| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,595.0 |
10,567.5 |
-27.5 |
-0.3% |
10,353.5 |
| High |
10,639.5 |
10,767.0 |
127.5 |
1.2% |
10,837.5 |
| Low |
10,401.5 |
10,565.0 |
163.5 |
1.6% |
10,122.0 |
| Close |
10,477.5 |
10,743.5 |
266.0 |
2.5% |
10,608.0 |
| Range |
238.0 |
202.0 |
-36.0 |
-15.1% |
715.5 |
| ATR |
259.7 |
261.8 |
2.1 |
0.8% |
0.0 |
| Volume |
71,593 |
43,020 |
-28,573 |
-39.9% |
396,882 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,297.8 |
11,222.7 |
10,854.6 |
|
| R3 |
11,095.8 |
11,020.7 |
10,799.1 |
|
| R2 |
10,893.8 |
10,893.8 |
10,780.5 |
|
| R1 |
10,818.7 |
10,818.7 |
10,762.0 |
10,856.3 |
| PP |
10,691.8 |
10,691.8 |
10,691.8 |
10,710.6 |
| S1 |
10,616.7 |
10,616.7 |
10,725.0 |
10,654.3 |
| S2 |
10,489.8 |
10,489.8 |
10,706.5 |
|
| S3 |
10,287.8 |
10,414.7 |
10,688.0 |
|
| S4 |
10,085.8 |
10,212.7 |
10,632.4 |
|
|
| 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 |
10,401.5 |
436.0 |
4.1% |
260.1 |
2.4% |
78% |
False |
False |
78,764 |
| 10 |
10,837.5 |
10,122.0 |
715.5 |
6.7% |
260.5 |
2.4% |
87% |
False |
False |
66,572 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.3% |
257.4 |
2.4% |
47% |
False |
False |
35,184 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.3% |
216.5 |
2.0% |
47% |
False |
False |
18,219 |
| 60 |
11,439.0 |
9,401.5 |
2,037.5 |
19.0% |
206.0 |
1.9% |
66% |
False |
False |
12,506 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.6% |
202.7 |
1.9% |
67% |
False |
False |
9,435 |
| 100 |
11,665.5 |
9,329.5 |
2,336.0 |
21.7% |
197.2 |
1.8% |
61% |
False |
False |
7,554 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.1% |
173.9 |
1.6% |
57% |
False |
False |
6,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,625.5 |
|
2.618 |
11,295.8 |
|
1.618 |
11,093.8 |
|
1.000 |
10,969.0 |
|
0.618 |
10,891.8 |
|
HIGH |
10,767.0 |
|
0.618 |
10,689.8 |
|
0.500 |
10,666.0 |
|
0.382 |
10,642.2 |
|
LOW |
10,565.0 |
|
0.618 |
10,440.2 |
|
1.000 |
10,363.0 |
|
1.618 |
10,238.2 |
|
2.618 |
10,036.2 |
|
4.250 |
9,706.5 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,717.7 |
10,696.5 |
| PP |
10,691.8 |
10,649.5 |
| S1 |
10,666.0 |
10,602.5 |
|