| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,598.0 |
10,350.0 |
-248.0 |
-2.3% |
10,877.0 |
| High |
10,606.0 |
10,446.5 |
-159.5 |
-1.5% |
10,994.5 |
| Low |
10,268.5 |
10,119.5 |
-149.0 |
-1.5% |
10,268.5 |
| Close |
10,353.5 |
10,144.5 |
-209.0 |
-2.0% |
10,353.5 |
| Range |
337.5 |
327.0 |
-10.5 |
-3.1% |
726.0 |
| ATR |
248.9 |
254.5 |
5.6 |
2.2% |
0.0 |
| Volume |
178,193 |
158,490 |
-19,703 |
-11.1% |
646,772 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,217.8 |
11,008.2 |
10,324.4 |
|
| R3 |
10,890.8 |
10,681.2 |
10,234.4 |
|
| R2 |
10,563.8 |
10,563.8 |
10,204.5 |
|
| R1 |
10,354.2 |
10,354.2 |
10,174.5 |
10,295.5 |
| PP |
10,236.8 |
10,236.8 |
10,236.8 |
10,207.5 |
| S1 |
10,027.2 |
10,027.2 |
10,114.5 |
9,968.5 |
| S2 |
9,909.8 |
9,909.8 |
10,084.6 |
|
| S3 |
9,582.8 |
9,700.2 |
10,054.6 |
|
| S4 |
9,255.8 |
9,373.2 |
9,964.7 |
|
|
| 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 |
10,900.0 |
10,119.5 |
780.5 |
7.7% |
278.1 |
2.7% |
3% |
False |
True |
139,054 |
| 10 |
11,419.0 |
10,119.5 |
1,299.5 |
12.8% |
295.2 |
2.9% |
2% |
False |
True |
122,803 |
| 20 |
11,433.5 |
10,119.5 |
1,314.0 |
13.0% |
239.5 |
2.4% |
2% |
False |
True |
106,064 |
| 40 |
11,433.5 |
10,066.0 |
1,367.5 |
13.5% |
215.8 |
2.1% |
6% |
False |
False |
101,423 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
21.0% |
218.2 |
2.2% |
40% |
False |
False |
106,889 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
21.0% |
230.0 |
2.3% |
40% |
False |
False |
87,081 |
| 100 |
11,670.5 |
9,301.0 |
2,369.5 |
23.4% |
222.5 |
2.2% |
36% |
False |
False |
69,748 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
24.7% |
216.8 |
2.1% |
34% |
False |
False |
58,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,836.3 |
|
2.618 |
11,302.6 |
|
1.618 |
10,975.6 |
|
1.000 |
10,773.5 |
|
0.618 |
10,648.6 |
|
HIGH |
10,446.5 |
|
0.618 |
10,321.6 |
|
0.500 |
10,283.0 |
|
0.382 |
10,244.4 |
|
LOW |
10,119.5 |
|
0.618 |
9,917.4 |
|
1.000 |
9,792.5 |
|
1.618 |
9,590.4 |
|
2.618 |
9,263.4 |
|
4.250 |
8,729.8 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,283.0 |
10,391.8 |
| PP |
10,236.8 |
10,309.3 |
| S1 |
10,190.7 |
10,226.9 |
|