| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,013.00 |
2,037.50 |
24.50 |
1.2% |
2,084.50 |
| High |
2,045.75 |
2,068.75 |
23.00 |
1.1% |
2,088.75 |
| Low |
2,010.00 |
2,031.00 |
21.00 |
1.0% |
1,996.25 |
| Close |
2,037.00 |
2,063.75 |
26.75 |
1.3% |
2,001.25 |
| Range |
35.75 |
37.75 |
2.00 |
5.6% |
92.50 |
| ATR |
31.29 |
31.76 |
0.46 |
1.5% |
0.00 |
| Volume |
2,159,593 |
2,035,482 |
-124,111 |
-5.7% |
3,734,780 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.75 |
2,153.50 |
2,084.50 |
|
| R3 |
2,130.00 |
2,115.75 |
2,074.25 |
|
| R2 |
2,092.25 |
2,092.25 |
2,070.75 |
|
| R1 |
2,078.00 |
2,078.00 |
2,067.25 |
2,085.00 |
| PP |
2,054.50 |
2,054.50 |
2,054.50 |
2,058.00 |
| S1 |
2,040.25 |
2,040.25 |
2,060.25 |
2,047.50 |
| S2 |
2,016.75 |
2,016.75 |
2,056.75 |
|
| S3 |
1,979.00 |
2,002.50 |
2,053.25 |
|
| S4 |
1,941.25 |
1,964.75 |
2,043.00 |
|
|
| 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 |
2,068.75 |
1,983.25 |
85.50 |
4.1% |
36.75 |
1.8% |
94% |
True |
False |
1,995,375 |
| 10 |
2,088.75 |
1,983.25 |
105.50 |
5.1% |
39.25 |
1.9% |
76% |
False |
False |
1,068,395 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.5% |
29.75 |
1.4% |
70% |
False |
False |
540,270 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.8% |
27.75 |
1.3% |
67% |
False |
False |
272,045 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.1% |
28.50 |
1.4% |
84% |
False |
False |
183,517 |
| 80 |
2,102.75 |
1,836.50 |
266.25 |
12.9% |
32.25 |
1.6% |
85% |
False |
False |
137,936 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
31.75 |
1.5% |
86% |
False |
False |
110,414 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
29.75 |
1.4% |
84% |
False |
False |
92,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.25 |
|
2.618 |
2,167.50 |
|
1.618 |
2,129.75 |
|
1.000 |
2,106.50 |
|
0.618 |
2,092.00 |
|
HIGH |
2,068.75 |
|
0.618 |
2,054.25 |
|
0.500 |
2,050.00 |
|
0.382 |
2,045.50 |
|
LOW |
2,031.00 |
|
0.618 |
2,007.75 |
|
1.000 |
1,993.25 |
|
1.618 |
1,970.00 |
|
2.618 |
1,932.25 |
|
4.250 |
1,870.50 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.00 |
2,051.25 |
| PP |
2,054.50 |
2,038.50 |
| S1 |
2,050.00 |
2,026.00 |
|