| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,481.5 |
10,627.0 |
145.5 |
1.4% |
10,855.0 |
| High |
10,652.0 |
10,837.5 |
185.5 |
1.7% |
10,999.0 |
| Low |
10,425.0 |
10,528.0 |
103.0 |
1.0% |
10,280.0 |
| Close |
10,465.0 |
10,758.0 |
293.0 |
2.8% |
10,360.0 |
| Range |
227.0 |
309.5 |
82.5 |
36.3% |
719.0 |
| ATR |
248.4 |
257.3 |
8.9 |
3.6% |
0.0 |
| Volume |
65,678 |
99,195 |
33,517 |
51.0% |
85,862 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,636.3 |
11,506.7 |
10,928.2 |
|
| R3 |
11,326.8 |
11,197.2 |
10,843.1 |
|
| R2 |
11,017.3 |
11,017.3 |
10,814.7 |
|
| R1 |
10,887.7 |
10,887.7 |
10,786.4 |
10,952.5 |
| PP |
10,707.8 |
10,707.8 |
10,707.8 |
10,740.3 |
| S1 |
10,578.2 |
10,578.2 |
10,729.6 |
10,643.0 |
| S2 |
10,398.3 |
10,398.3 |
10,701.3 |
|
| S3 |
10,088.8 |
10,268.7 |
10,672.9 |
|
| S4 |
9,779.3 |
9,959.2 |
10,587.8 |
|
|
| 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 |
10,837.5 |
10,122.0 |
715.5 |
6.7% |
292.5 |
2.7% |
89% |
True |
False |
70,145 |
| 10 |
10,999.0 |
10,122.0 |
877.0 |
8.2% |
259.2 |
2.4% |
73% |
False |
False |
39,306 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.2% |
240.4 |
2.2% |
48% |
False |
False |
20,702 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.2% |
209.4 |
1.9% |
48% |
False |
False |
11,042 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.6% |
201.9 |
1.9% |
68% |
False |
False |
7,628 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.6% |
195.7 |
1.8% |
68% |
False |
False |
5,753 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
21.8% |
191.0 |
1.8% |
61% |
False |
False |
4,608 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.1% |
167.2 |
1.6% |
58% |
False |
False |
3,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,152.9 |
|
2.618 |
11,647.8 |
|
1.618 |
11,338.3 |
|
1.000 |
11,147.0 |
|
0.618 |
11,028.8 |
|
HIGH |
10,837.5 |
|
0.618 |
10,719.3 |
|
0.500 |
10,682.8 |
|
0.382 |
10,646.2 |
|
LOW |
10,528.0 |
|
0.618 |
10,336.7 |
|
1.000 |
10,218.5 |
|
1.618 |
10,027.2 |
|
2.618 |
9,717.7 |
|
4.250 |
9,212.6 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,732.9 |
10,682.5 |
| PP |
10,707.8 |
10,607.0 |
| S1 |
10,682.8 |
10,531.5 |
|