| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,072.00 |
2,055.25 |
-16.75 |
-0.8% |
1,997.25 |
| High |
2,075.00 |
2,057.75 |
-17.25 |
-0.8% |
2,059.75 |
| Low |
2,053.50 |
2,030.25 |
-23.25 |
-1.1% |
1,995.25 |
| Close |
2,054.50 |
2,035.50 |
-19.00 |
-0.9% |
2,051.25 |
| Range |
21.50 |
27.50 |
6.00 |
27.9% |
64.50 |
| ATR |
29.18 |
29.06 |
-0.12 |
-0.4% |
0.00 |
| Volume |
720,601 |
1,029,390 |
308,789 |
42.9% |
3,749,351 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.75 |
2,107.00 |
2,050.50 |
|
| R3 |
2,096.25 |
2,079.50 |
2,043.00 |
|
| R2 |
2,068.75 |
2,068.75 |
2,040.50 |
|
| R1 |
2,052.00 |
2,052.00 |
2,038.00 |
2,046.50 |
| PP |
2,041.25 |
2,041.25 |
2,041.25 |
2,038.50 |
| S1 |
2,024.50 |
2,024.50 |
2,033.00 |
2,019.00 |
| S2 |
2,013.75 |
2,013.75 |
2,030.50 |
|
| S3 |
1,986.25 |
1,997.00 |
2,028.00 |
|
| S4 |
1,958.75 |
1,969.50 |
2,020.50 |
|
|
| 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 |
2,030.25 |
44.75 |
2.2% |
21.25 |
1.0% |
12% |
False |
True |
720,866 |
| 10 |
2,075.00 |
1,991.00 |
84.00 |
4.1% |
27.50 |
1.4% |
53% |
False |
False |
1,126,228 |
| 20 |
2,088.75 |
1,983.25 |
105.50 |
5.2% |
33.50 |
1.6% |
50% |
False |
False |
1,097,312 |
| 40 |
2,102.50 |
1,983.25 |
119.25 |
5.9% |
28.50 |
1.4% |
44% |
False |
False |
552,766 |
| 60 |
2,102.75 |
1,952.50 |
150.25 |
7.4% |
26.50 |
1.3% |
55% |
False |
False |
370,201 |
| 80 |
2,102.75 |
1,853.00 |
249.75 |
12.3% |
29.50 |
1.4% |
73% |
False |
False |
278,632 |
| 100 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
32.50 |
1.6% |
76% |
False |
False |
223,011 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
30.00 |
1.5% |
74% |
False |
False |
185,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.50 |
|
2.618 |
2,129.75 |
|
1.618 |
2,102.25 |
|
1.000 |
2,085.25 |
|
0.618 |
2,074.75 |
|
HIGH |
2,057.75 |
|
0.618 |
2,047.25 |
|
0.500 |
2,044.00 |
|
0.382 |
2,040.75 |
|
LOW |
2,030.25 |
|
0.618 |
2,013.25 |
|
1.000 |
2,002.75 |
|
1.618 |
1,985.75 |
|
2.618 |
1,958.25 |
|
4.250 |
1,913.50 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.00 |
2,052.50 |
| PP |
2,041.25 |
2,047.00 |
| S1 |
2,038.25 |
2,041.25 |
|