| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,042.75 |
2,065.25 |
22.50 |
1.1% |
1,989.25 |
| High |
2,067.75 |
2,068.00 |
0.25 |
0.0% |
2,053.00 |
| Low |
2,041.00 |
2,047.25 |
6.25 |
0.3% |
1,988.75 |
| Close |
2,066.25 |
2,048.00 |
-18.25 |
-0.9% |
2,044.50 |
| Range |
26.75 |
20.75 |
-6.00 |
-22.4% |
64.25 |
| ATR |
29.11 |
28.51 |
-0.60 |
-2.1% |
0.00 |
| Volume |
2,955 |
706 |
-2,249 |
-76.1% |
4,180 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.75 |
2,103.00 |
2,059.50 |
|
| R3 |
2,096.00 |
2,082.25 |
2,053.75 |
|
| R2 |
2,075.25 |
2,075.25 |
2,051.75 |
|
| R1 |
2,061.50 |
2,061.50 |
2,050.00 |
2,058.00 |
| PP |
2,054.50 |
2,054.50 |
2,054.50 |
2,052.50 |
| S1 |
2,040.75 |
2,040.75 |
2,046.00 |
2,037.25 |
| S2 |
2,033.75 |
2,033.75 |
2,044.25 |
|
| S3 |
2,013.00 |
2,020.00 |
2,042.25 |
|
| S4 |
1,992.25 |
1,999.25 |
2,036.50 |
|
|
| 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 |
2,068.00 |
2,024.50 |
43.50 |
2.1% |
20.75 |
1.0% |
54% |
True |
False |
1,403 |
| 10 |
2,068.00 |
1,984.50 |
83.50 |
4.1% |
28.00 |
1.4% |
76% |
True |
False |
1,333 |
| 20 |
2,090.50 |
1,976.75 |
113.75 |
5.6% |
32.75 |
1.6% |
63% |
False |
False |
886 |
| 40 |
2,095.75 |
1,976.75 |
119.00 |
5.8% |
27.75 |
1.3% |
60% |
False |
False |
560 |
| 60 |
2,095.75 |
1,945.25 |
150.50 |
7.3% |
25.50 |
1.2% |
68% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.25 |
|
2.618 |
2,122.25 |
|
1.618 |
2,101.50 |
|
1.000 |
2,088.75 |
|
0.618 |
2,080.75 |
|
HIGH |
2,068.00 |
|
0.618 |
2,060.00 |
|
0.500 |
2,057.50 |
|
0.382 |
2,055.25 |
|
LOW |
2,047.25 |
|
0.618 |
2,034.50 |
|
1.000 |
2,026.50 |
|
1.618 |
2,013.75 |
|
2.618 |
1,993.00 |
|
4.250 |
1,959.00 |
|
|