| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,727.5 |
10,732.0 |
4.5 |
0.0% |
10,551.0 |
| High |
10,774.5 |
10,884.0 |
109.5 |
1.0% |
10,803.5 |
| Low |
10,628.5 |
10,731.0 |
102.5 |
1.0% |
10,401.5 |
| Close |
10,652.0 |
10,846.0 |
194.0 |
1.8% |
10,743.5 |
| Range |
146.0 |
153.0 |
7.0 |
4.8% |
402.0 |
| ATR |
253.6 |
252.0 |
-1.5 |
-0.6% |
0.0 |
| Volume |
50,513 |
40,628 |
-9,885 |
-19.6% |
202,112 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,279.3 |
11,215.7 |
10,930.2 |
|
| R3 |
11,126.3 |
11,062.7 |
10,888.1 |
|
| R2 |
10,973.3 |
10,973.3 |
10,874.1 |
|
| R1 |
10,909.7 |
10,909.7 |
10,860.0 |
10,941.5 |
| PP |
10,820.3 |
10,820.3 |
10,820.3 |
10,836.3 |
| S1 |
10,756.7 |
10,756.7 |
10,832.0 |
10,788.5 |
| S2 |
10,667.3 |
10,667.3 |
10,818.0 |
|
| S3 |
10,514.3 |
10,603.7 |
10,803.9 |
|
| S4 |
10,361.3 |
10,450.7 |
10,761.9 |
|
|
| 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 |
10,884.0 |
10,401.5 |
482.5 |
4.4% |
213.4 |
2.0% |
92% |
True |
False |
58,650 |
| 10 |
10,884.0 |
10,122.0 |
762.0 |
7.0% |
242.0 |
2.2% |
95% |
True |
False |
69,013 |
| 20 |
11,439.0 |
10,122.0 |
1,317.0 |
12.1% |
257.7 |
2.4% |
55% |
False |
False |
39,710 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.1% |
217.4 |
2.0% |
55% |
False |
False |
20,441 |
| 60 |
11,439.0 |
9,662.5 |
1,776.5 |
16.4% |
200.8 |
1.9% |
67% |
False |
False |
14,004 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.4% |
202.4 |
1.9% |
72% |
False |
False |
10,574 |
| 100 |
11,622.0 |
9,329.5 |
2,292.5 |
21.1% |
198.4 |
1.8% |
66% |
False |
False |
8,465 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
176.4 |
1.6% |
61% |
False |
False |
7,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,534.3 |
|
2.618 |
11,284.6 |
|
1.618 |
11,131.6 |
|
1.000 |
11,037.0 |
|
0.618 |
10,978.6 |
|
HIGH |
10,884.0 |
|
0.618 |
10,825.6 |
|
0.500 |
10,807.5 |
|
0.382 |
10,789.4 |
|
LOW |
10,731.0 |
|
0.618 |
10,636.4 |
|
1.000 |
10,578.0 |
|
1.618 |
10,483.4 |
|
2.618 |
10,330.4 |
|
4.250 |
10,080.8 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,833.2 |
10,805.5 |
| PP |
10,820.3 |
10,765.0 |
| S1 |
10,807.5 |
10,724.5 |
|