| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,266.0 |
10,481.5 |
215.5 |
2.1% |
10,855.0 |
| High |
10,491.0 |
10,652.0 |
161.0 |
1.5% |
10,999.0 |
| Low |
10,225.5 |
10,425.0 |
199.5 |
2.0% |
10,280.0 |
| Close |
10,455.0 |
10,465.0 |
10.0 |
0.1% |
10,360.0 |
| Range |
265.5 |
227.0 |
-38.5 |
-14.5% |
719.0 |
| ATR |
250.0 |
248.4 |
-1.6 |
-0.7% |
0.0 |
| Volume |
72,767 |
65,678 |
-7,089 |
-9.7% |
85,862 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,195.0 |
11,057.0 |
10,589.9 |
|
| R3 |
10,968.0 |
10,830.0 |
10,527.4 |
|
| R2 |
10,741.0 |
10,741.0 |
10,506.6 |
|
| R1 |
10,603.0 |
10,603.0 |
10,485.8 |
10,558.5 |
| PP |
10,514.0 |
10,514.0 |
10,514.0 |
10,491.8 |
| S1 |
10,376.0 |
10,376.0 |
10,444.2 |
10,331.5 |
| S2 |
10,287.0 |
10,287.0 |
10,423.4 |
|
| S3 |
10,060.0 |
10,149.0 |
10,402.6 |
|
| S4 |
9,833.0 |
9,922.0 |
10,340.2 |
|
|
| 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 |
10,665.0 |
10,122.0 |
543.0 |
5.2% |
260.9 |
2.5% |
63% |
False |
False |
54,380 |
| 10 |
11,329.0 |
10,122.0 |
1,207.0 |
11.5% |
295.7 |
2.8% |
28% |
False |
False |
29,604 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.6% |
230.4 |
2.2% |
26% |
False |
False |
15,801 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.6% |
211.5 |
2.0% |
26% |
False |
False |
8,603 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
20.2% |
202.3 |
1.9% |
54% |
False |
False |
5,978 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.2% |
193.2 |
1.8% |
54% |
False |
False |
4,514 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.4% |
188.7 |
1.8% |
48% |
False |
False |
3,616 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.7% |
164.6 |
1.6% |
46% |
False |
False |
3,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,616.8 |
|
2.618 |
11,246.3 |
|
1.618 |
11,019.3 |
|
1.000 |
10,879.0 |
|
0.618 |
10,792.3 |
|
HIGH |
10,652.0 |
|
0.618 |
10,565.3 |
|
0.500 |
10,538.5 |
|
0.382 |
10,511.7 |
|
LOW |
10,425.0 |
|
0.618 |
10,284.7 |
|
1.000 |
10,198.0 |
|
1.618 |
10,057.7 |
|
2.618 |
9,830.7 |
|
4.250 |
9,460.3 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,538.5 |
10,439.0 |
| PP |
10,514.0 |
10,413.0 |
| S1 |
10,489.5 |
10,387.0 |
|