| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,627.0 |
10,672.0 |
45.0 |
0.4% |
10,353.5 |
| High |
10,837.5 |
10,737.5 |
-100.0 |
-0.9% |
10,837.5 |
| Low |
10,528.0 |
10,514.5 |
-13.5 |
-0.1% |
10,122.0 |
| Close |
10,758.0 |
10,608.0 |
-150.0 |
-1.4% |
10,608.0 |
| Range |
309.5 |
223.0 |
-86.5 |
-27.9% |
715.5 |
| ATR |
257.3 |
256.3 |
-1.0 |
-0.4% |
0.0 |
| Volume |
99,195 |
92,517 |
-6,678 |
-6.7% |
396,882 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,289.0 |
11,171.5 |
10,730.7 |
|
| R3 |
11,066.0 |
10,948.5 |
10,669.3 |
|
| R2 |
10,843.0 |
10,843.0 |
10,648.9 |
|
| R1 |
10,725.5 |
10,725.5 |
10,628.4 |
10,672.8 |
| PP |
10,620.0 |
10,620.0 |
10,620.0 |
10,593.6 |
| S1 |
10,502.5 |
10,502.5 |
10,587.6 |
10,449.8 |
| S2 |
10,397.0 |
10,397.0 |
10,567.1 |
|
| S3 |
10,174.0 |
10,279.5 |
10,546.7 |
|
| S4 |
9,951.0 |
10,056.5 |
10,485.4 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,669.0 |
12,354.0 |
11,001.5 |
|
| R3 |
11,953.5 |
11,638.5 |
10,804.8 |
|
| R2 |
11,238.0 |
11,238.0 |
10,739.2 |
|
| R1 |
10,923.0 |
10,923.0 |
10,673.6 |
11,080.5 |
| PP |
10,522.5 |
10,522.5 |
10,522.5 |
10,601.3 |
| S1 |
10,207.5 |
10,207.5 |
10,542.4 |
10,365.0 |
| S2 |
9,807.0 |
9,807.0 |
10,476.8 |
|
| S3 |
9,091.5 |
9,492.0 |
10,411.2 |
|
| S4 |
8,376.0 |
8,776.5 |
10,214.5 |
|
|
| 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% |
270.6 |
2.6% |
68% |
False |
False |
79,376 |
| 10 |
10,999.0 |
10,122.0 |
877.0 |
8.3% |
256.8 |
2.4% |
55% |
False |
False |
48,274 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.4% |
246.8 |
2.3% |
37% |
False |
False |
25,277 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.4% |
208.4 |
2.0% |
37% |
False |
False |
13,334 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
19.9% |
202.7 |
1.9% |
61% |
False |
False |
9,166 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.9% |
197.9 |
1.9% |
61% |
False |
False |
6,910 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.1% |
193.1 |
1.8% |
55% |
False |
False |
5,533 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.4% |
169.0 |
1.6% |
52% |
False |
False |
4,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,685.3 |
|
2.618 |
11,321.3 |
|
1.618 |
11,098.3 |
|
1.000 |
10,960.5 |
|
0.618 |
10,875.3 |
|
HIGH |
10,737.5 |
|
0.618 |
10,652.3 |
|
0.500 |
10,626.0 |
|
0.382 |
10,599.7 |
|
LOW |
10,514.5 |
|
0.618 |
10,376.7 |
|
1.000 |
10,291.5 |
|
1.618 |
10,153.7 |
|
2.618 |
9,930.7 |
|
4.250 |
9,566.8 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,626.0 |
10,631.3 |
| PP |
10,620.0 |
10,623.5 |
| S1 |
10,614.0 |
10,615.8 |
|