| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,353.5 |
10,266.0 |
-87.5 |
-0.8% |
10,855.0 |
| High |
10,450.0 |
10,491.0 |
41.0 |
0.4% |
10,999.0 |
| Low |
10,122.0 |
10,225.5 |
103.5 |
1.0% |
10,280.0 |
| Close |
10,145.5 |
10,455.0 |
309.5 |
3.1% |
10,360.0 |
| Range |
328.0 |
265.5 |
-62.5 |
-19.1% |
719.0 |
| ATR |
242.7 |
250.0 |
7.3 |
3.0% |
0.0 |
| Volume |
66,725 |
72,767 |
6,042 |
9.1% |
85,862 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,187.0 |
11,086.5 |
10,601.0 |
|
| R3 |
10,921.5 |
10,821.0 |
10,528.0 |
|
| R2 |
10,656.0 |
10,656.0 |
10,503.7 |
|
| R1 |
10,555.5 |
10,555.5 |
10,479.3 |
10,605.8 |
| PP |
10,390.5 |
10,390.5 |
10,390.5 |
10,415.6 |
| S1 |
10,290.0 |
10,290.0 |
10,430.7 |
10,340.3 |
| S2 |
10,125.0 |
10,125.0 |
10,406.3 |
|
| S3 |
9,859.5 |
10,024.5 |
10,382.0 |
|
| S4 |
9,594.0 |
9,759.0 |
10,309.0 |
|
|
| 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 |
10,725.0 |
10,122.0 |
603.0 |
5.8% |
268.5 |
2.6% |
55% |
False |
False |
43,235 |
| 10 |
11,336.0 |
10,122.0 |
1,214.0 |
11.6% |
297.5 |
2.8% |
27% |
False |
False |
23,574 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.6% |
227.0 |
2.2% |
25% |
False |
False |
12,598 |
| 40 |
11,439.0 |
10,120.0 |
1,319.0 |
12.6% |
209.9 |
2.0% |
25% |
False |
False |
7,006 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
20.2% |
202.2 |
1.9% |
53% |
False |
False |
4,892 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.2% |
193.3 |
1.8% |
53% |
False |
False |
3,693 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.4% |
186.5 |
1.8% |
48% |
False |
False |
2,959 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.7% |
163.7 |
1.6% |
45% |
False |
False |
2,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,619.4 |
|
2.618 |
11,186.1 |
|
1.618 |
10,920.6 |
|
1.000 |
10,756.5 |
|
0.618 |
10,655.1 |
|
HIGH |
10,491.0 |
|
0.618 |
10,389.6 |
|
0.500 |
10,358.3 |
|
0.382 |
10,326.9 |
|
LOW |
10,225.5 |
|
0.618 |
10,061.4 |
|
1.000 |
9,960.0 |
|
1.618 |
9,795.9 |
|
2.618 |
9,530.4 |
|
4.250 |
9,097.1 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,422.8 |
10,425.8 |
| PP |
10,390.5 |
10,396.5 |
| S1 |
10,358.3 |
10,367.3 |
|