| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,529.5 |
10,603.0 |
73.5 |
0.7% |
10,855.0 |
| High |
10,665.0 |
10,612.5 |
-52.5 |
-0.5% |
10,999.0 |
| Low |
10,513.5 |
10,280.0 |
-233.5 |
-2.2% |
10,280.0 |
| Close |
10,620.5 |
10,360.0 |
-260.5 |
-2.5% |
10,360.0 |
| Range |
151.5 |
332.5 |
181.0 |
119.5% |
719.0 |
| ATR |
228.1 |
236.1 |
8.0 |
3.5% |
0.0 |
| Volume |
20,370 |
46,361 |
25,991 |
127.6% |
85,862 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,415.0 |
11,220.0 |
10,542.9 |
|
| R3 |
11,082.5 |
10,887.5 |
10,451.4 |
|
| R2 |
10,750.0 |
10,750.0 |
10,421.0 |
|
| R1 |
10,555.0 |
10,555.0 |
10,390.5 |
10,486.3 |
| PP |
10,417.5 |
10,417.5 |
10,417.5 |
10,383.1 |
| S1 |
10,222.5 |
10,222.5 |
10,329.5 |
10,153.8 |
| S2 |
10,085.0 |
10,085.0 |
10,299.0 |
|
| S3 |
9,752.5 |
9,890.0 |
10,268.6 |
|
| S4 |
9,420.0 |
9,557.5 |
10,177.1 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,703.3 |
12,250.7 |
10,755.5 |
|
| R3 |
11,984.3 |
11,531.7 |
10,557.7 |
|
| R2 |
11,265.3 |
11,265.3 |
10,491.8 |
|
| R1 |
10,812.7 |
10,812.7 |
10,425.9 |
10,679.5 |
| PP |
10,546.3 |
10,546.3 |
10,546.3 |
10,479.8 |
| S1 |
10,093.7 |
10,093.7 |
10,294.1 |
9,960.5 |
| S2 |
9,827.3 |
9,827.3 |
10,228.2 |
|
| S3 |
9,108.3 |
9,374.7 |
10,162.3 |
|
| S4 |
8,389.3 |
8,655.7 |
9,964.6 |
|
|
| 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 |
10,280.0 |
719.0 |
6.9% |
243.0 |
2.3% |
11% |
False |
True |
17,172 |
| 10 |
11,439.0 |
10,280.0 |
1,159.0 |
11.2% |
273.3 |
2.6% |
7% |
False |
True |
10,407 |
| 20 |
11,439.0 |
10,280.0 |
1,159.0 |
11.2% |
223.1 |
2.2% |
7% |
False |
True |
5,767 |
| 40 |
11,439.0 |
10,088.0 |
1,351.0 |
13.0% |
200.9 |
1.9% |
20% |
False |
False |
3,573 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
20.4% |
203.0 |
2.0% |
49% |
False |
False |
2,577 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.4% |
195.8 |
1.9% |
49% |
False |
False |
1,951 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.6% |
181.8 |
1.8% |
44% |
False |
False |
1,565 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.9% |
161.1 |
1.6% |
42% |
False |
False |
1,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,025.6 |
|
2.618 |
11,483.0 |
|
1.618 |
11,150.5 |
|
1.000 |
10,945.0 |
|
0.618 |
10,818.0 |
|
HIGH |
10,612.5 |
|
0.618 |
10,485.5 |
|
0.500 |
10,446.3 |
|
0.382 |
10,407.0 |
|
LOW |
10,280.0 |
|
0.618 |
10,074.5 |
|
1.000 |
9,947.5 |
|
1.618 |
9,742.0 |
|
2.618 |
9,409.5 |
|
4.250 |
8,866.9 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,446.3 |
10,502.5 |
| PP |
10,417.5 |
10,455.0 |
| S1 |
10,388.8 |
10,407.5 |
|