| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,073.39 |
2,061.17 |
-12.22 |
-0.6% |
2,090.94 |
| High |
2,073.85 |
2,080.33 |
6.48 |
0.3% |
2,104.27 |
| Low |
2,052.32 |
2,036.53 |
-15.79 |
-0.8% |
2,042.35 |
| Close |
2,063.59 |
2,047.62 |
-15.97 |
-0.8% |
2,091.69 |
| Range |
21.53 |
43.80 |
22.27 |
103.4% |
61.92 |
| ATR |
23.43 |
24.88 |
1.46 |
6.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.23 |
2,160.72 |
2,071.71 |
|
| R3 |
2,142.43 |
2,116.92 |
2,059.67 |
|
| R2 |
2,098.63 |
2,098.63 |
2,055.65 |
|
| R1 |
2,073.12 |
2,073.12 |
2,051.64 |
2,063.98 |
| PP |
2,054.83 |
2,054.83 |
2,054.83 |
2,050.25 |
| S1 |
2,029.32 |
2,029.32 |
2,043.61 |
2,020.18 |
| S2 |
2,011.03 |
2,011.03 |
2,039.59 |
|
| S3 |
1,967.23 |
1,985.52 |
2,035.58 |
|
| S4 |
1,923.43 |
1,941.72 |
2,023.53 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.20 |
2,240.36 |
2,125.75 |
|
| R3 |
2,203.28 |
2,178.44 |
2,108.72 |
|
| R2 |
2,141.36 |
2,141.36 |
2,103.04 |
|
| R1 |
2,116.52 |
2,116.52 |
2,097.37 |
2,128.94 |
| PP |
2,079.44 |
2,079.44 |
2,079.44 |
2,085.65 |
| S1 |
2,054.60 |
2,054.60 |
2,086.01 |
2,067.02 |
| S2 |
2,017.52 |
2,017.52 |
2,080.34 |
|
| S3 |
1,955.60 |
1,992.68 |
2,074.66 |
|
| S4 |
1,893.68 |
1,930.76 |
2,057.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.84 |
2,036.53 |
57.31 |
2.8% |
34.85 |
1.7% |
19% |
False |
True |
|
| 10 |
2,104.27 |
2,036.53 |
67.74 |
3.3% |
25.11 |
1.2% |
16% |
False |
True |
|
| 20 |
2,104.27 |
2,019.39 |
84.88 |
4.1% |
23.03 |
1.1% |
33% |
False |
False |
|
| 40 |
2,116.48 |
1,990.73 |
125.75 |
6.1% |
20.83 |
1.0% |
45% |
False |
False |
|
| 60 |
2,116.48 |
1,871.91 |
244.57 |
11.9% |
23.30 |
1.1% |
72% |
False |
False |
|
| 80 |
2,116.48 |
1,867.01 |
249.47 |
12.2% |
27.50 |
1.3% |
72% |
False |
False |
|
| 100 |
2,128.48 |
1,867.01 |
261.47 |
12.8% |
25.84 |
1.3% |
69% |
False |
False |
|
| 120 |
2,132.82 |
1,867.01 |
265.81 |
13.0% |
24.63 |
1.2% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,266.48 |
|
2.618 |
2,195.00 |
|
1.618 |
2,151.20 |
|
1.000 |
2,124.13 |
|
0.618 |
2,107.40 |
|
HIGH |
2,080.33 |
|
0.618 |
2,063.60 |
|
0.500 |
2,058.43 |
|
0.382 |
2,053.26 |
|
LOW |
2,036.53 |
|
0.618 |
2,009.46 |
|
1.000 |
1,992.73 |
|
1.618 |
1,965.66 |
|
2.618 |
1,921.86 |
|
4.250 |
1,850.38 |
|
|