| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,017.00 |
2,034.00 |
17.00 |
0.8% |
2,001.50 |
| High |
2,036.50 |
2,057.75 |
21.25 |
1.0% |
2,072.75 |
| Low |
2,007.25 |
2,030.75 |
23.50 |
1.2% |
1,983.25 |
| Close |
2,036.00 |
2,053.00 |
17.00 |
0.8% |
1,992.00 |
| Range |
29.25 |
27.00 |
-2.25 |
-7.7% |
89.50 |
| ATR |
32.77 |
32.36 |
-0.41 |
-1.3% |
0.00 |
| Volume |
1,144,898 |
1,003,982 |
-140,916 |
-12.3% |
11,081,668 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.25 |
2,117.50 |
2,067.75 |
|
| R3 |
2,101.25 |
2,090.50 |
2,060.50 |
|
| R2 |
2,074.25 |
2,074.25 |
2,058.00 |
|
| R1 |
2,063.50 |
2,063.50 |
2,055.50 |
2,069.00 |
| PP |
2,047.25 |
2,047.25 |
2,047.25 |
2,049.75 |
| S1 |
2,036.50 |
2,036.50 |
2,050.50 |
2,042.00 |
| S2 |
2,020.25 |
2,020.25 |
2,048.00 |
|
| S3 |
1,993.25 |
2,009.50 |
2,045.50 |
|
| S4 |
1,966.25 |
1,982.50 |
2,038.25 |
|
|
| 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% |
33.75 |
1.6% |
76% |
False |
False |
1,531,591 |
| 10 |
2,072.75 |
1,983.25 |
89.50 |
4.4% |
35.25 |
1.7% |
78% |
False |
False |
1,763,483 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.6% |
32.50 |
1.6% |
61% |
False |
False |
921,519 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.8% |
29.00 |
1.4% |
58% |
False |
False |
463,032 |
| 60 |
2,102.75 |
1,863.25 |
239.50 |
11.7% |
28.00 |
1.4% |
79% |
False |
False |
310,697 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
30.75 |
1.5% |
80% |
False |
False |
233,621 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.8% |
32.50 |
1.6% |
82% |
False |
False |
186,973 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
30.25 |
1.5% |
80% |
False |
False |
155,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.50 |
|
2.618 |
2,128.50 |
|
1.618 |
2,101.50 |
|
1.000 |
2,084.75 |
|
0.618 |
2,074.50 |
|
HIGH |
2,057.75 |
|
0.618 |
2,047.50 |
|
0.500 |
2,044.25 |
|
0.382 |
2,041.00 |
|
LOW |
2,030.75 |
|
0.618 |
2,014.00 |
|
1.000 |
2,003.75 |
|
1.618 |
1,987.00 |
|
2.618 |
1,960.00 |
|
4.250 |
1,916.00 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.00 |
2,044.25 |
| PP |
2,047.25 |
2,035.25 |
| S1 |
2,044.25 |
2,026.50 |
|