| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,119.2 |
1,109.8 |
-9.4 |
-0.8% |
1,178.0 |
| High |
1,125.0 |
1,129.0 |
4.0 |
0.4% |
1,182.0 |
| Low |
1,101.6 |
1,107.0 |
5.4 |
0.5% |
1,113.8 |
| Close |
1,107.6 |
1,128.7 |
21.1 |
1.9% |
1,117.7 |
| Range |
23.4 |
22.0 |
-1.4 |
-6.0% |
68.2 |
| ATR |
17.6 |
17.9 |
0.3 |
1.8% |
0.0 |
| Volume |
239,348 |
193,692 |
-45,656 |
-19.1% |
298,557 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.5 |
1,180.3 |
1,140.8 |
|
| R3 |
1,165.5 |
1,158.3 |
1,134.8 |
|
| R2 |
1,143.5 |
1,143.5 |
1,132.8 |
|
| R1 |
1,136.3 |
1,136.3 |
1,130.8 |
1,139.8 |
| PP |
1,121.5 |
1,121.5 |
1,121.5 |
1,123.5 |
| S1 |
1,114.3 |
1,114.3 |
1,126.8 |
1,117.8 |
| S2 |
1,099.5 |
1,099.5 |
1,124.8 |
|
| S3 |
1,077.5 |
1,092.3 |
1,122.8 |
|
| S4 |
1,055.5 |
1,070.3 |
1,116.5 |
|
|
| 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 |
5.2% |
23.5 |
2.1% |
46% |
False |
False |
144,861 |
| 10 |
1,200.0 |
1,101.6 |
98.4 |
8.7% |
22.3 |
2.0% |
28% |
False |
False |
73,380 |
| 20 |
1,202.4 |
1,101.6 |
100.8 |
8.9% |
16.3 |
1.4% |
27% |
False |
False |
37,409 |
| 40 |
1,202.4 |
1,101.6 |
100.8 |
8.9% |
13.8 |
1.2% |
27% |
False |
False |
18,948 |
| 60 |
1,202.4 |
1,065.5 |
136.9 |
12.1% |
13.3 |
1.2% |
46% |
False |
False |
12,640 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
12.1% |
10.0 |
0.9% |
46% |
False |
False |
9,480 |
| 100 |
1,226.1 |
1,065.5 |
160.6 |
14.2% |
8.0 |
0.7% |
39% |
False |
False |
7,584 |
| 120 |
1,261.5 |
1,065.5 |
196.0 |
17.4% |
6.8 |
0.6% |
32% |
False |
False |
6,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.5 |
|
2.618 |
1,186.5 |
|
1.618 |
1,164.5 |
|
1.000 |
1,151.0 |
|
0.618 |
1,142.5 |
|
HIGH |
1,129.0 |
|
0.618 |
1,120.5 |
|
0.500 |
1,118.0 |
|
0.382 |
1,115.5 |
|
LOW |
1,107.0 |
|
0.618 |
1,093.5 |
|
1.000 |
1,085.0 |
|
1.618 |
1,071.5 |
|
2.618 |
1,049.5 |
|
4.250 |
1,013.5 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,125.3 |
1,127.0 |
| PP |
1,121.5 |
1,125.5 |
| S1 |
1,118.0 |
1,123.8 |
|