| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,120.3 |
1,115.8 |
-4.5 |
-0.4% |
1,119.2 |
| High |
1,129.7 |
1,125.6 |
-4.1 |
-0.4% |
1,150.6 |
| Low |
1,112.9 |
1,114.0 |
1.1 |
0.1% |
1,101.6 |
| Close |
1,113.8 |
1,124.4 |
10.6 |
1.0% |
1,113.8 |
| Range |
16.8 |
11.6 |
-5.2 |
-31.0% |
49.0 |
| ATR |
18.4 |
17.9 |
-0.5 |
-2.6% |
0.0 |
| Volume |
127,689 |
85,890 |
-41,799 |
-32.7% |
826,307 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,156.3 |
1,151.8 |
1,130.8 |
|
| R3 |
1,144.5 |
1,140.3 |
1,127.5 |
|
| R2 |
1,133.0 |
1,133.0 |
1,126.5 |
|
| R1 |
1,128.8 |
1,128.8 |
1,125.5 |
1,130.8 |
| PP |
1,121.3 |
1,121.3 |
1,121.3 |
1,122.5 |
| S1 |
1,117.0 |
1,117.0 |
1,123.3 |
1,119.3 |
| S2 |
1,109.8 |
1,109.8 |
1,122.3 |
|
| S3 |
1,098.3 |
1,105.5 |
1,121.3 |
|
| S4 |
1,086.5 |
1,093.8 |
1,118.0 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.0 |
1,240.5 |
1,140.8 |
|
| R3 |
1,220.0 |
1,191.5 |
1,127.3 |
|
| R2 |
1,171.0 |
1,171.0 |
1,122.8 |
|
| R1 |
1,142.5 |
1,142.5 |
1,118.3 |
1,132.3 |
| PP |
1,122.0 |
1,122.0 |
1,122.0 |
1,117.0 |
| S1 |
1,093.5 |
1,093.5 |
1,109.3 |
1,083.3 |
| S2 |
1,073.0 |
1,073.0 |
1,104.8 |
|
| S3 |
1,024.0 |
1,044.5 |
1,100.3 |
|
| S4 |
975.0 |
995.5 |
1,086.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,150.6 |
1,107.0 |
43.6 |
3.9% |
19.0 |
1.7% |
40% |
False |
False |
134,569 |
| 10 |
1,160.7 |
1,101.6 |
59.1 |
5.3% |
20.5 |
1.8% |
39% |
False |
False |
120,748 |
| 20 |
1,202.4 |
1,101.6 |
100.8 |
9.0% |
18.0 |
1.6% |
23% |
False |
False |
60,977 |
| 40 |
1,202.4 |
1,101.6 |
100.8 |
9.0% |
14.5 |
1.3% |
23% |
False |
False |
30,912 |
| 60 |
1,202.4 |
1,065.5 |
136.9 |
12.2% |
14.0 |
1.3% |
43% |
False |
False |
20,626 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
12.2% |
11.0 |
1.0% |
43% |
False |
False |
15,469 |
| 100 |
1,220.5 |
1,065.5 |
155.0 |
13.8% |
8.8 |
0.8% |
38% |
False |
False |
12,375 |
| 120 |
1,261.5 |
1,065.5 |
196.0 |
17.4% |
7.3 |
0.6% |
30% |
False |
False |
10,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.0 |
|
2.618 |
1,156.0 |
|
1.618 |
1,144.3 |
|
1.000 |
1,137.3 |
|
0.618 |
1,132.8 |
|
HIGH |
1,125.5 |
|
0.618 |
1,121.3 |
|
0.500 |
1,119.8 |
|
0.382 |
1,118.5 |
|
LOW |
1,114.0 |
|
0.618 |
1,106.8 |
|
1.000 |
1,102.5 |
|
1.618 |
1,095.3 |
|
2.618 |
1,083.8 |
|
4.250 |
1,064.8 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.8 |
1,131.8 |
| PP |
1,121.3 |
1,129.3 |
| S1 |
1,119.8 |
1,126.8 |
|