| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,049.75 |
2,072.00 |
22.25 |
1.1% |
1,997.25 |
| High |
2,074.50 |
2,075.00 |
0.50 |
0.0% |
2,059.75 |
| Low |
2,047.50 |
2,053.50 |
6.00 |
0.3% |
1,995.25 |
| Close |
2,072.75 |
2,054.50 |
-18.25 |
-0.9% |
2,051.25 |
| Range |
27.00 |
21.50 |
-5.50 |
-20.4% |
64.50 |
| ATR |
29.77 |
29.18 |
-0.59 |
-2.0% |
0.00 |
| Volume |
832,686 |
720,601 |
-112,085 |
-13.5% |
3,749,351 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.50 |
2,111.50 |
2,066.25 |
|
| R3 |
2,104.00 |
2,090.00 |
2,060.50 |
|
| R2 |
2,082.50 |
2,082.50 |
2,058.50 |
|
| R1 |
2,068.50 |
2,068.50 |
2,056.50 |
2,064.75 |
| PP |
2,061.00 |
2,061.00 |
2,061.00 |
2,059.00 |
| S1 |
2,047.00 |
2,047.00 |
2,052.50 |
2,043.25 |
| S2 |
2,039.50 |
2,039.50 |
2,050.50 |
|
| S3 |
2,018.00 |
2,025.50 |
2,048.50 |
|
| S4 |
1,996.50 |
2,004.00 |
2,042.75 |
|
|
| 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 |
2,075.00 |
2,030.75 |
44.25 |
2.2% |
21.00 |
1.0% |
54% |
True |
False |
715,784 |
| 10 |
2,075.00 |
1,991.00 |
84.00 |
4.1% |
28.50 |
1.4% |
76% |
True |
False |
1,226,838 |
| 20 |
2,097.75 |
1,983.25 |
114.50 |
5.6% |
33.50 |
1.6% |
62% |
False |
False |
1,047,549 |
| 40 |
2,102.75 |
1,983.25 |
119.50 |
5.8% |
28.50 |
1.4% |
60% |
False |
False |
527,115 |
| 60 |
2,102.75 |
1,952.50 |
150.25 |
7.3% |
26.50 |
1.3% |
68% |
False |
False |
353,221 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
29.75 |
1.4% |
81% |
False |
False |
265,780 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.8% |
32.50 |
1.6% |
83% |
False |
False |
212,718 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
30.25 |
1.5% |
81% |
False |
False |
177,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.50 |
|
2.618 |
2,131.25 |
|
1.618 |
2,109.75 |
|
1.000 |
2,096.50 |
|
0.618 |
2,088.25 |
|
HIGH |
2,075.00 |
|
0.618 |
2,066.75 |
|
0.500 |
2,064.25 |
|
0.382 |
2,061.75 |
|
LOW |
2,053.50 |
|
0.618 |
2,040.25 |
|
1.000 |
2,032.00 |
|
1.618 |
2,018.75 |
|
2.618 |
1,997.25 |
|
4.250 |
1,962.00 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.25 |
2,055.00 |
| PP |
2,061.00 |
2,055.00 |
| S1 |
2,057.75 |
2,054.75 |
|