| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,024.00 |
1,997.25 |
-26.75 |
-1.3% |
2,001.50 |
| High |
2,029.75 |
2,019.50 |
-10.25 |
-0.5% |
2,072.75 |
| Low |
1,991.00 |
1,995.25 |
4.25 |
0.2% |
1,983.25 |
| Close |
1,992.00 |
2,015.00 |
23.00 |
1.2% |
1,992.00 |
| Range |
38.75 |
24.25 |
-14.50 |
-37.4% |
89.50 |
| ATR |
33.47 |
33.04 |
-0.43 |
-1.3% |
0.00 |
| Volume |
2,118,900 |
1,275,266 |
-843,634 |
-39.8% |
11,081,668 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.75 |
2,073.00 |
2,028.25 |
|
| R3 |
2,058.50 |
2,048.75 |
2,021.75 |
|
| R2 |
2,034.25 |
2,034.25 |
2,019.50 |
|
| R1 |
2,024.50 |
2,024.50 |
2,017.25 |
2,029.50 |
| PP |
2,010.00 |
2,010.00 |
2,010.00 |
2,012.25 |
| S1 |
2,000.25 |
2,000.25 |
2,012.75 |
2,005.00 |
| S2 |
1,985.75 |
1,985.75 |
2,010.50 |
|
| S3 |
1,961.50 |
1,976.00 |
2,008.25 |
|
| S4 |
1,937.25 |
1,951.75 |
2,001.75 |
|
|
| 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 |
1,991.00 |
81.75 |
4.1% |
37.25 |
1.9% |
29% |
False |
False |
1,940,830 |
| 10 |
2,074.00 |
1,983.25 |
90.75 |
4.5% |
37.50 |
1.9% |
35% |
False |
False |
1,602,862 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.7% |
31.75 |
1.6% |
28% |
False |
False |
815,076 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.9% |
28.00 |
1.4% |
27% |
False |
False |
409,417 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.4% |
28.50 |
1.4% |
65% |
False |
False |
275,129 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.4% |
30.75 |
1.5% |
65% |
False |
False |
206,768 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
14.1% |
32.25 |
1.6% |
69% |
False |
False |
165,492 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
30.25 |
1.5% |
67% |
False |
False |
137,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.50 |
|
2.618 |
2,083.00 |
|
1.618 |
2,058.75 |
|
1.000 |
2,043.75 |
|
0.618 |
2,034.50 |
|
HIGH |
2,019.50 |
|
0.618 |
2,010.25 |
|
0.500 |
2,007.50 |
|
0.382 |
2,004.50 |
|
LOW |
1,995.25 |
|
0.618 |
1,980.25 |
|
1.000 |
1,971.00 |
|
1.618 |
1,956.00 |
|
2.618 |
1,931.75 |
|
4.250 |
1,892.25 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.50 |
2,032.00 |
| PP |
2,010.00 |
2,026.25 |
| S1 |
2,007.50 |
2,020.50 |
|