| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,262.0 |
10,481.0 |
219.0 |
2.1% |
10,877.0 |
| High |
10,489.0 |
10,650.0 |
161.0 |
1.5% |
10,994.5 |
| Low |
10,224.0 |
10,421.0 |
197.0 |
1.9% |
10,268.5 |
| Close |
10,453.0 |
10,463.0 |
10.0 |
0.1% |
10,353.5 |
| Range |
265.0 |
229.0 |
-36.0 |
-13.6% |
726.0 |
| ATR |
260.9 |
258.6 |
-2.3 |
-0.9% |
0.0 |
| Volume |
147,768 |
129,700 |
-18,068 |
-12.2% |
646,772 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,198.3 |
11,059.7 |
10,589.0 |
|
| R3 |
10,969.3 |
10,830.7 |
10,526.0 |
|
| R2 |
10,740.3 |
10,740.3 |
10,505.0 |
|
| R1 |
10,601.7 |
10,601.7 |
10,484.0 |
10,556.5 |
| PP |
10,511.3 |
10,511.3 |
10,511.3 |
10,488.8 |
| S1 |
10,372.7 |
10,372.7 |
10,442.0 |
10,327.5 |
| S2 |
10,282.3 |
10,282.3 |
10,421.0 |
|
| S3 |
10,053.3 |
10,143.7 |
10,400.0 |
|
| S4 |
9,824.3 |
9,914.7 |
10,337.1 |
|
|
| 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 |
10,664.0 |
10,119.5 |
544.5 |
5.2% |
265.0 |
2.5% |
63% |
False |
False |
152,217 |
| 10 |
11,323.5 |
10,119.5 |
1,204.0 |
11.5% |
300.6 |
2.9% |
29% |
False |
False |
129,943 |
| 20 |
11,433.5 |
10,119.5 |
1,314.0 |
12.6% |
237.5 |
2.3% |
26% |
False |
False |
110,032 |
| 40 |
11,433.5 |
10,102.5 |
1,331.0 |
12.7% |
221.7 |
2.1% |
27% |
False |
False |
104,014 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
20.4% |
215.1 |
2.1% |
54% |
False |
False |
107,104 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
20.4% |
223.0 |
2.1% |
54% |
False |
False |
90,454 |
| 100 |
11,670.5 |
9,301.0 |
2,369.5 |
22.6% |
222.2 |
2.1% |
49% |
False |
False |
72,514 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
24.0% |
216.0 |
2.1% |
46% |
False |
False |
60,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,623.3 |
|
2.618 |
11,249.5 |
|
1.618 |
11,020.5 |
|
1.000 |
10,879.0 |
|
0.618 |
10,791.5 |
|
HIGH |
10,650.0 |
|
0.618 |
10,562.5 |
|
0.500 |
10,535.5 |
|
0.382 |
10,508.5 |
|
LOW |
10,421.0 |
|
0.618 |
10,279.5 |
|
1.000 |
10,192.0 |
|
1.618 |
10,050.5 |
|
2.618 |
9,821.5 |
|
4.250 |
9,447.8 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,535.5 |
10,436.9 |
| PP |
10,511.3 |
10,410.8 |
| S1 |
10,487.2 |
10,384.8 |
|