| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
3,247.0 |
3,268.0 |
21.0 |
0.6% |
3,371.0 |
| High |
3,288.0 |
3,270.0 |
-18.0 |
-0.5% |
3,396.0 |
| Low |
3,245.0 |
3,178.0 |
-67.0 |
-2.1% |
3,178.0 |
| Close |
3,275.0 |
3,207.0 |
-68.0 |
-2.1% |
3,207.0 |
| Range |
43.0 |
92.0 |
49.0 |
114.0% |
218.0 |
| ATR |
74.6 |
76.2 |
1.6 |
2.2% |
0.0 |
| Volume |
1,438,091 |
2,028,701 |
590,610 |
41.1% |
8,343,569 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,494.3 |
3,442.7 |
3,257.6 |
|
| R3 |
3,402.3 |
3,350.7 |
3,232.3 |
|
| R2 |
3,310.3 |
3,310.3 |
3,223.9 |
|
| R1 |
3,258.7 |
3,258.7 |
3,215.4 |
3,238.5 |
| PP |
3,218.3 |
3,218.3 |
3,218.3 |
3,208.3 |
| S1 |
3,166.7 |
3,166.7 |
3,198.6 |
3,146.5 |
| S2 |
3,126.3 |
3,126.3 |
3,190.1 |
|
| S3 |
3,034.3 |
3,074.7 |
3,181.7 |
|
| S4 |
2,942.3 |
2,982.7 |
3,156.4 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,914.3 |
3,778.7 |
3,326.9 |
|
| R3 |
3,696.3 |
3,560.7 |
3,267.0 |
|
| R2 |
3,478.3 |
3,478.3 |
3,247.0 |
|
| R1 |
3,342.7 |
3,342.7 |
3,227.0 |
3,301.5 |
| PP |
3,260.3 |
3,260.3 |
3,260.3 |
3,239.8 |
| S1 |
3,124.7 |
3,124.7 |
3,187.0 |
3,083.5 |
| S2 |
3,042.3 |
3,042.3 |
3,167.0 |
|
| S3 |
2,824.3 |
2,906.7 |
3,147.1 |
|
| S4 |
2,606.3 |
2,688.7 |
3,087.1 |
|
|
| 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 |
3,178.0 |
218.0 |
6.8% |
70.4 |
2.2% |
13% |
False |
True |
1,668,713 |
| 10 |
3,537.0 |
3,178.0 |
359.0 |
11.2% |
86.0 |
2.7% |
8% |
False |
True |
1,458,895 |
| 20 |
3,537.0 |
3,178.0 |
359.0 |
11.2% |
73.5 |
2.3% |
8% |
False |
True |
1,269,216 |
| 40 |
3,537.0 |
3,178.0 |
359.0 |
11.2% |
65.2 |
2.0% |
8% |
False |
True |
1,161,801 |
| 60 |
3,537.0 |
2,970.0 |
567.0 |
17.7% |
68.4 |
2.1% |
42% |
False |
False |
1,173,879 |
| 80 |
3,537.0 |
2,950.0 |
587.0 |
18.3% |
73.1 |
2.3% |
44% |
False |
False |
991,644 |
| 100 |
3,677.0 |
2,950.0 |
727.0 |
22.7% |
69.8 |
2.2% |
35% |
False |
False |
793,455 |
| 120 |
3,699.0 |
2,950.0 |
749.0 |
23.4% |
69.6 |
2.2% |
34% |
False |
False |
661,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,661.0 |
|
2.618 |
3,510.9 |
|
1.618 |
3,418.9 |
|
1.000 |
3,362.0 |
|
0.618 |
3,326.9 |
|
HIGH |
3,270.0 |
|
0.618 |
3,234.9 |
|
0.500 |
3,224.0 |
|
0.382 |
3,213.1 |
|
LOW |
3,178.0 |
|
0.618 |
3,121.1 |
|
1.000 |
3,086.0 |
|
1.618 |
3,029.1 |
|
2.618 |
2,937.1 |
|
4.250 |
2,787.0 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,224.0 |
3,247.5 |
| PP |
3,218.3 |
3,234.0 |
| S1 |
3,212.7 |
3,220.5 |
|