| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,627.0 |
10,665.5 |
38.5 |
0.4% |
10,350.0 |
| High |
10,833.0 |
10,735.0 |
-98.0 |
-0.9% |
10,833.0 |
| Low |
10,526.0 |
10,599.6 |
73.6 |
0.7% |
10,119.5 |
| Close |
10,754.0 |
10,599.6 |
-154.4 |
-1.4% |
10,599.6 |
| Range |
307.0 |
135.4 |
-171.6 |
-55.9% |
713.5 |
| ATR |
266.6 |
258.6 |
-8.0 |
-3.0% |
0.0 |
| Volume |
128,970 |
10,058 |
-118,912 |
-92.2% |
574,986 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,050.9 |
10,960.7 |
10,674.1 |
|
| R3 |
10,915.5 |
10,825.3 |
10,636.8 |
|
| R2 |
10,780.1 |
10,780.1 |
10,624.4 |
|
| R1 |
10,689.9 |
10,689.9 |
10,612.0 |
10,667.3 |
| PP |
10,644.7 |
10,644.7 |
10,644.7 |
10,633.5 |
| S1 |
10,554.5 |
10,554.5 |
10,587.2 |
10,531.9 |
| S2 |
10,509.3 |
10,509.3 |
10,574.8 |
|
| S3 |
10,373.9 |
10,419.1 |
10,562.4 |
|
| S4 |
10,238.5 |
10,283.7 |
10,525.1 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,657.9 |
12,342.2 |
10,992.0 |
|
| R3 |
11,944.4 |
11,628.7 |
10,795.8 |
|
| R2 |
11,230.9 |
11,230.9 |
10,730.4 |
|
| R1 |
10,915.2 |
10,915.2 |
10,665.0 |
11,073.1 |
| PP |
10,517.4 |
10,517.4 |
10,517.4 |
10,596.3 |
| S1 |
10,201.7 |
10,201.7 |
10,534.2 |
10,359.6 |
| S2 |
9,803.9 |
9,803.9 |
10,468.8 |
|
| S3 |
9,090.4 |
9,488.2 |
10,403.4 |
|
| S4 |
8,376.9 |
8,774.7 |
10,207.2 |
|
|
| 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 |
6.7% |
252.7 |
2.4% |
67% |
False |
False |
114,997 |
| 10 |
10,994.5 |
10,119.5 |
875.0 |
8.3% |
251.6 |
2.4% |
55% |
False |
False |
122,175 |
| 20 |
11,433.5 |
10,119.5 |
1,314.0 |
12.4% |
245.0 |
2.3% |
37% |
False |
False |
107,983 |
| 40 |
11,433.5 |
10,119.5 |
1,314.0 |
12.4% |
218.4 |
2.1% |
37% |
False |
False |
100,998 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
20.1% |
212.9 |
2.0% |
61% |
False |
False |
104,829 |
| 80 |
11,433.5 |
9,301.0 |
2,132.5 |
20.1% |
218.4 |
2.1% |
61% |
False |
False |
92,177 |
| 100 |
11,670.5 |
9,301.0 |
2,369.5 |
22.4% |
223.6 |
2.1% |
55% |
False |
False |
73,882 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.7% |
215.6 |
2.0% |
52% |
False |
False |
61,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,310.5 |
|
2.618 |
11,089.5 |
|
1.618 |
10,954.1 |
|
1.000 |
10,870.4 |
|
0.618 |
10,818.7 |
|
HIGH |
10,735.0 |
|
0.618 |
10,683.3 |
|
0.500 |
10,667.3 |
|
0.382 |
10,651.3 |
|
LOW |
10,599.6 |
|
0.618 |
10,515.9 |
|
1.000 |
10,464.2 |
|
1.618 |
10,380.5 |
|
2.618 |
10,245.1 |
|
4.250 |
10,024.2 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,667.3 |
10,627.0 |
| PP |
10,644.7 |
10,617.9 |
| S1 |
10,622.2 |
10,608.7 |
|