| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,551.0 |
10,595.0 |
44.0 |
0.4% |
10,353.5 |
| High |
10,803.5 |
10,639.5 |
-164.0 |
-1.5% |
10,837.5 |
| Low |
10,475.5 |
10,401.5 |
-74.0 |
-0.7% |
10,122.0 |
| Close |
10,539.5 |
10,477.5 |
-62.0 |
-0.6% |
10,608.0 |
| Range |
328.0 |
238.0 |
-90.0 |
-27.4% |
715.5 |
| ATR |
261.4 |
259.7 |
-1.7 |
-0.6% |
0.0 |
| Volume |
87,499 |
71,593 |
-15,906 |
-18.2% |
396,882 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,220.2 |
11,086.8 |
10,608.4 |
|
| R3 |
10,982.2 |
10,848.8 |
10,543.0 |
|
| R2 |
10,744.2 |
10,744.2 |
10,521.1 |
|
| R1 |
10,610.8 |
10,610.8 |
10,499.3 |
10,558.5 |
| PP |
10,506.2 |
10,506.2 |
10,506.2 |
10,480.0 |
| S1 |
10,372.8 |
10,372.8 |
10,455.7 |
10,320.5 |
| S2 |
10,268.2 |
10,268.2 |
10,433.9 |
|
| S3 |
10,030.2 |
10,134.8 |
10,412.1 |
|
| S4 |
9,792.2 |
9,896.8 |
10,346.6 |
|
|
| 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 |
10,401.5 |
436.0 |
4.2% |
265.1 |
2.5% |
17% |
False |
True |
83,296 |
| 10 |
10,837.5 |
10,122.0 |
715.5 |
6.8% |
266.8 |
2.5% |
50% |
False |
False |
63,266 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.6% |
260.3 |
2.5% |
27% |
False |
False |
33,084 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.6% |
217.2 |
2.1% |
27% |
False |
False |
17,199 |
| 60 |
11,439.0 |
9,401.5 |
2,037.5 |
19.4% |
204.9 |
2.0% |
53% |
False |
False |
11,799 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
20.1% |
201.6 |
1.9% |
54% |
False |
False |
8,897 |
| 100 |
11,674.5 |
9,329.5 |
2,345.0 |
22.4% |
196.8 |
1.9% |
49% |
False |
False |
7,124 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.7% |
172.2 |
1.6% |
46% |
False |
False |
5,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,651.0 |
|
2.618 |
11,262.6 |
|
1.618 |
11,024.6 |
|
1.000 |
10,877.5 |
|
0.618 |
10,786.6 |
|
HIGH |
10,639.5 |
|
0.618 |
10,548.6 |
|
0.500 |
10,520.5 |
|
0.382 |
10,492.4 |
|
LOW |
10,401.5 |
|
0.618 |
10,254.4 |
|
1.000 |
10,163.5 |
|
1.618 |
10,016.4 |
|
2.618 |
9,778.4 |
|
4.250 |
9,390.0 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,520.5 |
10,602.5 |
| PP |
10,506.2 |
10,560.8 |
| S1 |
10,491.8 |
10,519.2 |
|