| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,021.75 |
2,046.00 |
24.25 |
1.2% |
2,092.25 |
| High |
2,054.00 |
2,077.00 |
23.00 |
1.1% |
2,095.50 |
| Low |
2,019.00 |
2,040.00 |
21.00 |
1.0% |
2,005.00 |
| Close |
2,045.50 |
2,072.00 |
26.50 |
1.3% |
2,009.75 |
| Range |
35.00 |
37.00 |
2.00 |
5.7% |
90.50 |
| ATR |
31.45 |
31.85 |
0.40 |
1.3% |
0.00 |
| Volume |
1,039,906 |
575,717 |
-464,189 |
-44.6% |
9,787,198 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.00 |
2,160.00 |
2,092.25 |
|
| R3 |
2,137.00 |
2,123.00 |
2,082.25 |
|
| R2 |
2,100.00 |
2,100.00 |
2,078.75 |
|
| R1 |
2,086.00 |
2,086.00 |
2,075.50 |
2,093.00 |
| PP |
2,063.00 |
2,063.00 |
2,063.00 |
2,066.50 |
| S1 |
2,049.00 |
2,049.00 |
2,068.50 |
2,056.00 |
| S2 |
2,026.00 |
2,026.00 |
2,065.25 |
|
| S3 |
1,989.00 |
2,012.00 |
2,061.75 |
|
| S4 |
1,952.00 |
1,975.00 |
2,051.75 |
|
|
| 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 |
2,077.00 |
1,992.25 |
84.75 |
4.1% |
36.50 |
1.8% |
94% |
True |
False |
1,255,391 |
| 10 |
2,095.50 |
1,992.25 |
103.25 |
5.0% |
39.25 |
1.9% |
77% |
False |
False |
1,759,681 |
| 20 |
2,105.00 |
1,992.25 |
112.75 |
5.4% |
29.75 |
1.4% |
71% |
False |
False |
1,509,481 |
| 40 |
2,110.25 |
1,992.25 |
118.00 |
5.7% |
28.00 |
1.3% |
68% |
False |
False |
1,569,282 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
29.00 |
1.4% |
85% |
False |
False |
1,635,660 |
| 80 |
2,110.25 |
1,842.00 |
268.25 |
12.9% |
32.75 |
1.6% |
86% |
False |
False |
1,435,639 |
| 100 |
2,110.25 |
1,823.00 |
287.25 |
13.9% |
32.75 |
1.6% |
87% |
False |
False |
1,149,743 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
31.25 |
1.5% |
84% |
False |
False |
958,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.25 |
|
2.618 |
2,173.75 |
|
1.618 |
2,136.75 |
|
1.000 |
2,114.00 |
|
0.618 |
2,099.75 |
|
HIGH |
2,077.00 |
|
0.618 |
2,062.75 |
|
0.500 |
2,058.50 |
|
0.382 |
2,054.25 |
|
LOW |
2,040.00 |
|
0.618 |
2,017.25 |
|
1.000 |
2,003.00 |
|
1.618 |
1,980.25 |
|
2.618 |
1,943.25 |
|
4.250 |
1,882.75 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.50 |
2,059.50 |
| PP |
2,063.00 |
2,047.00 |
| S1 |
2,058.50 |
2,034.50 |
|