| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,040.81 |
2,010.27 |
-30.54 |
-1.5% |
2,013.37 |
| High |
2,040.81 |
2,022.90 |
-17.91 |
-0.9% |
2,076.71 |
| Low |
2,005.33 |
2,005.93 |
0.60 |
0.0% |
1,993.26 |
| Close |
2,005.55 |
2,021.15 |
15.60 |
0.8% |
2,005.55 |
| Range |
35.48 |
16.97 |
-18.51 |
-52.2% |
83.45 |
| ATR |
28.39 |
27.60 |
-0.79 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.57 |
2,061.33 |
2,030.48 |
|
| R3 |
2,050.60 |
2,044.36 |
2,025.82 |
|
| R2 |
2,033.63 |
2,033.63 |
2,024.26 |
|
| R1 |
2,027.39 |
2,027.39 |
2,022.71 |
2,030.51 |
| PP |
2,016.66 |
2,016.66 |
2,016.66 |
2,018.22 |
| S1 |
2,010.42 |
2,010.42 |
2,019.59 |
2,013.54 |
| S2 |
1,999.69 |
1,999.69 |
2,018.04 |
|
| S3 |
1,982.72 |
1,993.45 |
2,016.48 |
|
| S4 |
1,965.75 |
1,976.48 |
2,011.82 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,275.52 |
2,223.99 |
2,051.45 |
|
| R3 |
2,192.07 |
2,140.54 |
2,028.50 |
|
| R2 |
2,108.62 |
2,108.62 |
2,020.85 |
|
| R1 |
2,057.09 |
2,057.09 |
2,013.20 |
2,041.13 |
| PP |
2,025.17 |
2,025.17 |
2,025.17 |
2,017.20 |
| S1 |
1,973.64 |
1,973.64 |
1,997.90 |
1,957.68 |
| S2 |
1,941.72 |
1,941.72 |
1,990.25 |
|
| S3 |
1,858.27 |
1,890.19 |
1,982.60 |
|
| S4 |
1,774.82 |
1,806.74 |
1,959.65 |
|
|
| 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 |
2,005.33 |
71.38 |
3.5% |
29.95 |
1.5% |
22% |
False |
False |
|
| 10 |
2,080.33 |
1,993.26 |
87.07 |
4.3% |
30.52 |
1.5% |
32% |
False |
False |
|
| 20 |
2,104.27 |
1,993.26 |
111.01 |
5.5% |
26.45 |
1.3% |
25% |
False |
False |
|
| 40 |
2,116.48 |
1,993.26 |
123.22 |
6.1% |
22.84 |
1.1% |
23% |
False |
False |
|
| 60 |
2,116.48 |
1,871.91 |
244.57 |
12.1% |
23.60 |
1.2% |
61% |
False |
False |
|
| 80 |
2,116.48 |
1,871.91 |
244.57 |
12.1% |
25.38 |
1.3% |
61% |
False |
False |
|
| 100 |
2,116.48 |
1,867.01 |
249.47 |
12.3% |
26.82 |
1.3% |
62% |
False |
False |
|
| 120 |
2,132.82 |
1,867.01 |
265.81 |
13.2% |
25.42 |
1.3% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.02 |
|
2.618 |
2,067.33 |
|
1.618 |
2,050.36 |
|
1.000 |
2,039.87 |
|
0.618 |
2,033.39 |
|
HIGH |
2,022.90 |
|
0.618 |
2,016.42 |
|
0.500 |
2,014.42 |
|
0.382 |
2,012.41 |
|
LOW |
2,005.93 |
|
0.618 |
1,995.44 |
|
1.000 |
1,988.96 |
|
1.618 |
1,978.47 |
|
2.618 |
1,961.50 |
|
4.250 |
1,933.81 |
|
|