| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,045.75 |
2,050.75 |
5.00 |
0.2% |
2,092.25 |
| High |
2,067.00 |
2,056.25 |
-10.75 |
-0.5% |
2,095.50 |
| Low |
2,043.75 |
2,005.00 |
-38.75 |
-1.9% |
2,005.00 |
| Close |
2,049.25 |
2,009.75 |
-39.50 |
-1.9% |
2,009.75 |
| Range |
23.25 |
51.25 |
28.00 |
120.4% |
90.50 |
| ATR |
29.19 |
30.77 |
1.58 |
5.4% |
0.00 |
| Volume |
1,814,232 |
1,577,785 |
-236,447 |
-13.0% |
9,787,198 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.50 |
2,144.75 |
2,038.00 |
|
| R3 |
2,126.25 |
2,093.50 |
2,023.75 |
|
| R2 |
2,075.00 |
2,075.00 |
2,019.25 |
|
| R1 |
2,042.25 |
2,042.25 |
2,014.50 |
2,033.00 |
| PP |
2,023.75 |
2,023.75 |
2,023.75 |
2,019.00 |
| S1 |
1,991.00 |
1,991.00 |
2,005.00 |
1,981.75 |
| S2 |
1,972.50 |
1,972.50 |
2,000.25 |
|
| S3 |
1,921.25 |
1,939.75 |
1,995.75 |
|
| S4 |
1,870.00 |
1,888.50 |
1,981.50 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.25 |
2,249.50 |
2,059.50 |
|
| R3 |
2,217.75 |
2,159.00 |
2,034.75 |
|
| R2 |
2,127.25 |
2,127.25 |
2,026.25 |
|
| R1 |
2,068.50 |
2,068.50 |
2,018.00 |
2,052.50 |
| PP |
2,036.75 |
2,036.75 |
2,036.75 |
2,028.75 |
| S1 |
1,978.00 |
1,978.00 |
2,001.50 |
1,962.00 |
| S2 |
1,946.25 |
1,946.25 |
1,993.25 |
|
| S3 |
1,855.75 |
1,887.50 |
1,984.75 |
|
| S4 |
1,765.25 |
1,797.00 |
1,960.00 |
|
|
| 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 |
2,005.00 |
90.50 |
4.5% |
36.50 |
1.8% |
5% |
False |
True |
1,957,439 |
| 10 |
2,105.00 |
2,005.00 |
100.00 |
5.0% |
34.75 |
1.7% |
5% |
False |
True |
1,930,891 |
| 20 |
2,105.00 |
1,998.50 |
106.50 |
5.3% |
29.75 |
1.5% |
11% |
False |
False |
1,638,286 |
| 40 |
2,110.25 |
1,998.50 |
111.75 |
5.6% |
26.25 |
1.3% |
10% |
False |
False |
1,595,788 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.4% |
29.00 |
1.4% |
60% |
False |
False |
1,686,280 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.3% |
34.75 |
1.7% |
65% |
False |
False |
1,400,070 |
| 100 |
2,110.25 |
1,823.00 |
287.25 |
14.3% |
32.50 |
1.6% |
65% |
False |
False |
1,120,958 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.7% |
30.75 |
1.5% |
63% |
False |
False |
934,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,274.00 |
|
2.618 |
2,190.50 |
|
1.618 |
2,139.25 |
|
1.000 |
2,107.50 |
|
0.618 |
2,088.00 |
|
HIGH |
2,056.25 |
|
0.618 |
2,036.75 |
|
0.500 |
2,030.50 |
|
0.382 |
2,024.50 |
|
LOW |
2,005.00 |
|
0.618 |
1,973.25 |
|
1.000 |
1,953.75 |
|
1.618 |
1,922.00 |
|
2.618 |
1,870.75 |
|
4.250 |
1,787.25 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.50 |
2,042.50 |
| PP |
2,023.75 |
2,031.50 |
| S1 |
2,016.75 |
2,020.50 |
|