| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,051.25 |
2,049.75 |
-1.50 |
-0.1% |
1,997.25 |
| High |
2,054.50 |
2,074.50 |
20.00 |
1.0% |
2,059.75 |
| Low |
2,035.25 |
2,047.50 |
12.25 |
0.6% |
1,995.25 |
| Close |
2,048.75 |
2,072.75 |
24.00 |
1.2% |
2,051.25 |
| Range |
19.25 |
27.00 |
7.75 |
40.3% |
64.50 |
| ATR |
29.99 |
29.77 |
-0.21 |
-0.7% |
0.00 |
| Volume |
696,448 |
832,686 |
136,238 |
19.6% |
3,749,351 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.00 |
2,136.25 |
2,087.50 |
|
| R3 |
2,119.00 |
2,109.25 |
2,080.25 |
|
| R2 |
2,092.00 |
2,092.00 |
2,077.75 |
|
| R1 |
2,082.25 |
2,082.25 |
2,075.25 |
2,087.00 |
| PP |
2,065.00 |
2,065.00 |
2,065.00 |
2,067.25 |
| S1 |
2,055.25 |
2,055.25 |
2,070.25 |
2,060.00 |
| S2 |
2,038.00 |
2,038.00 |
2,067.75 |
|
| S3 |
2,011.00 |
2,028.25 |
2,065.25 |
|
| S4 |
1,984.00 |
2,001.25 |
2,058.00 |
|
|
| 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 |
2,074.50 |
2,007.25 |
67.25 |
3.2% |
22.75 |
1.1% |
97% |
True |
False |
800,643 |
| 10 |
2,074.50 |
1,991.00 |
83.50 |
4.0% |
30.00 |
1.4% |
98% |
True |
False |
1,370,737 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.5% |
33.25 |
1.6% |
78% |
False |
False |
1,013,035 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.8% |
28.75 |
1.4% |
75% |
False |
False |
509,176 |
| 60 |
2,102.75 |
1,929.00 |
173.75 |
8.4% |
26.75 |
1.3% |
83% |
False |
False |
341,266 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
30.00 |
1.4% |
88% |
False |
False |
256,779 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
32.50 |
1.6% |
89% |
False |
False |
205,513 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
30.00 |
1.5% |
87% |
False |
False |
171,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.25 |
|
2.618 |
2,145.25 |
|
1.618 |
2,118.25 |
|
1.000 |
2,101.50 |
|
0.618 |
2,091.25 |
|
HIGH |
2,074.50 |
|
0.618 |
2,064.25 |
|
0.500 |
2,061.00 |
|
0.382 |
2,057.75 |
|
LOW |
2,047.50 |
|
0.618 |
2,030.75 |
|
1.000 |
2,020.50 |
|
1.618 |
2,003.75 |
|
2.618 |
1,976.75 |
|
4.250 |
1,932.75 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.75 |
2,066.75 |
| PP |
2,065.00 |
2,060.75 |
| S1 |
2,061.00 |
2,055.00 |
|