| 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 |
2,059.50 |
2,045.75 |
-13.75 |
-0.7% |
2,089.50 |
| High |
2,079.75 |
2,067.00 |
-12.75 |
-0.6% |
2,105.00 |
| Low |
2,034.25 |
2,043.75 |
9.50 |
0.5% |
2,040.00 |
| Close |
2,042.00 |
2,049.25 |
7.25 |
0.4% |
2,088.50 |
| Range |
45.50 |
23.25 |
-22.25 |
-48.9% |
65.00 |
| ATR |
29.51 |
29.19 |
-0.32 |
-1.1% |
0.00 |
| Volume |
2,690,846 |
1,814,232 |
-876,614 |
-32.6% |
9,521,717 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.00 |
2,109.50 |
2,062.00 |
|
| R3 |
2,099.75 |
2,086.25 |
2,055.75 |
|
| R2 |
2,076.50 |
2,076.50 |
2,053.50 |
|
| R1 |
2,063.00 |
2,063.00 |
2,051.50 |
2,069.75 |
| PP |
2,053.25 |
2,053.25 |
2,053.25 |
2,056.75 |
| S1 |
2,039.75 |
2,039.75 |
2,047.00 |
2,046.50 |
| S2 |
2,030.00 |
2,030.00 |
2,045.00 |
|
| S3 |
2,006.75 |
2,016.50 |
2,042.75 |
|
| S4 |
1,983.50 |
1,993.25 |
2,036.50 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.75 |
2,245.75 |
2,124.25 |
|
| R3 |
2,207.75 |
2,180.75 |
2,106.50 |
|
| R2 |
2,142.75 |
2,142.75 |
2,100.50 |
|
| R1 |
2,115.75 |
2,115.75 |
2,094.50 |
2,096.75 |
| PP |
2,077.75 |
2,077.75 |
2,077.75 |
2,068.50 |
| S1 |
2,050.75 |
2,050.75 |
2,082.50 |
2,031.75 |
| S2 |
2,012.75 |
2,012.75 |
2,076.50 |
|
| S3 |
1,947.75 |
1,985.75 |
2,070.50 |
|
| S4 |
1,882.75 |
1,920.75 |
2,052.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.50 |
2,034.25 |
61.25 |
3.0% |
35.50 |
1.7% |
24% |
False |
False |
2,095,788 |
| 10 |
2,105.00 |
2,034.25 |
70.75 |
3.5% |
31.50 |
1.5% |
21% |
False |
False |
1,838,451 |
| 20 |
2,105.00 |
1,998.50 |
106.50 |
5.2% |
29.25 |
1.4% |
48% |
False |
False |
1,649,780 |
| 40 |
2,110.25 |
1,985.00 |
125.25 |
6.1% |
26.00 |
1.3% |
51% |
False |
False |
1,599,622 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.2% |
29.00 |
1.4% |
76% |
False |
False |
1,698,780 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
34.50 |
1.7% |
79% |
False |
False |
1,380,405 |
| 100 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
32.00 |
1.6% |
79% |
False |
False |
1,105,209 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
30.50 |
1.5% |
77% |
False |
False |
921,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.75 |
|
2.618 |
2,127.75 |
|
1.618 |
2,104.50 |
|
1.000 |
2,090.25 |
|
0.618 |
2,081.25 |
|
HIGH |
2,067.00 |
|
0.618 |
2,058.00 |
|
0.500 |
2,055.50 |
|
0.382 |
2,052.75 |
|
LOW |
2,043.75 |
|
0.618 |
2,029.50 |
|
1.000 |
2,020.50 |
|
1.618 |
2,006.25 |
|
2.618 |
1,983.00 |
|
4.250 |
1,945.00 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.50 |
2,058.00 |
| PP |
2,053.25 |
2,055.00 |
| S1 |
2,051.25 |
2,052.00 |
|