| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
4,674.80 |
4,627.77 |
-47.03 |
-1.0% |
4,692.57 |
| High |
4,698.25 |
4,674.00 |
-24.25 |
-0.5% |
4,739.75 |
| Low |
4,595.01 |
4,619.97 |
24.96 |
0.5% |
4,579.91 |
| Close |
4,622.14 |
4,643.05 |
20.91 |
0.5% |
4,716.12 |
| Range |
103.24 |
54.03 |
-49.21 |
-47.7% |
159.84 |
| ATR |
64.01 |
63.29 |
-0.71 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,807.76 |
4,779.44 |
4,672.77 |
|
| R3 |
4,753.73 |
4,725.41 |
4,657.91 |
|
| R2 |
4,699.70 |
4,699.70 |
4,652.96 |
|
| R1 |
4,671.38 |
4,671.38 |
4,648.00 |
4,685.54 |
| PP |
4,645.67 |
4,645.67 |
4,645.67 |
4,652.76 |
| S1 |
4,617.35 |
4,617.35 |
4,638.10 |
4,631.51 |
| S2 |
4,591.64 |
4,591.64 |
4,633.14 |
|
| S3 |
4,537.61 |
4,563.32 |
4,628.19 |
|
| S4 |
4,483.58 |
4,509.29 |
4,613.33 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,158.11 |
5,096.96 |
4,804.03 |
|
| R3 |
4,998.27 |
4,937.12 |
4,760.08 |
|
| R2 |
4,838.43 |
4,838.43 |
4,745.42 |
|
| R1 |
4,777.28 |
4,777.28 |
4,730.77 |
4,807.86 |
| PP |
4,678.59 |
4,678.59 |
4,678.59 |
4,693.88 |
| S1 |
4,617.44 |
4,617.44 |
4,701.47 |
4,648.02 |
| S2 |
4,518.75 |
4,518.75 |
4,686.82 |
|
| S3 |
4,358.91 |
4,457.60 |
4,672.16 |
|
| S4 |
4,199.07 |
4,297.76 |
4,628.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,722.39 |
4,595.01 |
127.38 |
2.7% |
76.27 |
1.6% |
38% |
False |
False |
|
| 10 |
4,739.75 |
4,579.91 |
159.84 |
3.4% |
66.48 |
1.4% |
40% |
False |
False |
|
| 20 |
4,739.75 |
4,486.09 |
253.66 |
5.5% |
58.39 |
1.3% |
62% |
False |
False |
|
| 40 |
4,739.75 |
4,357.22 |
382.53 |
8.2% |
52.12 |
1.1% |
75% |
False |
False |
|
| 60 |
4,739.75 |
4,053.12 |
686.63 |
14.8% |
57.82 |
1.2% |
86% |
False |
False |
|
| 80 |
4,739.75 |
3,787.23 |
952.52 |
20.5% |
69.58 |
1.5% |
90% |
False |
False |
|
| 100 |
4,739.75 |
3,787.23 |
952.52 |
20.5% |
66.25 |
1.4% |
90% |
False |
False |
|
| 120 |
4,739.75 |
3,787.23 |
952.52 |
20.5% |
62.55 |
1.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,903.63 |
|
2.618 |
4,815.45 |
|
1.618 |
4,761.42 |
|
1.000 |
4,728.03 |
|
0.618 |
4,707.39 |
|
HIGH |
4,674.00 |
|
0.618 |
4,653.36 |
|
0.500 |
4,646.99 |
|
0.382 |
4,640.61 |
|
LOW |
4,619.97 |
|
0.618 |
4,586.58 |
|
1.000 |
4,565.94 |
|
1.618 |
4,532.55 |
|
2.618 |
4,478.52 |
|
4.250 |
4,390.34 |
|
|