| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,510.0 |
10,598.0 |
88.0 |
0.8% |
10,877.0 |
| High |
10,664.0 |
10,606.0 |
-58.0 |
-0.5% |
10,994.5 |
| Low |
10,497.5 |
10,268.5 |
-229.0 |
-2.2% |
10,268.5 |
| Close |
10,613.5 |
10,353.5 |
-260.0 |
-2.4% |
10,353.5 |
| Range |
166.5 |
337.5 |
171.0 |
102.7% |
726.0 |
| ATR |
241.5 |
248.9 |
7.4 |
3.1% |
0.0 |
| Volume |
146,937 |
178,193 |
31,256 |
21.3% |
646,772 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,421.8 |
11,225.2 |
10,539.1 |
|
| R3 |
11,084.3 |
10,887.7 |
10,446.3 |
|
| R2 |
10,746.8 |
10,746.8 |
10,415.4 |
|
| R1 |
10,550.2 |
10,550.2 |
10,384.4 |
10,479.8 |
| PP |
10,409.3 |
10,409.3 |
10,409.3 |
10,374.1 |
| S1 |
10,212.7 |
10,212.7 |
10,322.6 |
10,142.3 |
| S2 |
10,071.8 |
10,071.8 |
10,291.6 |
|
| S3 |
9,734.3 |
9,875.2 |
10,260.7 |
|
| S4 |
9,396.8 |
9,537.7 |
10,167.9 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,716.8 |
12,261.2 |
10,752.8 |
|
| R3 |
11,990.8 |
11,535.2 |
10,553.2 |
|
| R2 |
11,264.8 |
11,264.8 |
10,486.6 |
|
| R1 |
10,809.2 |
10,809.2 |
10,420.1 |
10,674.0 |
| PP |
10,538.8 |
10,538.8 |
10,538.8 |
10,471.3 |
| S1 |
10,083.2 |
10,083.2 |
10,287.0 |
9,948.0 |
| S2 |
9,812.8 |
9,812.8 |
10,220.4 |
|
| S3 |
9,086.8 |
9,357.2 |
10,153.9 |
|
| S4 |
8,360.8 |
8,631.2 |
9,954.2 |
|
|
| 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 |
10,268.5 |
726.0 |
7.0% |
250.6 |
2.4% |
12% |
False |
True |
129,354 |
| 10 |
11,433.5 |
10,268.5 |
1,165.0 |
11.3% |
280.6 |
2.7% |
7% |
False |
True |
116,889 |
| 20 |
11,433.5 |
10,268.5 |
1,165.0 |
11.3% |
233.8 |
2.3% |
7% |
False |
True |
103,803 |
| 40 |
11,433.5 |
10,052.5 |
1,381.0 |
13.3% |
210.5 |
2.0% |
22% |
False |
False |
99,568 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
20.6% |
218.8 |
2.1% |
49% |
False |
False |
106,029 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
20.6% |
230.2 |
2.2% |
49% |
False |
False |
85,109 |
| 100 |
11,670.5 |
9,301.0 |
2,369.5 |
22.9% |
220.9 |
2.1% |
44% |
False |
False |
68,171 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
24.2% |
215.9 |
2.1% |
42% |
False |
False |
56,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,040.4 |
|
2.618 |
11,489.6 |
|
1.618 |
11,152.1 |
|
1.000 |
10,943.5 |
|
0.618 |
10,814.6 |
|
HIGH |
10,606.0 |
|
0.618 |
10,477.1 |
|
0.500 |
10,437.3 |
|
0.382 |
10,397.4 |
|
LOW |
10,268.5 |
|
0.618 |
10,059.9 |
|
1.000 |
9,931.0 |
|
1.618 |
9,722.4 |
|
2.618 |
9,384.9 |
|
4.250 |
8,834.1 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,437.3 |
10,494.0 |
| PP |
10,409.3 |
10,447.2 |
| S1 |
10,381.4 |
10,400.3 |
|