| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,072.6 |
1,053.7 |
-18.9 |
-1.8% |
1,074.0 |
| High |
1,072.6 |
1,070.3 |
-2.3 |
-0.2% |
1,078.7 |
| Low |
1,050.5 |
1,052.7 |
2.2 |
0.2% |
1,050.5 |
| Close |
1,050.8 |
1,066.2 |
15.4 |
1.5% |
1,066.2 |
| Range |
22.1 |
17.6 |
-4.5 |
-20.4% |
28.2 |
| ATR |
15.8 |
16.1 |
0.3 |
1.7% |
0.0 |
| Volume |
56 |
253 |
197 |
351.8% |
1,119 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,115.9 |
1,108.6 |
1,075.9 |
|
| R3 |
1,098.3 |
1,091.0 |
1,071.0 |
|
| R2 |
1,080.7 |
1,080.7 |
1,069.4 |
|
| R1 |
1,073.4 |
1,073.4 |
1,067.8 |
1,077.1 |
| PP |
1,063.1 |
1,063.1 |
1,063.1 |
1,064.9 |
| S1 |
1,055.8 |
1,055.8 |
1,064.6 |
1,059.5 |
| S2 |
1,045.5 |
1,045.5 |
1,063.0 |
|
| S3 |
1,027.9 |
1,038.2 |
1,061.4 |
|
| S4 |
1,010.3 |
1,020.6 |
1,056.5 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.7 |
1,136.2 |
1,081.7 |
|
| R3 |
1,121.5 |
1,108.0 |
1,074.0 |
|
| R2 |
1,093.3 |
1,093.3 |
1,071.4 |
|
| R1 |
1,079.8 |
1,079.8 |
1,068.8 |
1,072.5 |
| PP |
1,065.1 |
1,065.1 |
1,065.1 |
1,061.5 |
| S1 |
1,051.6 |
1,051.6 |
1,063.6 |
1,044.3 |
| S2 |
1,036.9 |
1,036.9 |
1,061.0 |
|
| S3 |
1,008.7 |
1,023.4 |
1,058.4 |
|
| S4 |
980.5 |
995.2 |
1,050.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,078.7 |
1,050.5 |
28.2 |
2.6% |
15.0 |
1.4% |
56% |
False |
False |
223 |
| 10 |
1,086.5 |
1,050.5 |
36.0 |
3.4% |
13.8 |
1.3% |
44% |
False |
False |
310 |
| 20 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
15.3 |
1.4% |
47% |
False |
False |
35,441 |
| 40 |
1,183.1 |
1,046.2 |
136.9 |
12.8% |
15.3 |
1.4% |
15% |
False |
False |
93,253 |
| 60 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.5 |
1.5% |
14% |
False |
False |
106,527 |
| 80 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.3 |
1.4% |
14% |
False |
False |
111,348 |
| 100 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.8 |
1.5% |
14% |
False |
False |
120,412 |
| 120 |
1,191.7 |
1,046.2 |
145.5 |
13.6% |
15.7 |
1.5% |
14% |
False |
False |
105,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,145.1 |
|
2.618 |
1,116.4 |
|
1.618 |
1,098.8 |
|
1.000 |
1,087.9 |
|
0.618 |
1,081.2 |
|
HIGH |
1,070.3 |
|
0.618 |
1,063.6 |
|
0.500 |
1,061.5 |
|
0.382 |
1,059.4 |
|
LOW |
1,052.7 |
|
0.618 |
1,041.8 |
|
1.000 |
1,035.1 |
|
1.618 |
1,024.2 |
|
2.618 |
1,006.6 |
|
4.250 |
977.9 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,064.6 |
1,065.7 |
| PP |
1,063.1 |
1,065.1 |
| S1 |
1,061.5 |
1,064.6 |
|