| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,603.0 |
10,353.5 |
-249.5 |
-2.4% |
10,855.0 |
| High |
10,612.5 |
10,450.0 |
-162.5 |
-1.5% |
10,999.0 |
| Low |
10,280.0 |
10,122.0 |
-158.0 |
-1.5% |
10,280.0 |
| Close |
10,360.0 |
10,145.5 |
-214.5 |
-2.1% |
10,360.0 |
| Range |
332.5 |
328.0 |
-4.5 |
-1.4% |
719.0 |
| ATR |
236.1 |
242.7 |
6.6 |
2.8% |
0.0 |
| Volume |
46,361 |
66,725 |
20,364 |
43.9% |
85,862 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,223.2 |
11,012.3 |
10,325.9 |
|
| R3 |
10,895.2 |
10,684.3 |
10,235.7 |
|
| R2 |
10,567.2 |
10,567.2 |
10,205.6 |
|
| R1 |
10,356.3 |
10,356.3 |
10,175.6 |
10,297.8 |
| PP |
10,239.2 |
10,239.2 |
10,239.2 |
10,209.9 |
| S1 |
10,028.3 |
10,028.3 |
10,115.4 |
9,969.8 |
| S2 |
9,911.2 |
9,911.2 |
10,085.4 |
|
| S3 |
9,583.2 |
9,700.3 |
10,055.3 |
|
| S4 |
9,255.2 |
9,372.3 |
9,965.1 |
|
|
| 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 |
10,905.5 |
10,122.0 |
783.5 |
7.7% |
271.7 |
2.7% |
3% |
False |
True |
29,743 |
| 10 |
11,425.0 |
10,122.0 |
1,303.0 |
12.8% |
288.9 |
2.8% |
2% |
False |
True |
16,836 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
13.0% |
223.0 |
2.2% |
2% |
False |
True |
8,995 |
| 40 |
11,439.0 |
10,088.0 |
1,351.0 |
13.3% |
206.0 |
2.0% |
4% |
False |
False |
5,200 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
20.8% |
205.3 |
2.0% |
39% |
False |
False |
3,683 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.8% |
194.9 |
1.9% |
39% |
False |
False |
2,784 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
23.1% |
184.1 |
1.8% |
35% |
False |
False |
2,232 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
24.4% |
161.5 |
1.6% |
33% |
False |
False |
1,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,844.0 |
|
2.618 |
11,308.7 |
|
1.618 |
10,980.7 |
|
1.000 |
10,778.0 |
|
0.618 |
10,652.7 |
|
HIGH |
10,450.0 |
|
0.618 |
10,324.7 |
|
0.500 |
10,286.0 |
|
0.382 |
10,247.3 |
|
LOW |
10,122.0 |
|
0.618 |
9,919.3 |
|
1.000 |
9,794.0 |
|
1.618 |
9,591.3 |
|
2.618 |
9,263.3 |
|
4.250 |
8,728.0 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,286.0 |
10,393.5 |
| PP |
10,239.2 |
10,310.8 |
| S1 |
10,192.3 |
10,228.2 |
|