| 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 |
1,159.1 |
1,144.1 |
-15.0 |
-1.3% |
1,202.4 |
| High |
1,166.0 |
1,155.1 |
-10.9 |
-0.9% |
1,208.0 |
| Low |
1,140.2 |
1,140.5 |
0.3 |
0.0% |
1,165.6 |
| Close |
1,142.4 |
1,147.7 |
5.3 |
0.5% |
1,183.5 |
| Range |
25.8 |
14.6 |
-11.2 |
-43.4% |
42.4 |
| ATR |
19.7 |
19.3 |
-0.4 |
-1.8% |
0.0 |
| Volume |
167,749 |
141,485 |
-26,264 |
-15.7% |
500,314 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,191.5 |
1,184.3 |
1,155.8 |
|
| R3 |
1,177.0 |
1,169.8 |
1,151.8 |
|
| R2 |
1,162.3 |
1,162.3 |
1,150.5 |
|
| R1 |
1,155.0 |
1,155.0 |
1,149.0 |
1,158.8 |
| PP |
1,147.8 |
1,147.8 |
1,147.8 |
1,149.5 |
| S1 |
1,140.5 |
1,140.5 |
1,146.3 |
1,144.0 |
| S2 |
1,133.3 |
1,133.3 |
1,145.0 |
|
| S3 |
1,118.5 |
1,125.8 |
1,143.8 |
|
| S4 |
1,104.0 |
1,111.3 |
1,139.8 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.0 |
1,290.5 |
1,206.8 |
|
| R3 |
1,270.5 |
1,248.3 |
1,195.3 |
|
| R2 |
1,228.0 |
1,228.0 |
1,191.3 |
|
| R1 |
1,205.8 |
1,205.8 |
1,187.5 |
1,195.8 |
| PP |
1,185.8 |
1,185.8 |
1,185.8 |
1,180.8 |
| S1 |
1,163.5 |
1,163.5 |
1,179.5 |
1,153.3 |
| S2 |
1,143.3 |
1,143.3 |
1,175.8 |
|
| S3 |
1,101.0 |
1,121.0 |
1,171.8 |
|
| S4 |
1,058.5 |
1,078.5 |
1,160.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,187.2 |
1,140.2 |
47.0 |
4.1% |
20.5 |
1.8% |
16% |
False |
False |
129,507 |
| 10 |
1,208.0 |
1,140.2 |
67.8 |
5.9% |
19.0 |
1.7% |
11% |
False |
False |
108,751 |
| 20 |
1,208.0 |
1,130.0 |
78.0 |
6.8% |
19.0 |
1.7% |
23% |
False |
False |
100,637 |
| 40 |
1,208.0 |
1,130.0 |
78.0 |
6.8% |
19.3 |
1.7% |
23% |
False |
False |
100,629 |
| 60 |
1,208.0 |
1,073.2 |
134.8 |
11.7% |
21.0 |
1.8% |
55% |
False |
False |
104,937 |
| 80 |
1,208.0 |
1,073.2 |
134.8 |
11.7% |
21.5 |
1.9% |
55% |
False |
False |
87,425 |
| 100 |
1,254.5 |
1,073.2 |
181.3 |
15.8% |
19.5 |
1.7% |
41% |
False |
False |
69,960 |
| 120 |
1,275.8 |
1,073.2 |
202.6 |
17.7% |
16.5 |
1.4% |
37% |
False |
False |
58,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,217.3 |
|
2.618 |
1,193.3 |
|
1.618 |
1,178.8 |
|
1.000 |
1,169.8 |
|
0.618 |
1,164.0 |
|
HIGH |
1,155.0 |
|
0.618 |
1,149.5 |
|
0.500 |
1,147.8 |
|
0.382 |
1,146.0 |
|
LOW |
1,140.5 |
|
0.618 |
1,131.5 |
|
1.000 |
1,126.0 |
|
1.618 |
1,117.0 |
|
2.618 |
1,102.3 |
|
4.250 |
1,078.5 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,147.8 |
1,153.0 |
| PP |
1,147.8 |
1,151.3 |
| S1 |
1,147.8 |
1,149.5 |
|