| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,072.5 |
1,071.6 |
-0.9 |
-0.1% |
1,086.1 |
| High |
1,075.2 |
1,079.8 |
4.6 |
0.4% |
1,086.2 |
| Low |
1,069.4 |
1,062.5 |
-6.9 |
-0.6% |
1,062.5 |
| Close |
1,072.7 |
1,076.4 |
3.7 |
0.3% |
1,076.4 |
| Range |
5.8 |
17.3 |
11.5 |
198.3% |
23.7 |
| ATR |
15.2 |
15.3 |
0.2 |
1.0% |
0.0 |
| Volume |
2,088 |
3,674 |
1,586 |
76.0% |
15,172 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,124.8 |
1,117.9 |
1,085.9 |
|
| R3 |
1,107.5 |
1,100.6 |
1,081.2 |
|
| R2 |
1,090.2 |
1,090.2 |
1,079.6 |
|
| R1 |
1,083.3 |
1,083.3 |
1,078.0 |
1,086.8 |
| PP |
1,072.9 |
1,072.9 |
1,072.9 |
1,074.6 |
| S1 |
1,066.0 |
1,066.0 |
1,074.8 |
1,069.5 |
| S2 |
1,055.6 |
1,055.6 |
1,073.2 |
|
| S3 |
1,038.3 |
1,048.7 |
1,071.6 |
|
| S4 |
1,021.0 |
1,031.4 |
1,066.9 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.1 |
1,135.0 |
1,089.4 |
|
| R3 |
1,122.4 |
1,111.3 |
1,082.9 |
|
| R2 |
1,098.7 |
1,098.7 |
1,080.7 |
|
| R1 |
1,087.6 |
1,087.6 |
1,078.6 |
1,081.3 |
| PP |
1,075.0 |
1,075.0 |
1,075.0 |
1,071.9 |
| S1 |
1,063.9 |
1,063.9 |
1,074.2 |
1,057.6 |
| S2 |
1,051.3 |
1,051.3 |
1,072.1 |
|
| S3 |
1,027.6 |
1,040.2 |
1,069.9 |
|
| S4 |
1,003.9 |
1,016.5 |
1,063.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,086.2 |
1,062.5 |
23.7 |
2.2% |
13.9 |
1.3% |
59% |
False |
True |
3,034 |
| 10 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
16.7 |
1.6% |
71% |
False |
False |
3,405 |
| 20 |
1,097.5 |
1,046.6 |
50.9 |
4.7% |
15.1 |
1.4% |
59% |
False |
False |
4,867 |
| 40 |
1,186.0 |
1,046.6 |
139.4 |
13.0% |
13.7 |
1.3% |
21% |
False |
False |
3,487 |
| 60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.9 |
1.3% |
21% |
False |
False |
2,862 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.1 |
1.2% |
21% |
False |
False |
2,418 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.4 |
1.2% |
21% |
False |
False |
2,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,153.3 |
|
2.618 |
1,125.1 |
|
1.618 |
1,107.8 |
|
1.000 |
1,097.1 |
|
0.618 |
1,090.5 |
|
HIGH |
1,079.8 |
|
0.618 |
1,073.2 |
|
0.500 |
1,071.2 |
|
0.382 |
1,069.1 |
|
LOW |
1,062.5 |
|
0.618 |
1,051.8 |
|
1.000 |
1,045.2 |
|
1.618 |
1,034.5 |
|
2.618 |
1,017.2 |
|
4.250 |
989.0 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.7 |
1,075.6 |
| PP |
1,072.9 |
1,074.7 |
| S1 |
1,071.2 |
1,073.9 |
|