| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,997.25 |
2,017.00 |
19.75 |
1.0% |
2,001.50 |
| High |
2,019.50 |
2,036.50 |
17.00 |
0.8% |
2,072.75 |
| Low |
1,995.25 |
2,007.25 |
12.00 |
0.6% |
1,983.25 |
| Close |
2,015.00 |
2,036.00 |
21.00 |
1.0% |
1,992.00 |
| Range |
24.25 |
29.25 |
5.00 |
20.6% |
89.50 |
| ATR |
33.04 |
32.77 |
-0.27 |
-0.8% |
0.00 |
| Volume |
1,275,266 |
1,144,898 |
-130,368 |
-10.2% |
11,081,668 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.25 |
2,104.50 |
2,052.00 |
|
| R3 |
2,085.00 |
2,075.25 |
2,044.00 |
|
| R2 |
2,055.75 |
2,055.75 |
2,041.25 |
|
| R1 |
2,046.00 |
2,046.00 |
2,038.75 |
2,051.00 |
| PP |
2,026.50 |
2,026.50 |
2,026.50 |
2,029.00 |
| S1 |
2,016.75 |
2,016.75 |
2,033.25 |
2,021.50 |
| S2 |
1,997.25 |
1,997.25 |
2,030.75 |
|
| S3 |
1,968.00 |
1,987.50 |
2,028.00 |
|
| S4 |
1,938.75 |
1,958.25 |
2,020.00 |
|
|
| 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 |
4.0% |
36.00 |
1.8% |
55% |
False |
False |
1,737,891 |
| 10 |
2,072.75 |
1,983.25 |
89.50 |
4.4% |
37.25 |
1.8% |
59% |
False |
False |
1,701,191 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.6% |
32.50 |
1.6% |
46% |
False |
False |
871,893 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.9% |
28.50 |
1.4% |
44% |
False |
False |
438,015 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.3% |
28.00 |
1.4% |
73% |
False |
False |
294,137 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.3% |
30.75 |
1.5% |
73% |
False |
False |
221,074 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
32.50 |
1.6% |
76% |
False |
False |
176,934 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
30.50 |
1.5% |
74% |
False |
False |
147,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.75 |
|
2.618 |
2,113.00 |
|
1.618 |
2,083.75 |
|
1.000 |
2,065.75 |
|
0.618 |
2,054.50 |
|
HIGH |
2,036.50 |
|
0.618 |
2,025.25 |
|
0.500 |
2,022.00 |
|
0.382 |
2,018.50 |
|
LOW |
2,007.25 |
|
0.618 |
1,989.25 |
|
1.000 |
1,978.00 |
|
1.618 |
1,960.00 |
|
2.618 |
1,930.75 |
|
4.250 |
1,883.00 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.25 |
2,028.50 |
| PP |
2,026.50 |
2,021.25 |
| S1 |
2,022.00 |
2,013.75 |
|