| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,046.00 |
2,045.25 |
-0.75 |
0.0% |
1,989.25 |
| High |
2,053.00 |
2,047.75 |
-5.25 |
-0.3% |
2,053.00 |
| Low |
2,042.50 |
2,028.75 |
-13.75 |
-0.7% |
1,988.75 |
| Close |
2,044.50 |
2,042.25 |
-2.25 |
-0.1% |
2,044.50 |
| Range |
10.50 |
19.00 |
8.50 |
81.0% |
64.25 |
| ATR |
30.08 |
29.29 |
-0.79 |
-2.6% |
0.00 |
| Volume |
691 |
1,071 |
380 |
55.0% |
4,180 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.50 |
2,088.50 |
2,052.75 |
|
| R3 |
2,077.50 |
2,069.50 |
2,047.50 |
|
| R2 |
2,058.50 |
2,058.50 |
2,045.75 |
|
| R1 |
2,050.50 |
2,050.50 |
2,044.00 |
2,045.00 |
| PP |
2,039.50 |
2,039.50 |
2,039.50 |
2,037.00 |
| S1 |
2,031.50 |
2,031.50 |
2,040.50 |
2,026.00 |
| S2 |
2,020.50 |
2,020.50 |
2,038.75 |
|
| S3 |
2,001.50 |
2,012.50 |
2,037.00 |
|
| S4 |
1,982.50 |
1,993.50 |
2,031.75 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.50 |
2,197.25 |
2,079.75 |
|
| R3 |
2,157.25 |
2,133.00 |
2,062.25 |
|
| R2 |
2,093.00 |
2,093.00 |
2,056.25 |
|
| R1 |
2,068.75 |
2,068.75 |
2,050.50 |
2,081.00 |
| PP |
2,028.75 |
2,028.75 |
2,028.75 |
2,034.75 |
| S1 |
2,004.50 |
2,004.50 |
2,038.50 |
2,016.50 |
| S2 |
1,964.50 |
1,964.50 |
2,032.75 |
|
| S3 |
1,900.25 |
1,940.25 |
2,026.75 |
|
| S4 |
1,836.00 |
1,876.00 |
2,009.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,053.00 |
1,988.75 |
64.25 |
3.1% |
21.75 |
1.1% |
83% |
False |
False |
1,050 |
| 10 |
2,065.75 |
1,976.75 |
89.00 |
4.4% |
30.00 |
1.5% |
74% |
False |
False |
1,084 |
| 20 |
2,090.50 |
1,976.75 |
113.75 |
5.6% |
32.00 |
1.6% |
58% |
False |
False |
712 |
| 40 |
2,095.75 |
1,976.75 |
119.00 |
5.8% |
28.00 |
1.4% |
55% |
False |
False |
516 |
| 60 |
2,095.75 |
1,867.50 |
228.25 |
11.2% |
26.50 |
1.3% |
77% |
False |
False |
429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,128.50 |
|
2.618 |
2,097.50 |
|
1.618 |
2,078.50 |
|
1.000 |
2,066.75 |
|
0.618 |
2,059.50 |
|
HIGH |
2,047.75 |
|
0.618 |
2,040.50 |
|
0.500 |
2,038.25 |
|
0.382 |
2,036.00 |
|
LOW |
2,028.75 |
|
0.618 |
2,017.00 |
|
1.000 |
2,009.75 |
|
1.618 |
1,998.00 |
|
2.618 |
1,979.00 |
|
4.250 |
1,948.00 |
|
|