| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,700.5 |
10,529.5 |
-171.0 |
-1.6% |
11,291.5 |
| High |
10,725.0 |
10,665.0 |
-60.0 |
-0.6% |
11,439.0 |
| Low |
10,460.0 |
10,513.5 |
53.5 |
0.5% |
10,641.0 |
| Close |
10,619.0 |
10,620.5 |
1.5 |
0.0% |
10,762.0 |
| Range |
265.0 |
151.5 |
-113.5 |
-42.8% |
798.0 |
| ATR |
234.0 |
228.1 |
-5.9 |
-2.5% |
0.0 |
| Volume |
9,956 |
20,370 |
10,414 |
104.6% |
18,214 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,054.2 |
10,988.8 |
10,703.8 |
|
| R3 |
10,902.7 |
10,837.3 |
10,662.2 |
|
| R2 |
10,751.2 |
10,751.2 |
10,648.3 |
|
| R1 |
10,685.8 |
10,685.8 |
10,634.4 |
10,718.5 |
| PP |
10,599.7 |
10,599.7 |
10,599.7 |
10,616.0 |
| S1 |
10,534.3 |
10,534.3 |
10,606.6 |
10,567.0 |
| S2 |
10,448.2 |
10,448.2 |
10,592.7 |
|
| S3 |
10,296.7 |
10,382.8 |
10,578.8 |
|
| S4 |
10,145.2 |
10,231.3 |
10,537.2 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,341.3 |
12,849.7 |
11,200.9 |
|
| R3 |
12,543.3 |
12,051.7 |
10,981.5 |
|
| R2 |
11,745.3 |
11,745.3 |
10,908.3 |
|
| R1 |
11,253.7 |
11,253.7 |
10,835.2 |
11,100.5 |
| PP |
10,947.3 |
10,947.3 |
10,947.3 |
10,870.8 |
| S1 |
10,455.7 |
10,455.7 |
10,688.9 |
10,302.5 |
| S2 |
10,149.3 |
10,149.3 |
10,615.7 |
|
| S3 |
9,351.3 |
9,657.7 |
10,542.6 |
|
| S4 |
8,553.3 |
8,859.7 |
10,323.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,999.0 |
10,460.0 |
539.0 |
5.1% |
225.9 |
2.1% |
30% |
False |
False |
8,467 |
| 10 |
11,439.0 |
10,460.0 |
979.0 |
9.2% |
250.7 |
2.4% |
16% |
False |
False |
5,808 |
| 20 |
11,439.0 |
10,460.0 |
979.0 |
9.2% |
215.0 |
2.0% |
16% |
False |
False |
3,502 |
| 40 |
11,439.0 |
10,068.0 |
1,371.0 |
12.9% |
194.9 |
1.8% |
40% |
False |
False |
2,471 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.9% |
203.4 |
1.9% |
61% |
False |
False |
1,807 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.9% |
196.1 |
1.8% |
61% |
False |
False |
1,372 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.1% |
180.1 |
1.7% |
55% |
False |
False |
1,101 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.4% |
158.6 |
1.5% |
52% |
False |
False |
919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,308.9 |
|
2.618 |
11,061.6 |
|
1.618 |
10,910.1 |
|
1.000 |
10,816.5 |
|
0.618 |
10,758.6 |
|
HIGH |
10,665.0 |
|
0.618 |
10,607.1 |
|
0.500 |
10,589.3 |
|
0.382 |
10,571.4 |
|
LOW |
10,513.5 |
|
0.618 |
10,419.9 |
|
1.000 |
10,362.0 |
|
1.618 |
10,268.4 |
|
2.618 |
10,116.9 |
|
4.250 |
9,869.6 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,610.1 |
10,682.8 |
| PP |
10,599.7 |
10,662.0 |
| S1 |
10,589.3 |
10,641.3 |
|