| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,350.0 |
10,262.0 |
-88.0 |
-0.9% |
10,877.0 |
| High |
10,446.5 |
10,489.0 |
42.5 |
0.4% |
10,994.5 |
| Low |
10,119.5 |
10,224.0 |
104.5 |
1.0% |
10,268.5 |
| Close |
10,144.5 |
10,453.0 |
308.5 |
3.0% |
10,353.5 |
| Range |
327.0 |
265.0 |
-62.0 |
-19.0% |
726.0 |
| ATR |
254.5 |
260.9 |
6.4 |
2.5% |
0.0 |
| Volume |
158,490 |
147,768 |
-10,722 |
-6.8% |
646,772 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,183.7 |
11,083.3 |
10,598.8 |
|
| R3 |
10,918.7 |
10,818.3 |
10,525.9 |
|
| R2 |
10,653.7 |
10,653.7 |
10,501.6 |
|
| R1 |
10,553.3 |
10,553.3 |
10,477.3 |
10,603.5 |
| PP |
10,388.7 |
10,388.7 |
10,388.7 |
10,413.8 |
| S1 |
10,288.3 |
10,288.3 |
10,428.7 |
10,338.5 |
| S2 |
10,123.7 |
10,123.7 |
10,404.4 |
|
| S3 |
9,858.7 |
10,023.3 |
10,380.1 |
|
| S4 |
9,593.7 |
9,758.3 |
10,307.3 |
|
|
| 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 |
10,719.5 |
10,119.5 |
600.0 |
5.7% |
273.6 |
2.6% |
56% |
False |
False |
144,153 |
| 10 |
11,334.0 |
10,119.5 |
1,214.5 |
11.6% |
303.2 |
2.9% |
27% |
False |
False |
127,276 |
| 20 |
11,433.5 |
10,119.5 |
1,314.0 |
12.6% |
235.9 |
2.3% |
25% |
False |
False |
108,061 |
| 40 |
11,433.5 |
10,076.0 |
1,357.5 |
13.0% |
218.9 |
2.1% |
28% |
False |
False |
103,165 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
20.4% |
219.0 |
2.1% |
54% |
False |
False |
106,802 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
20.4% |
227.8 |
2.2% |
54% |
False |
False |
88,884 |
| 100 |
11,670.5 |
9,301.0 |
2,369.5 |
22.7% |
222.6 |
2.1% |
49% |
False |
False |
71,224 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
24.0% |
217.6 |
2.1% |
46% |
False |
False |
59,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,615.3 |
|
2.618 |
11,182.8 |
|
1.618 |
10,917.8 |
|
1.000 |
10,754.0 |
|
0.618 |
10,652.8 |
|
HIGH |
10,489.0 |
|
0.618 |
10,387.8 |
|
0.500 |
10,356.5 |
|
0.382 |
10,325.2 |
|
LOW |
10,224.0 |
|
0.618 |
10,060.2 |
|
1.000 |
9,959.0 |
|
1.618 |
9,795.2 |
|
2.618 |
9,530.2 |
|
4.250 |
9,097.8 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,420.8 |
10,422.9 |
| PP |
10,388.7 |
10,392.8 |
| S1 |
10,356.5 |
10,362.8 |
|