| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,046.00 |
2,069.75 |
23.75 |
1.2% |
2,092.25 |
| High |
2,077.00 |
2,082.25 |
5.25 |
0.3% |
2,095.50 |
| Low |
2,040.00 |
2,032.50 |
-7.50 |
-0.4% |
2,005.00 |
| Close |
2,072.00 |
2,034.25 |
-37.75 |
-1.8% |
2,009.75 |
| Range |
37.00 |
49.75 |
12.75 |
34.5% |
90.50 |
| ATR |
31.85 |
33.13 |
1.28 |
4.0% |
0.00 |
| Volume |
575,717 |
404,881 |
-170,836 |
-29.7% |
9,787,198 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.00 |
2,166.25 |
2,061.50 |
|
| R3 |
2,149.25 |
2,116.50 |
2,048.00 |
|
| R2 |
2,099.50 |
2,099.50 |
2,043.25 |
|
| R1 |
2,066.75 |
2,066.75 |
2,038.75 |
2,058.25 |
| PP |
2,049.75 |
2,049.75 |
2,049.75 |
2,045.50 |
| S1 |
2,017.00 |
2,017.00 |
2,029.75 |
2,008.50 |
| S2 |
2,000.00 |
2,000.00 |
2,025.25 |
|
| S3 |
1,950.25 |
1,967.25 |
2,020.50 |
|
| S4 |
1,900.50 |
1,917.50 |
2,007.00 |
|
|
| 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 |
2,082.25 |
1,992.25 |
90.00 |
4.4% |
41.75 |
2.1% |
47% |
True |
False |
973,521 |
| 10 |
2,095.50 |
1,992.25 |
103.25 |
5.1% |
38.50 |
1.9% |
41% |
False |
False |
1,534,654 |
| 20 |
2,105.00 |
1,992.25 |
112.75 |
5.5% |
30.25 |
1.5% |
37% |
False |
False |
1,452,559 |
| 40 |
2,110.25 |
1,992.25 |
118.00 |
5.8% |
28.50 |
1.4% |
36% |
False |
False |
1,534,623 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.3% |
29.25 |
1.4% |
70% |
False |
False |
1,618,675 |
| 80 |
2,110.25 |
1,842.00 |
268.25 |
13.2% |
32.50 |
1.6% |
72% |
False |
False |
1,440,085 |
| 100 |
2,110.25 |
1,823.00 |
287.25 |
14.1% |
33.00 |
1.6% |
74% |
False |
False |
1,153,764 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.5% |
31.25 |
1.5% |
71% |
False |
False |
961,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,293.75 |
|
2.618 |
2,212.50 |
|
1.618 |
2,162.75 |
|
1.000 |
2,132.00 |
|
0.618 |
2,113.00 |
|
HIGH |
2,082.25 |
|
0.618 |
2,063.25 |
|
0.500 |
2,057.50 |
|
0.382 |
2,051.50 |
|
LOW |
2,032.50 |
|
0.618 |
2,001.75 |
|
1.000 |
1,982.75 |
|
1.618 |
1,952.00 |
|
2.618 |
1,902.25 |
|
4.250 |
1,821.00 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.50 |
2,050.50 |
| PP |
2,049.75 |
2,045.25 |
| S1 |
2,042.00 |
2,039.75 |
|