| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,060.75 |
2,024.00 |
-36.75 |
-1.8% |
2,001.50 |
| High |
2,072.75 |
2,029.75 |
-43.00 |
-2.1% |
2,072.75 |
| Low |
2,022.75 |
1,991.00 |
-31.75 |
-1.6% |
1,983.25 |
| Close |
2,024.75 |
1,992.00 |
-32.75 |
-1.6% |
1,992.00 |
| Range |
50.00 |
38.75 |
-11.25 |
-22.5% |
89.50 |
| ATR |
33.06 |
33.47 |
0.41 |
1.2% |
0.00 |
| Volume |
2,114,912 |
2,118,900 |
3,988 |
0.2% |
11,081,668 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.50 |
2,095.00 |
2,013.25 |
|
| R3 |
2,081.75 |
2,056.25 |
2,002.75 |
|
| R2 |
2,043.00 |
2,043.00 |
1,999.00 |
|
| R1 |
2,017.50 |
2,017.50 |
1,995.50 |
2,011.00 |
| PP |
2,004.25 |
2,004.25 |
2,004.25 |
2,001.00 |
| S1 |
1,978.75 |
1,978.75 |
1,988.50 |
1,972.00 |
| S2 |
1,965.50 |
1,965.50 |
1,985.00 |
|
| S3 |
1,926.75 |
1,940.00 |
1,981.25 |
|
| S4 |
1,888.00 |
1,901.25 |
1,970.75 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,284.50 |
2,227.75 |
2,041.25 |
|
| R3 |
2,195.00 |
2,138.25 |
2,016.50 |
|
| R2 |
2,105.50 |
2,105.50 |
2,008.50 |
|
| R1 |
2,048.75 |
2,048.75 |
2,000.25 |
2,032.50 |
| PP |
2,016.00 |
2,016.00 |
2,016.00 |
2,007.75 |
| S1 |
1,959.25 |
1,959.25 |
1,983.75 |
1,943.00 |
| S2 |
1,926.50 |
1,926.50 |
1,975.50 |
|
| S3 |
1,837.00 |
1,869.75 |
1,967.50 |
|
| S4 |
1,747.50 |
1,780.25 |
1,942.75 |
|
|
| 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 |
4.5% |
39.75 |
2.0% |
10% |
False |
False |
2,216,333 |
| 10 |
2,088.75 |
1,983.25 |
105.50 |
5.3% |
38.00 |
1.9% |
8% |
False |
False |
1,481,644 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.7% |
31.50 |
1.6% |
8% |
False |
False |
751,491 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
6.0% |
28.00 |
1.4% |
7% |
False |
False |
377,643 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.5% |
29.00 |
1.5% |
56% |
False |
False |
253,958 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.5% |
31.00 |
1.6% |
56% |
False |
False |
190,836 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.2% |
32.25 |
1.6% |
61% |
False |
False |
152,747 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.7% |
30.25 |
1.5% |
59% |
False |
False |
127,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.50 |
|
2.618 |
2,131.25 |
|
1.618 |
2,092.50 |
|
1.000 |
2,068.50 |
|
0.618 |
2,053.75 |
|
HIGH |
2,029.75 |
|
0.618 |
2,015.00 |
|
0.500 |
2,010.50 |
|
0.382 |
2,005.75 |
|
LOW |
1,991.00 |
|
0.618 |
1,967.00 |
|
1.000 |
1,952.25 |
|
1.618 |
1,928.25 |
|
2.618 |
1,889.50 |
|
4.250 |
1,826.25 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.50 |
2,032.00 |
| PP |
2,004.25 |
2,018.50 |
| S1 |
1,998.00 |
2,005.25 |
|