| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
10,732.0 |
10,884.0 |
152.0 |
1.4% |
10,551.0 |
| High |
10,884.0 |
10,886.0 |
2.0 |
0.0% |
10,803.5 |
| Low |
10,731.0 |
10,693.5 |
-37.5 |
-0.3% |
10,401.5 |
| Close |
10,846.0 |
10,772.0 |
-74.0 |
-0.7% |
10,743.5 |
| Range |
153.0 |
192.5 |
39.5 |
25.8% |
402.0 |
| ATR |
252.0 |
247.8 |
-4.3 |
-1.7% |
0.0 |
| Volume |
40,628 |
126,181 |
85,553 |
210.6% |
202,112 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,361.3 |
11,259.2 |
10,877.9 |
|
| R3 |
11,168.8 |
11,066.7 |
10,824.9 |
|
| R2 |
10,976.3 |
10,976.3 |
10,807.3 |
|
| R1 |
10,874.2 |
10,874.2 |
10,789.6 |
10,829.0 |
| PP |
10,783.8 |
10,783.8 |
10,783.8 |
10,761.3 |
| S1 |
10,681.7 |
10,681.7 |
10,754.4 |
10,636.5 |
| S2 |
10,591.3 |
10,591.3 |
10,736.7 |
|
| S3 |
10,398.8 |
10,489.2 |
10,719.1 |
|
| S4 |
10,206.3 |
10,296.7 |
10,666.1 |
|
|
| 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 |
10,886.0 |
10,401.5 |
484.5 |
4.5% |
186.3 |
1.7% |
76% |
True |
False |
66,387 |
| 10 |
10,886.0 |
10,225.5 |
660.5 |
6.1% |
228.5 |
2.1% |
83% |
True |
False |
74,959 |
| 20 |
11,425.0 |
10,122.0 |
1,303.0 |
12.1% |
258.7 |
2.4% |
50% |
False |
False |
45,897 |
| 40 |
11,439.0 |
10,122.0 |
1,317.0 |
12.2% |
215.9 |
2.0% |
49% |
False |
False |
23,592 |
| 60 |
11,439.0 |
9,742.0 |
1,697.0 |
15.8% |
200.3 |
1.9% |
61% |
False |
False |
16,102 |
| 80 |
11,439.0 |
9,329.5 |
2,109.5 |
19.6% |
204.5 |
1.9% |
68% |
False |
False |
12,150 |
| 100 |
11,568.0 |
9,329.5 |
2,238.5 |
20.8% |
199.6 |
1.9% |
64% |
False |
False |
9,727 |
| 120 |
11,810.0 |
9,329.5 |
2,480.5 |
23.0% |
177.9 |
1.7% |
58% |
False |
False |
8,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,704.1 |
|
2.618 |
11,390.0 |
|
1.618 |
11,197.5 |
|
1.000 |
11,078.5 |
|
0.618 |
11,005.0 |
|
HIGH |
10,886.0 |
|
0.618 |
10,812.5 |
|
0.500 |
10,789.8 |
|
0.382 |
10,767.0 |
|
LOW |
10,693.5 |
|
0.618 |
10,574.5 |
|
1.000 |
10,501.0 |
|
1.618 |
10,382.0 |
|
2.618 |
10,189.5 |
|
4.250 |
9,875.4 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,789.8 |
10,767.1 |
| PP |
10,783.8 |
10,762.2 |
| S1 |
10,777.9 |
10,757.3 |
|