| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,008.00 |
2,021.75 |
13.75 |
0.7% |
2,092.25 |
| High |
2,028.25 |
2,054.00 |
25.75 |
1.3% |
2,095.50 |
| Low |
1,992.25 |
2,019.00 |
26.75 |
1.3% |
2,005.00 |
| Close |
2,018.50 |
2,045.50 |
27.00 |
1.3% |
2,009.75 |
| Range |
36.00 |
35.00 |
-1.00 |
-2.8% |
90.50 |
| ATR |
31.14 |
31.45 |
0.31 |
1.0% |
0.00 |
| Volume |
1,269,316 |
1,039,906 |
-229,410 |
-18.1% |
9,787,198 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.50 |
2,130.00 |
2,064.75 |
|
| R3 |
2,109.50 |
2,095.00 |
2,055.00 |
|
| R2 |
2,074.50 |
2,074.50 |
2,052.00 |
|
| R1 |
2,060.00 |
2,060.00 |
2,048.75 |
2,067.25 |
| PP |
2,039.50 |
2,039.50 |
2,039.50 |
2,043.00 |
| S1 |
2,025.00 |
2,025.00 |
2,042.25 |
2,032.25 |
| S2 |
2,004.50 |
2,004.50 |
2,039.00 |
|
| S3 |
1,969.50 |
1,990.00 |
2,036.00 |
|
| S4 |
1,934.50 |
1,955.00 |
2,026.25 |
|
|
| 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 |
2,079.75 |
1,992.25 |
87.50 |
4.3% |
38.25 |
1.9% |
61% |
False |
False |
1,678,417 |
| 10 |
2,105.00 |
1,992.25 |
112.75 |
5.5% |
38.50 |
1.9% |
47% |
False |
False |
1,874,693 |
| 20 |
2,105.00 |
1,992.25 |
112.75 |
5.5% |
29.00 |
1.4% |
47% |
False |
False |
1,561,747 |
| 40 |
2,110.25 |
1,992.25 |
118.00 |
5.8% |
27.25 |
1.3% |
45% |
False |
False |
1,586,798 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.2% |
29.00 |
1.4% |
74% |
False |
False |
1,659,150 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
34.00 |
1.7% |
77% |
False |
False |
1,428,699 |
| 100 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
32.50 |
1.6% |
77% |
False |
False |
1,144,011 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
31.00 |
1.5% |
75% |
False |
False |
953,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.75 |
|
2.618 |
2,145.75 |
|
1.618 |
2,110.75 |
|
1.000 |
2,089.00 |
|
0.618 |
2,075.75 |
|
HIGH |
2,054.00 |
|
0.618 |
2,040.75 |
|
0.500 |
2,036.50 |
|
0.382 |
2,032.25 |
|
LOW |
2,019.00 |
|
0.618 |
1,997.25 |
|
1.000 |
1,984.00 |
|
1.618 |
1,962.25 |
|
2.618 |
1,927.25 |
|
4.250 |
1,870.25 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.50 |
2,038.50 |
| PP |
2,039.50 |
2,031.25 |
| S1 |
2,036.50 |
2,024.25 |
|