| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,052.75 |
2,051.25 |
-1.50 |
-0.1% |
1,997.25 |
| High |
2,059.75 |
2,054.50 |
-5.25 |
-0.3% |
2,059.75 |
| Low |
2,049.00 |
2,035.25 |
-13.75 |
-0.7% |
1,995.25 |
| Close |
2,051.25 |
2,048.75 |
-2.50 |
-0.1% |
2,051.25 |
| Range |
10.75 |
19.25 |
8.50 |
79.1% |
64.50 |
| ATR |
30.81 |
29.99 |
-0.83 |
-2.7% |
0.00 |
| Volume |
325,205 |
696,448 |
371,243 |
114.2% |
3,749,351 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.00 |
2,095.50 |
2,059.25 |
|
| R3 |
2,084.75 |
2,076.25 |
2,054.00 |
|
| R2 |
2,065.50 |
2,065.50 |
2,052.25 |
|
| R1 |
2,057.00 |
2,057.00 |
2,050.50 |
2,051.50 |
| PP |
2,046.25 |
2,046.25 |
2,046.25 |
2,043.50 |
| S1 |
2,037.75 |
2,037.75 |
2,047.00 |
2,032.50 |
| S2 |
2,027.00 |
2,027.00 |
2,045.25 |
|
| S3 |
2,007.75 |
2,018.50 |
2,043.50 |
|
| S4 |
1,988.50 |
1,999.25 |
2,038.25 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.00 |
2,204.50 |
2,086.75 |
|
| R3 |
2,164.50 |
2,140.00 |
2,069.00 |
|
| R2 |
2,100.00 |
2,100.00 |
2,063.00 |
|
| R1 |
2,075.50 |
2,075.50 |
2,057.25 |
2,087.75 |
| PP |
2,035.50 |
2,035.50 |
2,035.50 |
2,041.50 |
| S1 |
2,011.00 |
2,011.00 |
2,045.25 |
2,023.25 |
| S2 |
1,971.00 |
1,971.00 |
2,039.50 |
|
| S3 |
1,906.50 |
1,946.50 |
2,033.50 |
|
| S4 |
1,842.00 |
1,882.00 |
2,015.75 |
|
|
| 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 |
1,995.25 |
64.50 |
3.1% |
22.00 |
1.1% |
83% |
False |
False |
889,159 |
| 10 |
2,072.75 |
1,983.25 |
89.50 |
4.4% |
31.00 |
1.5% |
73% |
False |
False |
1,552,746 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.6% |
32.75 |
1.6% |
57% |
False |
False |
972,084 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.8% |
28.75 |
1.4% |
55% |
False |
False |
488,418 |
| 60 |
2,102.75 |
1,874.75 |
228.00 |
11.1% |
27.25 |
1.3% |
76% |
False |
False |
327,507 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
30.00 |
1.5% |
78% |
False |
False |
246,376 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.8% |
32.50 |
1.6% |
81% |
False |
False |
197,187 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
30.00 |
1.5% |
79% |
False |
False |
164,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.25 |
|
2.618 |
2,105.00 |
|
1.618 |
2,085.75 |
|
1.000 |
2,073.75 |
|
0.618 |
2,066.50 |
|
HIGH |
2,054.50 |
|
0.618 |
2,047.25 |
|
0.500 |
2,045.00 |
|
0.382 |
2,042.50 |
|
LOW |
2,035.25 |
|
0.618 |
2,023.25 |
|
1.000 |
2,016.00 |
|
1.618 |
2,004.00 |
|
2.618 |
1,984.75 |
|
4.250 |
1,953.50 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.50 |
2,047.50 |
| PP |
2,046.25 |
2,046.50 |
| S1 |
2,045.00 |
2,045.25 |
|