| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,051.75 |
2,037.25 |
-14.50 |
-0.7% |
2,082.75 |
| High |
2,071.75 |
2,058.75 |
-13.00 |
-0.6% |
2,097.75 |
| Low |
2,026.25 |
2,035.75 |
9.50 |
0.5% |
2,033.00 |
| Close |
2,034.25 |
2,041.00 |
6.75 |
0.3% |
2,081.25 |
| Range |
45.50 |
23.00 |
-22.50 |
-49.5% |
64.75 |
| ATR |
29.23 |
28.89 |
-0.34 |
-1.2% |
0.00 |
| Volume |
381,061 |
783,692 |
402,631 |
105.7% |
179,438 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.25 |
2,100.50 |
2,053.75 |
|
| R3 |
2,091.25 |
2,077.50 |
2,047.25 |
|
| R2 |
2,068.25 |
2,068.25 |
2,045.25 |
|
| R1 |
2,054.50 |
2,054.50 |
2,043.00 |
2,061.50 |
| PP |
2,045.25 |
2,045.25 |
2,045.25 |
2,048.50 |
| S1 |
2,031.50 |
2,031.50 |
2,039.00 |
2,038.50 |
| S2 |
2,022.25 |
2,022.25 |
2,036.75 |
|
| S3 |
1,999.25 |
2,008.50 |
2,034.75 |
|
| S4 |
1,976.25 |
1,985.50 |
2,028.25 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.00 |
2,237.75 |
2,116.75 |
|
| R3 |
2,200.25 |
2,173.00 |
2,099.00 |
|
| R2 |
2,135.50 |
2,135.50 |
2,093.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,087.25 |
2,089.50 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,061.25 |
| S1 |
2,043.50 |
2,043.50 |
2,075.25 |
2,024.75 |
| S2 |
2,006.00 |
2,006.00 |
2,069.50 |
|
| S3 |
1,941.25 |
1,978.75 |
2,063.50 |
|
| S4 |
1,876.50 |
1,914.00 |
2,045.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.75 |
2,026.25 |
62.50 |
3.1% |
35.50 |
1.7% |
24% |
False |
False |
287,153 |
| 10 |
2,097.75 |
2,026.25 |
71.50 |
3.5% |
31.25 |
1.5% |
21% |
False |
False |
157,557 |
| 20 |
2,097.75 |
1,991.75 |
106.00 |
5.2% |
29.00 |
1.4% |
46% |
False |
False |
81,565 |
| 40 |
2,102.75 |
1,978.00 |
124.75 |
6.1% |
25.50 |
1.2% |
51% |
False |
False |
42,815 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
28.50 |
1.4% |
75% |
False |
False |
30,474 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
33.50 |
1.6% |
78% |
False |
False |
23,053 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
31.00 |
1.5% |
78% |
False |
False |
18,485 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
29.00 |
1.4% |
76% |
False |
False |
15,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.50 |
|
2.618 |
2,119.00 |
|
1.618 |
2,096.00 |
|
1.000 |
2,081.75 |
|
0.618 |
2,073.00 |
|
HIGH |
2,058.75 |
|
0.618 |
2,050.00 |
|
0.500 |
2,047.25 |
|
0.382 |
2,044.50 |
|
LOW |
2,035.75 |
|
0.618 |
2,021.50 |
|
1.000 |
2,012.75 |
|
1.618 |
1,998.50 |
|
2.618 |
1,975.50 |
|
4.250 |
1,938.00 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.25 |
2,050.00 |
| PP |
2,045.25 |
2,047.00 |
| S1 |
2,043.00 |
2,044.00 |
|