| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,672.0 |
10,551.0 |
-121.0 |
-1.1% |
10,353.5 |
| High |
10,737.5 |
10,803.5 |
66.0 |
0.6% |
10,837.5 |
| Low |
10,514.5 |
10,475.5 |
-39.0 |
-0.4% |
10,122.0 |
| Close |
10,608.0 |
10,539.5 |
-68.5 |
-0.6% |
10,608.0 |
| Range |
223.0 |
328.0 |
105.0 |
47.1% |
715.5 |
| ATR |
256.3 |
261.4 |
5.1 |
2.0% |
0.0 |
| Volume |
92,517 |
87,499 |
-5,018 |
-5.4% |
396,882 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,590.2 |
11,392.8 |
10,719.9 |
|
| R3 |
11,262.2 |
11,064.8 |
10,629.7 |
|
| R2 |
10,934.2 |
10,934.2 |
10,599.6 |
|
| R1 |
10,736.8 |
10,736.8 |
10,569.6 |
10,671.5 |
| PP |
10,606.2 |
10,606.2 |
10,606.2 |
10,573.5 |
| S1 |
10,408.8 |
10,408.8 |
10,509.4 |
10,343.5 |
| S2 |
10,278.2 |
10,278.2 |
10,479.4 |
|
| S3 |
9,950.2 |
10,080.8 |
10,449.3 |
|
| S4 |
9,622.2 |
9,752.8 |
10,359.1 |
|
|
| 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 |
10,225.5 |
612.0 |
5.8% |
270.6 |
2.6% |
51% |
False |
False |
83,531 |
| 10 |
10,905.5 |
10,122.0 |
783.5 |
7.4% |
271.2 |
2.6% |
53% |
False |
False |
56,637 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.5% |
258.5 |
2.5% |
32% |
False |
False |
29,594 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.5% |
214.2 |
2.0% |
32% |
False |
False |
15,464 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
20.0% |
204.4 |
1.9% |
57% |
False |
False |
10,615 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.0% |
200.5 |
1.9% |
57% |
False |
False |
8,003 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.2% |
194.6 |
1.8% |
52% |
False |
False |
6,408 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.5% |
170.2 |
1.6% |
49% |
False |
False |
5,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,197.5 |
|
2.618 |
11,662.2 |
|
1.618 |
11,334.2 |
|
1.000 |
11,131.5 |
|
0.618 |
11,006.2 |
|
HIGH |
10,803.5 |
|
0.618 |
10,678.2 |
|
0.500 |
10,639.5 |
|
0.382 |
10,600.8 |
|
LOW |
10,475.5 |
|
0.618 |
10,272.8 |
|
1.000 |
10,147.5 |
|
1.618 |
9,944.8 |
|
2.618 |
9,616.8 |
|
4.250 |
9,081.5 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,639.5 |
10,656.5 |
| PP |
10,606.2 |
10,617.5 |
| S1 |
10,572.8 |
10,578.5 |
|