| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,037.50 |
2,060.75 |
23.25 |
1.1% |
2,084.50 |
| High |
2,068.75 |
2,072.75 |
4.00 |
0.2% |
2,088.75 |
| Low |
2,031.00 |
2,022.75 |
-8.25 |
-0.4% |
1,996.25 |
| Close |
2,063.75 |
2,024.75 |
-39.00 |
-1.9% |
2,001.25 |
| Range |
37.75 |
50.00 |
12.25 |
32.5% |
92.50 |
| ATR |
31.76 |
33.06 |
1.30 |
4.1% |
0.00 |
| Volume |
2,035,482 |
2,114,912 |
79,430 |
3.9% |
3,734,780 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.00 |
2,157.50 |
2,052.25 |
|
| R3 |
2,140.00 |
2,107.50 |
2,038.50 |
|
| R2 |
2,090.00 |
2,090.00 |
2,034.00 |
|
| R1 |
2,057.50 |
2,057.50 |
2,029.25 |
2,048.75 |
| PP |
2,040.00 |
2,040.00 |
2,040.00 |
2,035.75 |
| S1 |
2,007.50 |
2,007.50 |
2,020.25 |
1,998.75 |
| S2 |
1,990.00 |
1,990.00 |
2,015.50 |
|
| S3 |
1,940.00 |
1,957.50 |
2,011.00 |
|
| S4 |
1,890.00 |
1,907.50 |
1,997.25 |
|
|
| 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 |
2,072.75 |
1,983.25 |
89.50 |
4.4% |
42.25 |
2.1% |
46% |
True |
False |
2,261,619 |
| 10 |
2,088.75 |
1,983.25 |
105.50 |
5.2% |
38.75 |
1.9% |
39% |
False |
False |
1,274,386 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.7% |
30.25 |
1.5% |
36% |
False |
False |
645,725 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.9% |
28.25 |
1.4% |
35% |
False |
False |
324,783 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.3% |
29.00 |
1.4% |
69% |
False |
False |
218,714 |
| 80 |
2,102.75 |
1,836.50 |
266.25 |
13.1% |
31.75 |
1.6% |
71% |
False |
False |
164,361 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.0% |
32.00 |
1.6% |
72% |
False |
False |
131,559 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.4% |
30.00 |
1.5% |
70% |
False |
False |
109,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,285.25 |
|
2.618 |
2,203.75 |
|
1.618 |
2,153.75 |
|
1.000 |
2,122.75 |
|
0.618 |
2,103.75 |
|
HIGH |
2,072.75 |
|
0.618 |
2,053.75 |
|
0.500 |
2,047.75 |
|
0.382 |
2,041.75 |
|
LOW |
2,022.75 |
|
0.618 |
1,991.75 |
|
1.000 |
1,972.75 |
|
1.618 |
1,941.75 |
|
2.618 |
1,891.75 |
|
4.250 |
1,810.25 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.75 |
2,041.50 |
| PP |
2,040.00 |
2,035.75 |
| S1 |
2,032.50 |
2,030.25 |
|