6 |
1,067.4 |
| S1 |
1,063.3 |
1,065.2 |
|