| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,481.0 |
10,627.0 |
146.0 |
1.4% |
10,877.0 |
| High |
10,650.0 |
10,833.0 |
183.0 |
1.7% |
10,994.5 |
| Low |
10,421.0 |
10,526.0 |
105.0 |
1.0% |
10,268.5 |
| Close |
10,463.0 |
10,754.0 |
291.0 |
2.8% |
10,353.5 |
| Range |
229.0 |
307.0 |
78.0 |
34.1% |
726.0 |
| ATR |
258.6 |
266.6 |
8.0 |
3.1% |
0.0 |
| Volume |
129,700 |
128,970 |
-730 |
-0.6% |
646,772 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,625.3 |
11,496.7 |
10,922.9 |
|
| R3 |
11,318.3 |
11,189.7 |
10,838.4 |
|
| R2 |
11,011.3 |
11,011.3 |
10,810.3 |
|
| R1 |
10,882.7 |
10,882.7 |
10,782.1 |
10,947.0 |
| PP |
10,704.3 |
10,704.3 |
10,704.3 |
10,736.5 |
| S1 |
10,575.7 |
10,575.7 |
10,725.9 |
10,640.0 |
| S2 |
10,397.3 |
10,397.3 |
10,697.7 |
|
| S3 |
10,090.3 |
10,268.7 |
10,669.6 |
|
| S4 |
9,783.3 |
9,961.7 |
10,585.2 |
|
|
| 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 |
10,833.0 |
10,119.5 |
713.5 |
6.6% |
293.1 |
2.7% |
89% |
True |
False |
148,624 |
| 10 |
10,994.5 |
10,119.5 |
875.0 |
8.1% |
263.0 |
2.4% |
73% |
False |
False |
130,767 |
| 20 |
11,433.5 |
10,119.5 |
1,314.0 |
12.2% |
244.2 |
2.3% |
48% |
False |
False |
111,677 |
| 40 |
11,433.5 |
10,119.5 |
1,314.0 |
12.2% |
225.0 |
2.1% |
48% |
False |
False |
103,868 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
19.8% |
216.4 |
2.0% |
68% |
False |
False |
106,761 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
19.8% |
220.8 |
2.1% |
68% |
False |
False |
92,058 |
| 100 |
11,670.5 |
9,301.0 |
2,369.5 |
22.0% |
223.6 |
2.1% |
61% |
False |
False |
73,801 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
216.7 |
2.0% |
58% |
False |
False |
61,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,137.8 |
|
2.618 |
11,636.7 |
|
1.618 |
11,329.7 |
|
1.000 |
11,140.0 |
|
0.618 |
11,022.7 |
|
HIGH |
10,833.0 |
|
0.618 |
10,715.7 |
|
0.500 |
10,679.5 |
|
0.382 |
10,643.3 |
|
LOW |
10,526.0 |
|
0.618 |
10,336.3 |
|
1.000 |
10,219.0 |
|
1.618 |
10,029.3 |
|
2.618 |
9,722.3 |
|
4.250 |
9,221.3 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,729.2 |
10,678.8 |
| PP |
10,704.3 |
10,603.7 |
| S1 |
10,679.5 |
10,528.5 |
|