| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,689.0 |
10,510.0 |
-179.0 |
-1.7% |
11,283.0 |
| High |
10,719.5 |
10,664.0 |
-55.5 |
-0.5% |
11,433.5 |
| Low |
10,447.5 |
10,497.5 |
50.0 |
0.5% |
10,630.5 |
| Close |
10,610.5 |
10,613.5 |
3.0 |
0.0% |
10,753.0 |
| Range |
272.0 |
166.5 |
-105.5 |
-38.8% |
803.0 |
| ATR |
247.3 |
241.5 |
-5.8 |
-2.3% |
0.0 |
| Volume |
89,379 |
146,937 |
57,558 |
64.4% |
522,118 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,091.2 |
11,018.8 |
10,705.1 |
|
| R3 |
10,924.7 |
10,852.3 |
10,659.3 |
|
| R2 |
10,758.2 |
10,758.2 |
10,644.0 |
|
| R1 |
10,685.8 |
10,685.8 |
10,628.8 |
10,722.0 |
| PP |
10,591.7 |
10,591.7 |
10,591.7 |
10,609.8 |
| S1 |
10,519.3 |
10,519.3 |
10,598.2 |
10,555.5 |
| S2 |
10,425.2 |
10,425.2 |
10,583.0 |
|
| S3 |
10,258.7 |
10,352.8 |
10,567.7 |
|
| S4 |
10,092.2 |
10,186.3 |
10,521.9 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,348.0 |
12,853.5 |
11,194.7 |
|
| R3 |
12,545.0 |
12,050.5 |
10,973.8 |
|
| R2 |
11,742.0 |
11,742.0 |
10,900.2 |
|
| R1 |
11,247.5 |
11,247.5 |
10,826.6 |
11,093.3 |
| PP |
10,939.0 |
10,939.0 |
10,939.0 |
10,861.9 |
| S1 |
10,444.5 |
10,444.5 |
10,679.4 |
10,290.3 |
| S2 |
10,136.0 |
10,136.0 |
10,605.8 |
|
| S3 |
9,333.0 |
9,641.5 |
10,532.2 |
|
| S4 |
8,530.0 |
8,838.5 |
10,311.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,994.5 |
10,447.5 |
547.0 |
5.2% |
232.9 |
2.2% |
30% |
False |
False |
112,911 |
| 10 |
11,433.5 |
10,447.5 |
986.0 |
9.3% |
258.2 |
2.4% |
17% |
False |
False |
107,212 |
| 20 |
11,433.5 |
10,447.5 |
986.0 |
9.3% |
229.4 |
2.2% |
17% |
False |
False |
100,557 |
| 40 |
11,433.5 |
9,956.0 |
1,477.5 |
13.9% |
206.8 |
1.9% |
45% |
False |
False |
97,430 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
20.1% |
216.4 |
2.0% |
62% |
False |
False |
105,646 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
20.1% |
228.2 |
2.1% |
62% |
False |
False |
82,887 |
| 100 |
11,670.5 |
9,301.0 |
2,369.5 |
22.3% |
218.4 |
2.1% |
55% |
False |
False |
66,390 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.6% |
214.7 |
2.0% |
52% |
False |
False |
55,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,371.6 |
|
2.618 |
11,099.9 |
|
1.618 |
10,933.4 |
|
1.000 |
10,830.5 |
|
0.618 |
10,766.9 |
|
HIGH |
10,664.0 |
|
0.618 |
10,600.4 |
|
0.500 |
10,580.8 |
|
0.382 |
10,561.1 |
|
LOW |
10,497.5 |
|
0.618 |
10,394.6 |
|
1.000 |
10,331.0 |
|
1.618 |
10,228.1 |
|
2.618 |
10,061.6 |
|
4.250 |
9,789.9 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,602.6 |
10,673.8 |
| PP |
10,591.7 |
10,653.7 |
| S1 |
10,580.8 |
10,633.6 |
|