| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
3,303.0 |
3,247.0 |
-56.0 |
-1.7% |
3,484.0 |
| High |
3,317.0 |
3,288.0 |
-29.0 |
-0.9% |
3,537.0 |
| Low |
3,229.0 |
3,245.0 |
16.0 |
0.5% |
3,292.0 |
| Close |
3,283.0 |
3,275.0 |
-8.0 |
-0.2% |
3,331.0 |
| Range |
88.0 |
43.0 |
-45.0 |
-51.1% |
245.0 |
| ATR |
77.0 |
74.6 |
-2.4 |
-3.2% |
0.0 |
| Volume |
1,438,091 |
1,438,091 |
0 |
0.0% |
6,245,382 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,398.3 |
3,379.7 |
3,298.7 |
|
| R3 |
3,355.3 |
3,336.7 |
3,286.8 |
|
| R2 |
3,312.3 |
3,312.3 |
3,282.9 |
|
| R1 |
3,293.7 |
3,293.7 |
3,278.9 |
3,303.0 |
| PP |
3,269.3 |
3,269.3 |
3,269.3 |
3,274.0 |
| S1 |
3,250.7 |
3,250.7 |
3,271.1 |
3,260.0 |
| S2 |
3,226.3 |
3,226.3 |
3,267.1 |
|
| S3 |
3,183.3 |
3,207.7 |
3,263.2 |
|
| S4 |
3,140.3 |
3,164.7 |
3,251.4 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,121.7 |
3,971.3 |
3,465.8 |
|
| R3 |
3,876.7 |
3,726.3 |
3,398.4 |
|
| R2 |
3,631.7 |
3,631.7 |
3,375.9 |
|
| R1 |
3,481.3 |
3,481.3 |
3,353.5 |
3,434.0 |
| PP |
3,386.7 |
3,386.7 |
3,386.7 |
3,363.0 |
| S1 |
3,236.3 |
3,236.3 |
3,308.5 |
3,189.0 |
| S2 |
3,141.7 |
3,141.7 |
3,286.1 |
|
| S3 |
2,896.7 |
2,991.3 |
3,263.6 |
|
| S4 |
2,651.7 |
2,746.3 |
3,196.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,396.0 |
3,229.0 |
167.0 |
5.1% |
68.6 |
2.1% |
28% |
False |
False |
1,486,181 |
| 10 |
3,537.0 |
3,229.0 |
308.0 |
9.4% |
81.2 |
2.5% |
15% |
False |
False |
1,355,811 |
| 20 |
3,537.0 |
3,229.0 |
308.0 |
9.4% |
73.9 |
2.3% |
15% |
False |
False |
1,239,299 |
| 40 |
3,537.0 |
3,200.0 |
337.0 |
10.3% |
64.4 |
2.0% |
22% |
False |
False |
1,134,531 |
| 60 |
3,537.0 |
2,970.0 |
567.0 |
17.3% |
68.0 |
2.1% |
54% |
False |
False |
1,174,554 |
| 80 |
3,537.0 |
2,950.0 |
587.0 |
17.9% |
72.6 |
2.2% |
55% |
False |
False |
966,300 |
| 100 |
3,677.0 |
2,950.0 |
727.0 |
22.2% |
69.2 |
2.1% |
45% |
False |
False |
773,238 |
| 120 |
3,699.0 |
2,950.0 |
749.0 |
22.9% |
69.3 |
2.1% |
43% |
False |
False |
644,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,470.8 |
|
2.618 |
3,400.6 |
|
1.618 |
3,357.6 |
|
1.000 |
3,331.0 |
|
0.618 |
3,314.6 |
|
HIGH |
3,288.0 |
|
0.618 |
3,271.6 |
|
0.500 |
3,266.5 |
|
0.382 |
3,261.4 |
|
LOW |
3,245.0 |
|
0.618 |
3,218.4 |
|
1.000 |
3,202.0 |
|
1.618 |
3,175.4 |
|
2.618 |
3,132.4 |
|
4.250 |
3,062.3 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,272.2 |
3,294.5 |
| PP |
3,269.3 |
3,288.0 |
| S1 |
3,266.5 |
3,281.5 |
|