| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,159.0 |
1,144.2 |
-14.8 |
-1.3% |
1,115.8 |
| High |
1,160.0 |
1,144.7 |
-15.3 |
-1.3% |
1,156.2 |
| Low |
1,142.4 |
1,128.1 |
-14.3 |
-1.3% |
1,114.0 |
| Close |
1,143.0 |
1,131.5 |
-11.5 |
-1.0% |
1,146.2 |
| Range |
17.6 |
16.6 |
-1.0 |
-5.7% |
42.2 |
| ATR |
17.3 |
17.2 |
0.0 |
-0.3% |
0.0 |
| Volume |
59,116 |
91,178 |
32,062 |
54.2% |
264,959 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.5 |
1,174.8 |
1,140.8 |
|
| R3 |
1,168.0 |
1,158.0 |
1,136.0 |
|
| R2 |
1,151.3 |
1,151.3 |
1,134.5 |
|
| R1 |
1,141.5 |
1,141.5 |
1,133.0 |
1,138.0 |
| PP |
1,134.8 |
1,134.8 |
1,134.8 |
1,133.0 |
| S1 |
1,124.8 |
1,124.8 |
1,130.0 |
1,121.5 |
| S2 |
1,118.3 |
1,118.3 |
1,128.5 |
|
| S3 |
1,101.5 |
1,108.3 |
1,127.0 |
|
| S4 |
1,085.0 |
1,091.8 |
1,122.3 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.5 |
1,248.0 |
1,169.5 |
|
| R3 |
1,223.3 |
1,205.8 |
1,157.8 |
|
| R2 |
1,181.0 |
1,181.0 |
1,154.0 |
|
| R1 |
1,163.5 |
1,163.5 |
1,150.0 |
1,172.3 |
| PP |
1,138.8 |
1,138.8 |
1,138.8 |
1,143.3 |
| S1 |
1,121.5 |
1,121.5 |
1,142.3 |
1,130.0 |
| S2 |
1,096.5 |
1,096.5 |
1,138.5 |
|
| S3 |
1,054.5 |
1,079.3 |
1,134.5 |
|
| S4 |
1,012.3 |
1,037.0 |
1,123.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.0 |
1,128.1 |
31.9 |
2.8% |
15.3 |
1.4% |
11% |
False |
True |
60,366 |
| 10 |
1,160.0 |
1,112.9 |
47.1 |
4.2% |
16.8 |
1.5% |
39% |
False |
False |
78,813 |
| 20 |
1,194.0 |
1,101.6 |
92.4 |
8.2% |
19.8 |
1.7% |
32% |
False |
False |
83,149 |
| 40 |
1,202.4 |
1,101.6 |
100.8 |
8.9% |
15.3 |
1.3% |
30% |
False |
False |
42,136 |
| 60 |
1,202.4 |
1,101.6 |
100.8 |
8.9% |
13.8 |
1.2% |
30% |
False |
False |
28,124 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
12.1% |
12.3 |
1.1% |
48% |
False |
False |
21,097 |
| 100 |
1,213.2 |
1,065.5 |
147.7 |
13.1% |
9.8 |
0.9% |
45% |
False |
False |
16,878 |
| 120 |
1,261.5 |
1,065.5 |
196.0 |
17.3% |
8.3 |
0.7% |
34% |
False |
False |
14,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,215.3 |
|
2.618 |
1,188.3 |
|
1.618 |
1,171.5 |
|
1.000 |
1,161.3 |
|
0.618 |
1,155.0 |
|
HIGH |
1,144.8 |
|
0.618 |
1,138.3 |
|
0.500 |
1,136.5 |
|
0.382 |
1,134.5 |
|
LOW |
1,128.0 |
|
0.618 |
1,117.8 |
|
1.000 |
1,111.5 |
|
1.618 |
1,101.3 |
|
2.618 |
1,084.8 |
|
4.250 |
1,057.5 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.5 |
1,144.0 |
| PP |
1,134.8 |
1,139.8 |
| S1 |
1,133.3 |
1,135.8 |
|