| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,034.00 |
2,052.75 |
18.75 |
0.9% |
2,001.50 |
| High |
2,057.75 |
2,059.75 |
2.00 |
0.1% |
2,072.75 |
| Low |
2,030.75 |
2,049.00 |
18.25 |
0.9% |
1,983.25 |
| Close |
2,053.00 |
2,051.25 |
-1.75 |
-0.1% |
1,992.00 |
| Range |
27.00 |
10.75 |
-16.25 |
-60.2% |
89.50 |
| ATR |
32.36 |
30.81 |
-1.54 |
-4.8% |
0.00 |
| Volume |
1,003,982 |
325,205 |
-678,777 |
-67.6% |
11,081,668 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.50 |
2,079.25 |
2,057.25 |
|
| R3 |
2,074.75 |
2,068.50 |
2,054.25 |
|
| R2 |
2,064.00 |
2,064.00 |
2,053.25 |
|
| R1 |
2,057.75 |
2,057.75 |
2,052.25 |
2,055.50 |
| PP |
2,053.25 |
2,053.25 |
2,053.25 |
2,052.25 |
| S1 |
2,047.00 |
2,047.00 |
2,050.25 |
2,044.75 |
| S2 |
2,042.50 |
2,042.50 |
2,049.25 |
|
| S3 |
2,031.75 |
2,036.25 |
2,048.25 |
|
| S4 |
2,021.00 |
2,025.50 |
2,045.25 |
|
|
| 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 |
2,059.75 |
1,991.00 |
68.75 |
3.4% |
26.00 |
1.3% |
88% |
True |
False |
1,173,650 |
| 10 |
2,072.75 |
1,983.25 |
89.50 |
4.4% |
34.00 |
1.7% |
76% |
False |
False |
1,717,634 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.6% |
32.75 |
1.6% |
59% |
False |
False |
937,595 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.8% |
28.50 |
1.4% |
57% |
False |
False |
471,055 |
| 60 |
2,102.75 |
1,874.75 |
228.00 |
11.1% |
27.50 |
1.3% |
77% |
False |
False |
315,999 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
30.25 |
1.5% |
79% |
False |
False |
237,676 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.8% |
32.50 |
1.6% |
82% |
False |
False |
190,222 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
30.00 |
1.5% |
79% |
False |
False |
158,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.50 |
|
2.618 |
2,088.00 |
|
1.618 |
2,077.25 |
|
1.000 |
2,070.50 |
|
0.618 |
2,066.50 |
|
HIGH |
2,059.75 |
|
0.618 |
2,055.75 |
|
0.500 |
2,054.50 |
|
0.382 |
2,053.00 |
|
LOW |
2,049.00 |
|
0.618 |
2,042.25 |
|
1.000 |
2,038.25 |
|
1.618 |
2,031.50 |
|
2.618 |
2,020.75 |
|
4.250 |
2,003.25 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.50 |
2,045.25 |
| PP |
2,053.25 |
2,039.50 |
| S1 |
2,052.25 |
2,033.50 |
|