| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,047.27 |
2,013.37 |
-33.90 |
-1.7% |
2,090.42 |
| High |
2,047.27 |
2,022.92 |
-24.35 |
-1.2% |
2,090.42 |
| Low |
2,008.80 |
1,993.26 |
-15.54 |
-0.8% |
2,008.80 |
| Close |
2,012.37 |
2,021.94 |
9.57 |
0.5% |
2,012.37 |
| Range |
38.47 |
29.66 |
-8.81 |
-22.9% |
81.62 |
| ATR |
26.02 |
26.28 |
0.26 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.69 |
2,091.47 |
2,038.25 |
|
| R3 |
2,072.03 |
2,061.81 |
2,030.10 |
|
| R2 |
2,042.37 |
2,042.37 |
2,027.38 |
|
| R1 |
2,032.15 |
2,032.15 |
2,024.66 |
2,037.26 |
| PP |
2,012.71 |
2,012.71 |
2,012.71 |
2,015.26 |
| S1 |
2,002.49 |
2,002.49 |
2,019.22 |
2,007.60 |
| S2 |
1,983.05 |
1,983.05 |
2,016.50 |
|
| S3 |
1,953.39 |
1,972.83 |
2,013.78 |
|
| S4 |
1,923.73 |
1,943.17 |
2,005.63 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.06 |
2,228.83 |
2,057.26 |
|
| R3 |
2,200.44 |
2,147.21 |
2,034.82 |
|
| R2 |
2,118.82 |
2,118.82 |
2,027.33 |
|
| R1 |
2,065.59 |
2,065.59 |
2,019.85 |
2,051.40 |
| PP |
2,037.20 |
2,037.20 |
2,037.20 |
2,030.10 |
| S1 |
1,983.97 |
1,983.97 |
2,004.89 |
1,969.78 |
| S2 |
1,955.58 |
1,955.58 |
1,997.41 |
|
| S3 |
1,873.96 |
1,902.35 |
1,989.92 |
|
| S4 |
1,792.34 |
1,820.73 |
1,967.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,080.33 |
1,993.26 |
87.07 |
4.3% |
31.09 |
1.5% |
33% |
False |
True |
|
| 10 |
2,104.27 |
1,993.26 |
111.01 |
5.5% |
31.20 |
1.5% |
26% |
False |
True |
|
| 20 |
2,104.27 |
1,993.26 |
111.01 |
5.5% |
24.47 |
1.2% |
26% |
False |
True |
|
| 40 |
2,116.48 |
1,993.26 |
123.22 |
6.1% |
21.60 |
1.1% |
23% |
False |
True |
|
| 60 |
2,116.48 |
1,871.91 |
244.57 |
12.1% |
23.31 |
1.2% |
61% |
False |
False |
|
| 80 |
2,116.48 |
1,867.01 |
249.47 |
12.3% |
27.75 |
1.4% |
62% |
False |
False |
|
| 100 |
2,116.48 |
1,867.01 |
249.47 |
12.3% |
26.34 |
1.3% |
62% |
False |
False |
|
| 120 |
2,132.82 |
1,867.01 |
265.81 |
13.1% |
25.03 |
1.2% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.98 |
|
2.618 |
2,100.57 |
|
1.618 |
2,070.91 |
|
1.000 |
2,052.58 |
|
0.618 |
2,041.25 |
|
HIGH |
2,022.92 |
|
0.618 |
2,011.59 |
|
0.500 |
2,008.09 |
|
0.382 |
2,004.59 |
|
LOW |
1,993.26 |
|
0.618 |
1,974.93 |
|
1.000 |
1,963.60 |
|
1.618 |
1,945.27 |
|
2.618 |
1,915.61 |
|
4.250 |
1,867.21 |
|
|