| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,065.25 |
2,049.25 |
-16.00 |
-0.8% |
1,989.25 |
| High |
2,068.00 |
2,051.25 |
-16.75 |
-0.8% |
2,053.00 |
| Low |
2,047.25 |
2,023.75 |
-23.50 |
-1.1% |
1,988.75 |
| Close |
2,048.00 |
2,028.50 |
-19.50 |
-1.0% |
2,044.50 |
| Range |
20.75 |
27.50 |
6.75 |
32.5% |
64.25 |
| ATR |
28.51 |
28.44 |
-0.07 |
-0.3% |
0.00 |
| Volume |
706 |
1,795 |
1,089 |
154.2% |
4,180 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.00 |
2,100.25 |
2,043.50 |
|
| R3 |
2,089.50 |
2,072.75 |
2,036.00 |
|
| R2 |
2,062.00 |
2,062.00 |
2,033.50 |
|
| R1 |
2,045.25 |
2,045.25 |
2,031.00 |
2,040.00 |
| PP |
2,034.50 |
2,034.50 |
2,034.50 |
2,031.75 |
| S1 |
2,017.75 |
2,017.75 |
2,026.00 |
2,012.50 |
| S2 |
2,007.00 |
2,007.00 |
2,023.50 |
|
| S3 |
1,979.50 |
1,990.25 |
2,021.00 |
|
| S4 |
1,952.00 |
1,962.75 |
2,013.50 |
|
|
| 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 |
2,023.75 |
44.25 |
2.2% |
21.00 |
1.0% |
11% |
False |
True |
1,443 |
| 10 |
2,068.00 |
1,984.50 |
83.50 |
4.1% |
27.00 |
1.3% |
53% |
False |
False |
1,458 |
| 20 |
2,081.25 |
1,976.75 |
104.50 |
5.2% |
32.50 |
1.6% |
50% |
False |
False |
968 |
| 40 |
2,095.50 |
1,976.75 |
118.75 |
5.9% |
27.75 |
1.4% |
44% |
False |
False |
596 |
| 60 |
2,095.75 |
1,945.25 |
150.50 |
7.4% |
25.75 |
1.3% |
55% |
False |
False |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.00 |
|
2.618 |
2,123.25 |
|
1.618 |
2,095.75 |
|
1.000 |
2,078.75 |
|
0.618 |
2,068.25 |
|
HIGH |
2,051.25 |
|
0.618 |
2,040.75 |
|
0.500 |
2,037.50 |
|
0.382 |
2,034.25 |
|
LOW |
2,023.75 |
|
0.618 |
2,006.75 |
|
1.000 |
1,996.25 |
|
1.618 |
1,979.25 |
|
2.618 |
1,951.75 |
|
4.250 |
1,907.00 |
|
|