| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,046.50 |
2,073.76 |
27.26 |
1.3% |
2,090.42 |
| High |
2,076.71 |
2,076.37 |
-0.34 |
0.0% |
2,090.42 |
| Low |
2,042.43 |
2,041.66 |
-0.77 |
0.0% |
2,008.80 |
| Close |
2,073.07 |
2,041.89 |
-31.18 |
-1.5% |
2,012.37 |
| Range |
34.28 |
34.71 |
0.43 |
1.3% |
81.62 |
| ATR |
27.22 |
27.76 |
0.53 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.44 |
2,134.37 |
2,060.98 |
|
| R3 |
2,122.73 |
2,099.66 |
2,051.44 |
|
| R2 |
2,088.02 |
2,088.02 |
2,048.25 |
|
| R1 |
2,064.95 |
2,064.95 |
2,045.07 |
2,059.13 |
| PP |
2,053.31 |
2,053.31 |
2,053.31 |
2,050.40 |
| S1 |
2,030.24 |
2,030.24 |
2,038.71 |
2,024.42 |
| S2 |
2,018.60 |
2,018.60 |
2,035.53 |
|
| S3 |
1,983.89 |
1,995.53 |
2,032.34 |
|
| S4 |
1,949.18 |
1,960.82 |
2,022.80 |
|
|
| 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 |
2,076.71 |
1,993.26 |
83.45 |
4.1% |
33.09 |
1.6% |
58% |
False |
False |
|
| 10 |
2,093.84 |
1,993.26 |
100.58 |
4.9% |
31.90 |
1.6% |
48% |
False |
False |
|
| 20 |
2,104.27 |
1,993.26 |
111.01 |
5.4% |
24.94 |
1.2% |
44% |
False |
False |
|
| 40 |
2,116.48 |
1,993.26 |
123.22 |
6.0% |
22.90 |
1.1% |
39% |
False |
False |
|
| 60 |
2,116.48 |
1,871.91 |
244.57 |
12.0% |
23.72 |
1.2% |
70% |
False |
False |
|
| 80 |
2,116.48 |
1,871.91 |
244.57 |
12.0% |
26.19 |
1.3% |
70% |
False |
False |
|
| 100 |
2,116.48 |
1,867.01 |
249.47 |
12.2% |
26.61 |
1.3% |
70% |
False |
False |
|
| 120 |
2,132.82 |
1,867.01 |
265.81 |
13.0% |
25.26 |
1.2% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.89 |
|
2.618 |
2,167.24 |
|
1.618 |
2,132.53 |
|
1.000 |
2,111.08 |
|
0.618 |
2,097.82 |
|
HIGH |
2,076.37 |
|
0.618 |
2,063.11 |
|
0.500 |
2,059.02 |
|
0.382 |
2,054.92 |
|
LOW |
2,041.66 |
|
0.618 |
2,020.21 |
|
1.000 |
2,006.95 |
|
1.618 |
1,985.50 |
|
2.618 |
1,950.79 |
|
4.250 |
1,894.14 |
|
|