| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,071.4 |
1,073.0 |
1.6 |
0.1% |
1,085.5 |
| High |
1,079.1 |
1,077.3 |
-1.8 |
-0.2% |
1,086.1 |
| Low |
1,061.7 |
1,058.1 |
-3.6 |
-0.3% |
1,061.7 |
| Close |
1,075.7 |
1,063.4 |
-12.3 |
-1.1% |
1,075.7 |
| Range |
17.4 |
19.2 |
1.8 |
10.3% |
24.4 |
| ATR |
16.1 |
16.3 |
0.2 |
1.4% |
0.0 |
| Volume |
152,623 |
121,860 |
-30,763 |
-20.2% |
630,650 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.9 |
1,112.8 |
1,074.0 |
|
| R3 |
1,104.7 |
1,093.6 |
1,068.7 |
|
| R2 |
1,085.5 |
1,085.5 |
1,066.9 |
|
| R1 |
1,074.4 |
1,074.4 |
1,065.2 |
1,070.4 |
| PP |
1,066.3 |
1,066.3 |
1,066.3 |
1,064.2 |
| S1 |
1,055.2 |
1,055.2 |
1,061.6 |
1,051.2 |
| S2 |
1,047.1 |
1,047.1 |
1,059.9 |
|
| S3 |
1,027.9 |
1,036.0 |
1,058.1 |
|
| S4 |
1,008.7 |
1,016.8 |
1,052.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.7 |
1,136.1 |
1,089.1 |
|
| R3 |
1,123.3 |
1,111.7 |
1,082.4 |
|
| R2 |
1,098.9 |
1,098.9 |
1,080.2 |
|
| R1 |
1,087.3 |
1,087.3 |
1,077.9 |
1,080.9 |
| PP |
1,074.5 |
1,074.5 |
1,074.5 |
1,071.3 |
| S1 |
1,062.9 |
1,062.9 |
1,073.5 |
1,056.5 |
| S2 |
1,050.1 |
1,050.1 |
1,071.2 |
|
| S3 |
1,025.7 |
1,038.5 |
1,069.0 |
|
| S4 |
1,001.3 |
1,014.1 |
1,062.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,085.0 |
1,058.1 |
26.9 |
2.5% |
14.3 |
1.3% |
20% |
False |
True |
128,627 |
| 10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.6 |
1.7% |
42% |
False |
False |
138,076 |
| 20 |
1,098.0 |
1,045.4 |
52.6 |
4.9% |
16.6 |
1.6% |
34% |
False |
False |
102,937 |
| 40 |
1,183.5 |
1,045.4 |
138.1 |
13.0% |
15.1 |
1.4% |
13% |
False |
False |
57,940 |
| 60 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
15.1 |
1.4% |
12% |
False |
False |
39,735 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
15.0 |
1.4% |
12% |
False |
False |
30,333 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.7 |
1.4% |
12% |
False |
False |
24,674 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.0 |
1.3% |
12% |
False |
False |
20,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.9 |
|
2.618 |
1,127.6 |
|
1.618 |
1,108.4 |
|
1.000 |
1,096.5 |
|
0.618 |
1,089.2 |
|
HIGH |
1,077.3 |
|
0.618 |
1,070.0 |
|
0.500 |
1,067.7 |
|
0.382 |
1,065.4 |
|
LOW |
1,058.1 |
|
0.618 |
1,046.2 |
|
1.000 |
1,038.9 |
|
1.618 |
1,027.0 |
|
2.618 |
1,007.8 |
|
4.250 |
976.5 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,067.7 |
1,068.6 |
| PP |
1,066.3 |
1,066.9 |
| S1 |
1,064.8 |
1,065.1 |
|