| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
3,230.0 |
3,237.0 |
7.0 |
0.2% |
3,191.0 |
| High |
3,287.0 |
3,245.0 |
-42.0 |
-1.3% |
3,338.0 |
| Low |
3,202.0 |
3,180.0 |
-22.0 |
-0.7% |
3,123.0 |
| Close |
3,222.0 |
3,204.0 |
-18.0 |
-0.6% |
3,253.0 |
| Range |
85.0 |
65.0 |
-20.0 |
-23.5% |
215.0 |
| ATR |
80.7 |
79.6 |
-1.1 |
-1.4% |
0.0 |
| Volume |
840,472 |
642,753 |
-197,719 |
-23.5% |
6,619,403 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,404.7 |
3,369.3 |
3,239.8 |
|
| R3 |
3,339.7 |
3,304.3 |
3,221.9 |
|
| R2 |
3,274.7 |
3,274.7 |
3,215.9 |
|
| R1 |
3,239.3 |
3,239.3 |
3,210.0 |
3,224.5 |
| PP |
3,209.7 |
3,209.7 |
3,209.7 |
3,202.3 |
| S1 |
3,174.3 |
3,174.3 |
3,198.0 |
3,159.5 |
| S2 |
3,144.7 |
3,144.7 |
3,192.1 |
|
| S3 |
3,079.7 |
3,109.3 |
3,186.1 |
|
| S4 |
3,014.7 |
3,044.3 |
3,168.3 |
|
|
| 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 |
3,180.0 |
158.0 |
4.9% |
74.0 |
2.3% |
15% |
False |
True |
963,161 |
| 10 |
3,338.0 |
3,123.0 |
215.0 |
6.7% |
79.3 |
2.5% |
38% |
False |
False |
1,075,987 |
| 20 |
3,525.0 |
3,123.0 |
402.0 |
12.5% |
78.4 |
2.4% |
20% |
False |
False |
595,414 |
| 40 |
3,525.0 |
3,123.0 |
402.0 |
12.5% |
66.1 |
2.1% |
20% |
False |
False |
303,973 |
| 60 |
3,525.0 |
3,019.0 |
506.0 |
15.8% |
61.9 |
1.9% |
37% |
False |
False |
205,033 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
17.4% |
61.1 |
1.9% |
42% |
False |
False |
155,343 |
| 100 |
3,664.0 |
2,969.0 |
695.0 |
21.7% |
57.0 |
1.8% |
34% |
False |
False |
124,276 |
| 120 |
3,679.0 |
2,969.0 |
710.0 |
22.2% |
48.4 |
1.5% |
33% |
False |
False |
103,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,521.3 |
|
2.618 |
3,415.2 |
|
1.618 |
3,350.2 |
|
1.000 |
3,310.0 |
|
0.618 |
3,285.2 |
|
HIGH |
3,245.0 |
|
0.618 |
3,220.2 |
|
0.500 |
3,212.5 |
|
0.382 |
3,204.8 |
|
LOW |
3,180.0 |
|
0.618 |
3,139.8 |
|
1.000 |
3,115.0 |
|
1.618 |
3,074.8 |
|
2.618 |
3,009.8 |
|
4.250 |
2,903.8 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,212.5 |
3,235.5 |
| PP |
3,209.7 |
3,225.0 |
| S1 |
3,206.8 |
3,214.5 |
|