| 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 |
2,001.50 |
2,013.00 |
11.50 |
0.6% |
2,084.50 |
| High |
2,019.50 |
2,045.75 |
26.25 |
1.3% |
2,088.75 |
| Low |
1,983.25 |
2,010.00 |
26.75 |
1.3% |
1,996.25 |
| Close |
2,009.50 |
2,037.00 |
27.50 |
1.4% |
2,001.25 |
| Range |
36.25 |
35.75 |
-0.50 |
-1.4% |
92.50 |
| ATR |
30.91 |
31.29 |
0.38 |
1.2% |
0.00 |
| Volume |
2,652,781 |
2,159,593 |
-493,188 |
-18.6% |
3,734,780 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.25 |
2,123.25 |
2,056.75 |
|
| R3 |
2,102.50 |
2,087.50 |
2,046.75 |
|
| R2 |
2,066.75 |
2,066.75 |
2,043.50 |
|
| R1 |
2,051.75 |
2,051.75 |
2,040.25 |
2,059.25 |
| PP |
2,031.00 |
2,031.00 |
2,031.00 |
2,034.50 |
| S1 |
2,016.00 |
2,016.00 |
2,033.75 |
2,023.50 |
| S2 |
1,995.25 |
1,995.25 |
2,030.50 |
|
| S3 |
1,959.50 |
1,980.25 |
2,027.25 |
|
| S4 |
1,923.75 |
1,944.50 |
2,017.25 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.25 |
2,246.25 |
2,052.00 |
|
| R3 |
2,213.75 |
2,153.75 |
2,026.75 |
|
| R2 |
2,121.25 |
2,121.25 |
2,018.25 |
|
| R1 |
2,061.25 |
2,061.25 |
2,009.75 |
2,045.00 |
| PP |
2,028.75 |
2,028.75 |
2,028.75 |
2,020.50 |
| S1 |
1,968.75 |
1,968.75 |
1,992.75 |
1,952.50 |
| S2 |
1,936.25 |
1,936.25 |
1,984.25 |
|
| S3 |
1,843.75 |
1,876.25 |
1,975.75 |
|
| S4 |
1,751.25 |
1,783.75 |
1,950.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.75 |
1,983.25 |
88.50 |
4.3% |
38.50 |
1.9% |
61% |
False |
False |
1,664,491 |
| 10 |
2,097.75 |
1,983.25 |
114.50 |
5.6% |
38.50 |
1.9% |
47% |
False |
False |
868,260 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.6% |
29.00 |
1.4% |
47% |
False |
False |
438,616 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.9% |
27.00 |
1.3% |
45% |
False |
False |
221,332 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.3% |
28.75 |
1.4% |
74% |
False |
False |
149,644 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
33.25 |
1.6% |
77% |
False |
False |
112,513 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
31.75 |
1.6% |
77% |
False |
False |
90,061 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
29.75 |
1.5% |
75% |
False |
False |
75,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.75 |
|
2.618 |
2,139.25 |
|
1.618 |
2,103.50 |
|
1.000 |
2,081.50 |
|
0.618 |
2,067.75 |
|
HIGH |
2,045.75 |
|
0.618 |
2,032.00 |
|
0.500 |
2,028.00 |
|
0.382 |
2,023.75 |
|
LOW |
2,010.00 |
|
0.618 |
1,988.00 |
|
1.000 |
1,974.25 |
|
1.618 |
1,952.25 |
|
2.618 |
1,916.50 |
|
4.250 |
1,858.00 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.00 |
2,029.75 |
| PP |
2,031.00 |
2,022.75 |
| S1 |
2,028.00 |
2,015.50 |
|