| 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 |
4,513.75 |
4,569.00 |
55.25 |
1.2% |
4,527.25 |
| High |
4,571.75 |
4,594.50 |
22.75 |
0.5% |
4,683.75 |
| Low |
4,511.75 |
4,541.25 |
29.50 |
0.7% |
4,471.25 |
| Close |
4,563.00 |
4,591.00 |
28.00 |
0.6% |
4,504.50 |
| Range |
60.00 |
53.25 |
-6.75 |
-11.3% |
212.50 |
| ATR |
79.51 |
77.63 |
-1.88 |
-2.4% |
0.00 |
| Volume |
176,610 |
166,650 |
-9,960 |
-5.6% |
1,701,099 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,735.25 |
4,716.50 |
4,620.25 |
|
| R3 |
4,682.00 |
4,663.25 |
4,605.75 |
|
| R2 |
4,628.75 |
4,628.75 |
4,600.75 |
|
| R1 |
4,610.00 |
4,610.00 |
4,596.00 |
4,619.50 |
| PP |
4,575.50 |
4,575.50 |
4,575.50 |
4,580.25 |
| S1 |
4,556.75 |
4,556.75 |
4,586.00 |
4,566.00 |
| S2 |
4,522.25 |
4,522.25 |
4,581.25 |
|
| S3 |
4,469.00 |
4,503.50 |
4,576.25 |
|
| S4 |
4,415.75 |
4,450.25 |
4,561.75 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,190.75 |
5,060.00 |
4,621.50 |
|
| R3 |
4,978.25 |
4,847.50 |
4,563.00 |
|
| R2 |
4,765.75 |
4,765.75 |
4,543.50 |
|
| R1 |
4,635.00 |
4,635.00 |
4,524.00 |
4,594.00 |
| PP |
4,553.25 |
4,553.25 |
4,553.25 |
4,532.75 |
| S1 |
4,422.50 |
4,422.50 |
4,485.00 |
4,381.50 |
| S2 |
4,340.75 |
4,340.75 |
4,465.50 |
|
| S3 |
4,128.25 |
4,210.00 |
4,446.00 |
|
| S4 |
3,915.75 |
3,997.50 |
4,387.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,683.75 |
4,502.25 |
181.50 |
4.0% |
82.50 |
1.8% |
49% |
False |
False |
258,401 |
| 10 |
4,701.75 |
4,471.25 |
230.50 |
5.0% |
89.00 |
1.9% |
52% |
False |
False |
250,015 |
| 20 |
4,734.75 |
4,471.25 |
263.50 |
5.7% |
77.75 |
1.7% |
45% |
False |
False |
126,314 |
| 40 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
68.00 |
1.5% |
49% |
False |
False |
63,284 |
| 60 |
4,734.75 |
4,034.25 |
700.50 |
15.3% |
68.25 |
1.5% |
79% |
False |
False |
42,289 |
| 80 |
4,734.75 |
4,034.25 |
700.50 |
15.3% |
65.75 |
1.4% |
79% |
False |
False |
31,720 |
| 100 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
64.50 |
1.4% |
81% |
False |
False |
25,376 |
| 120 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
59.50 |
1.3% |
81% |
False |
False |
21,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,820.75 |
|
2.618 |
4,734.00 |
|
1.618 |
4,680.75 |
|
1.000 |
4,647.75 |
|
0.618 |
4,627.50 |
|
HIGH |
4,594.50 |
|
0.618 |
4,574.25 |
|
0.500 |
4,568.00 |
|
0.382 |
4,561.50 |
|
LOW |
4,541.25 |
|
0.618 |
4,508.25 |
|
1.000 |
4,488.00 |
|
1.618 |
4,455.00 |
|
2.618 |
4,401.75 |
|
4.250 |
4,315.00 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,583.25 |
4,576.75 |
| PP |
4,575.50 |
4,562.50 |
| S1 |
4,568.00 |
4,548.50 |
|