| 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 |
1,143.8 |
1,119.2 |
-24.6 |
-2.2% |
1,178.0 |
| High |
1,146.0 |
1,125.0 |
-21.0 |
-1.8% |
1,182.0 |
| Low |
1,113.8 |
1,101.6 |
-12.2 |
-1.1% |
1,113.8 |
| Close |
1,117.7 |
1,107.6 |
-10.1 |
-0.9% |
1,117.7 |
| Range |
32.2 |
23.4 |
-8.8 |
-27.3% |
68.2 |
| ATR |
17.1 |
17.6 |
0.4 |
2.6% |
0.0 |
| Volume |
182,858 |
239,348 |
56,490 |
30.9% |
298,557 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,181.5 |
1,168.0 |
1,120.5 |
|
| R3 |
1,158.3 |
1,144.5 |
1,114.0 |
|
| R2 |
1,134.8 |
1,134.8 |
1,112.0 |
|
| R1 |
1,121.3 |
1,121.3 |
1,109.8 |
1,116.3 |
| PP |
1,111.5 |
1,111.5 |
1,111.5 |
1,109.0 |
| S1 |
1,097.8 |
1,097.8 |
1,105.5 |
1,093.0 |
| S2 |
1,088.0 |
1,088.0 |
1,103.3 |
|
| S3 |
1,064.5 |
1,074.5 |
1,101.3 |
|
| S4 |
1,041.3 |
1,051.0 |
1,094.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,342.5 |
1,298.3 |
1,155.3 |
|
| R3 |
1,274.3 |
1,230.0 |
1,136.5 |
|
| R2 |
1,206.0 |
1,206.0 |
1,130.3 |
|
| R1 |
1,161.8 |
1,161.8 |
1,124.0 |
1,149.8 |
| PP |
1,137.8 |
1,137.8 |
1,137.8 |
1,131.8 |
| S1 |
1,093.8 |
1,093.8 |
1,111.5 |
1,081.8 |
| S2 |
1,069.8 |
1,069.8 |
1,105.3 |
|
| S3 |
1,001.5 |
1,025.5 |
1,099.0 |
|
| S4 |
933.3 |
957.3 |
1,080.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.7 |
1,101.6 |
59.1 |
5.3% |
22.3 |
2.0% |
10% |
False |
True |
106,927 |
| 10 |
1,200.0 |
1,101.6 |
98.4 |
8.9% |
21.0 |
1.9% |
6% |
False |
True |
54,345 |
| 20 |
1,202.4 |
1,101.6 |
100.8 |
9.1% |
16.0 |
1.4% |
6% |
False |
True |
27,726 |
| 40 |
1,202.4 |
1,101.6 |
100.8 |
9.1% |
13.5 |
1.2% |
6% |
False |
True |
14,106 |
| 60 |
1,202.4 |
1,065.5 |
136.9 |
12.4% |
13.0 |
1.2% |
31% |
False |
False |
9,412 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
12.4% |
9.8 |
0.9% |
31% |
False |
False |
7,059 |
| 100 |
1,226.1 |
1,065.5 |
160.6 |
14.5% |
7.8 |
0.7% |
26% |
False |
False |
5,647 |
| 120 |
1,261.5 |
1,065.5 |
196.0 |
17.7% |
6.5 |
0.6% |
21% |
False |
False |
4,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,224.5 |
|
2.618 |
1,186.3 |
|
1.618 |
1,162.8 |
|
1.000 |
1,148.5 |
|
0.618 |
1,139.5 |
|
HIGH |
1,125.0 |
|
0.618 |
1,116.0 |
|
0.500 |
1,113.3 |
|
0.382 |
1,110.5 |
|
LOW |
1,101.5 |
|
0.618 |
1,087.3 |
|
1.000 |
1,078.3 |
|
1.618 |
1,063.8 |
|
2.618 |
1,040.3 |
|
4.250 |
1,002.3 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,113.3 |
1,125.5 |
| PP |
1,111.5 |
1,119.5 |
| S1 |
1,109.5 |
1,113.5 |
|