| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,567.5 |
10,727.5 |
160.0 |
1.5% |
10,551.0 |
| High |
10,767.0 |
10,774.5 |
7.5 |
0.1% |
10,803.5 |
| Low |
10,565.0 |
10,628.5 |
63.5 |
0.6% |
10,401.5 |
| Close |
10,743.5 |
10,652.0 |
-91.5 |
-0.9% |
10,743.5 |
| Range |
202.0 |
146.0 |
-56.0 |
-27.7% |
402.0 |
| ATR |
261.8 |
253.6 |
-8.3 |
-3.2% |
0.0 |
| Volume |
43,020 |
50,513 |
7,493 |
17.4% |
202,112 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,123.0 |
11,033.5 |
10,732.3 |
|
| R3 |
10,977.0 |
10,887.5 |
10,692.2 |
|
| R2 |
10,831.0 |
10,831.0 |
10,678.8 |
|
| R1 |
10,741.5 |
10,741.5 |
10,665.4 |
10,713.3 |
| PP |
10,685.0 |
10,685.0 |
10,685.0 |
10,670.9 |
| S1 |
10,595.5 |
10,595.5 |
10,638.6 |
10,567.3 |
| S2 |
10,539.0 |
10,539.0 |
10,625.2 |
|
| S3 |
10,393.0 |
10,449.5 |
10,611.9 |
|
| S4 |
10,247.0 |
10,303.5 |
10,571.7 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,855.5 |
11,701.5 |
10,964.6 |
|
| R3 |
11,453.5 |
11,299.5 |
10,854.1 |
|
| R2 |
11,051.5 |
11,051.5 |
10,817.2 |
|
| R1 |
10,897.5 |
10,897.5 |
10,780.4 |
10,974.5 |
| PP |
10,649.5 |
10,649.5 |
10,649.5 |
10,688.0 |
| S1 |
10,495.5 |
10,495.5 |
10,706.7 |
10,572.5 |
| S2 |
10,247.5 |
10,247.5 |
10,669.8 |
|
| S3 |
9,845.5 |
10,093.5 |
10,633.0 |
|
| S4 |
9,443.5 |
9,691.5 |
10,522.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,803.5 |
10,401.5 |
402.0 |
3.8% |
227.4 |
2.1% |
62% |
False |
False |
69,028 |
| 10 |
10,837.5 |
10,122.0 |
715.5 |
6.7% |
260.0 |
2.4% |
74% |
False |
False |
69,586 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.4% |
255.3 |
2.4% |
40% |
False |
False |
37,697 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.4% |
216.6 |
2.0% |
40% |
False |
False |
19,431 |
| 60 |
11,439.0 |
9,401.5 |
2,037.5 |
19.1% |
202.9 |
1.9% |
61% |
False |
False |
13,334 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.8% |
202.8 |
1.9% |
63% |
False |
False |
10,066 |
| 100 |
11,622.0 |
9,329.5 |
2,292.5 |
21.5% |
197.8 |
1.9% |
58% |
False |
False |
8,059 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.3% |
175.1 |
1.6% |
53% |
False |
False |
6,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,395.0 |
|
2.618 |
11,156.7 |
|
1.618 |
11,010.7 |
|
1.000 |
10,920.5 |
|
0.618 |
10,864.7 |
|
HIGH |
10,774.5 |
|
0.618 |
10,718.7 |
|
0.500 |
10,701.5 |
|
0.382 |
10,684.3 |
|
LOW |
10,628.5 |
|
0.618 |
10,538.3 |
|
1.000 |
10,482.5 |
|
1.618 |
10,392.3 |
|
2.618 |
10,246.3 |
|
4.250 |
10,008.0 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,701.5 |
10,630.7 |
| PP |
10,685.0 |
10,609.3 |
| S1 |
10,668.5 |
10,588.0 |
|