| 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 |
3,298.0 |
3,274.0 |
-24.0 |
-0.7% |
3,191.0 |
| High |
3,338.0 |
3,291.0 |
-47.0 |
-1.4% |
3,338.0 |
| Low |
3,274.0 |
3,220.0 |
-54.0 |
-1.6% |
3,123.0 |
| Close |
3,302.0 |
3,253.0 |
-49.0 |
-1.5% |
3,253.0 |
| Range |
64.0 |
71.0 |
7.0 |
10.9% |
215.0 |
| ATR |
80.2 |
80.3 |
0.1 |
0.2% |
0.0 |
| Volume |
1,474,976 |
835,438 |
-639,538 |
-43.4% |
6,619,403 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,467.7 |
3,431.3 |
3,292.1 |
|
| R3 |
3,396.7 |
3,360.3 |
3,272.5 |
|
| R2 |
3,325.7 |
3,325.7 |
3,266.0 |
|
| R1 |
3,289.3 |
3,289.3 |
3,259.5 |
3,272.0 |
| PP |
3,254.7 |
3,254.7 |
3,254.7 |
3,246.0 |
| S1 |
3,218.3 |
3,218.3 |
3,246.5 |
3,201.0 |
| S2 |
3,183.7 |
3,183.7 |
3,240.0 |
|
| S3 |
3,112.7 |
3,147.3 |
3,233.5 |
|
| S4 |
3,041.7 |
3,076.3 |
3,214.0 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,883.0 |
3,783.0 |
3,371.3 |
|
| R3 |
3,668.0 |
3,568.0 |
3,312.1 |
|
| R2 |
3,453.0 |
3,453.0 |
3,292.4 |
|
| R1 |
3,353.0 |
3,353.0 |
3,272.7 |
3,403.0 |
| PP |
3,238.0 |
3,238.0 |
3,238.0 |
3,263.0 |
| S1 |
3,138.0 |
3,138.0 |
3,233.3 |
3,188.0 |
| S2 |
3,023.0 |
3,023.0 |
3,213.6 |
|
| S3 |
2,808.0 |
2,923.0 |
3,193.9 |
|
| S4 |
2,593.0 |
2,708.0 |
3,134.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,338.0 |
3,123.0 |
215.0 |
6.6% |
84.2 |
2.6% |
60% |
False |
False |
1,323,880 |
| 10 |
3,387.0 |
3,123.0 |
264.0 |
8.1% |
76.9 |
2.4% |
49% |
False |
False |
994,638 |
| 20 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
75.8 |
2.3% |
32% |
False |
False |
526,012 |
| 40 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
63.9 |
2.0% |
32% |
False |
False |
266,893 |
| 60 |
3,525.0 |
2,969.0 |
556.0 |
17.1% |
62.0 |
1.9% |
51% |
False |
False |
180,312 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
17.1% |
60.0 |
1.8% |
51% |
False |
False |
136,803 |
| 100 |
3,664.0 |
2,969.0 |
695.0 |
21.4% |
55.5 |
1.7% |
41% |
False |
False |
109,444 |
| 120 |
3,679.0 |
2,969.0 |
710.0 |
21.8% |
47.7 |
1.5% |
40% |
False |
False |
91,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,592.8 |
|
2.618 |
3,476.9 |
|
1.618 |
3,405.9 |
|
1.000 |
3,362.0 |
|
0.618 |
3,334.9 |
|
HIGH |
3,291.0 |
|
0.618 |
3,263.9 |
|
0.500 |
3,255.5 |
|
0.382 |
3,247.1 |
|
LOW |
3,220.0 |
|
0.618 |
3,176.1 |
|
1.000 |
3,149.0 |
|
1.618 |
3,105.1 |
|
2.618 |
3,034.1 |
|
4.250 |
2,918.3 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,255.5 |
3,277.5 |
| PP |
3,254.7 |
3,269.3 |
| S1 |
3,253.8 |
3,261.2 |
|