| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,050.75 |
2,008.00 |
-42.75 |
-2.1% |
2,092.25 |
| High |
2,056.25 |
2,028.25 |
-28.00 |
-1.4% |
2,095.50 |
| Low |
2,005.00 |
1,992.25 |
-12.75 |
-0.6% |
2,005.00 |
| Close |
2,009.75 |
2,018.50 |
8.75 |
0.4% |
2,009.75 |
| Range |
51.25 |
36.00 |
-15.25 |
-29.8% |
90.50 |
| ATR |
30.77 |
31.14 |
0.37 |
1.2% |
0.00 |
| Volume |
1,577,785 |
1,269,316 |
-308,469 |
-19.6% |
9,787,198 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.00 |
2,105.75 |
2,038.25 |
|
| R3 |
2,085.00 |
2,069.75 |
2,028.50 |
|
| R2 |
2,049.00 |
2,049.00 |
2,025.00 |
|
| R1 |
2,033.75 |
2,033.75 |
2,021.75 |
2,041.50 |
| PP |
2,013.00 |
2,013.00 |
2,013.00 |
2,016.75 |
| S1 |
1,997.75 |
1,997.75 |
2,015.25 |
2,005.50 |
| S2 |
1,977.00 |
1,977.00 |
2,012.00 |
|
| S3 |
1,941.00 |
1,961.75 |
2,008.50 |
|
| S4 |
1,905.00 |
1,925.75 |
1,998.75 |
|
|
| 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 |
2,081.50 |
1,992.25 |
89.25 |
4.4% |
37.50 |
1.9% |
29% |
False |
True |
1,871,439 |
| 10 |
2,105.00 |
1,992.25 |
112.75 |
5.6% |
36.75 |
1.8% |
23% |
False |
True |
1,918,921 |
| 20 |
2,105.00 |
1,992.25 |
112.75 |
5.6% |
30.00 |
1.5% |
23% |
False |
True |
1,595,305 |
| 40 |
2,110.25 |
1,992.25 |
118.00 |
5.8% |
26.75 |
1.3% |
22% |
False |
True |
1,593,464 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.3% |
29.00 |
1.4% |
63% |
False |
False |
1,667,044 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.2% |
34.50 |
1.7% |
68% |
False |
False |
1,415,839 |
| 100 |
2,110.25 |
1,823.00 |
287.25 |
14.2% |
32.50 |
1.6% |
68% |
False |
False |
1,133,629 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
30.75 |
1.5% |
66% |
False |
False |
945,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.25 |
|
2.618 |
2,122.50 |
|
1.618 |
2,086.50 |
|
1.000 |
2,064.25 |
|
0.618 |
2,050.50 |
|
HIGH |
2,028.25 |
|
0.618 |
2,014.50 |
|
0.500 |
2,010.25 |
|
0.382 |
2,006.00 |
|
LOW |
1,992.25 |
|
0.618 |
1,970.00 |
|
1.000 |
1,956.25 |
|
1.618 |
1,934.00 |
|
2.618 |
1,898.00 |
|
4.250 |
1,839.25 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.75 |
2,029.50 |
| PP |
2,013.00 |
2,026.00 |
| S1 |
2,010.25 |
2,022.25 |
|