| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
4,627.77 |
4,583.08 |
-44.69 |
-1.0% |
4,718.55 |
| High |
4,674.00 |
4,600.91 |
-73.09 |
-1.6% |
4,720.82 |
| Low |
4,619.97 |
4,534.05 |
-85.92 |
-1.9% |
4,534.05 |
| Close |
4,643.05 |
4,537.56 |
-105.49 |
-2.3% |
4,537.56 |
| Range |
54.03 |
66.86 |
12.83 |
23.7% |
186.77 |
| ATR |
63.29 |
66.56 |
3.26 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,758.09 |
4,714.68 |
4,574.33 |
|
| R3 |
4,691.23 |
4,647.82 |
4,555.95 |
|
| R2 |
4,624.37 |
4,624.37 |
4,549.82 |
|
| R1 |
4,580.96 |
4,580.96 |
4,543.69 |
4,569.24 |
| PP |
4,557.51 |
4,557.51 |
4,557.51 |
4,551.64 |
| S1 |
4,514.10 |
4,514.10 |
4,531.43 |
4,502.38 |
| S2 |
4,490.65 |
4,490.65 |
4,525.30 |
|
| S3 |
4,423.79 |
4,447.24 |
4,519.17 |
|
| S4 |
4,356.93 |
4,380.38 |
4,500.79 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,157.79 |
5,034.44 |
4,640.28 |
|
| R3 |
4,971.02 |
4,847.67 |
4,588.92 |
|
| R2 |
4,784.25 |
4,784.25 |
4,571.80 |
|
| R1 |
4,660.90 |
4,660.90 |
4,554.68 |
4,629.19 |
| PP |
4,597.48 |
4,597.48 |
4,597.48 |
4,581.62 |
| S1 |
4,474.13 |
4,474.13 |
4,520.44 |
4,442.42 |
| S2 |
4,410.71 |
4,410.71 |
4,503.32 |
|
| S3 |
4,223.94 |
4,287.36 |
4,486.20 |
|
| S4 |
4,037.17 |
4,100.59 |
4,434.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,720.82 |
4,534.05 |
186.77 |
4.1% |
67.58 |
1.5% |
2% |
False |
True |
|
| 10 |
4,739.75 |
4,534.05 |
205.70 |
4.5% |
70.80 |
1.6% |
2% |
False |
True |
|
| 20 |
4,739.75 |
4,486.09 |
253.66 |
5.6% |
59.17 |
1.3% |
20% |
False |
False |
|
| 40 |
4,739.75 |
4,405.88 |
333.87 |
7.4% |
52.26 |
1.2% |
39% |
False |
False |
|
| 60 |
4,739.75 |
4,053.12 |
686.63 |
15.1% |
57.57 |
1.3% |
71% |
False |
False |
|
| 80 |
4,739.75 |
3,787.23 |
952.52 |
21.0% |
69.61 |
1.5% |
79% |
False |
False |
|
| 100 |
4,739.75 |
3,787.23 |
952.52 |
21.0% |
66.52 |
1.5% |
79% |
False |
False |
|
| 120 |
4,739.75 |
3,787.23 |
952.52 |
21.0% |
62.93 |
1.4% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,885.07 |
|
2.618 |
4,775.95 |
|
1.618 |
4,709.09 |
|
1.000 |
4,667.77 |
|
0.618 |
4,642.23 |
|
HIGH |
4,600.91 |
|
0.618 |
4,575.37 |
|
0.500 |
4,567.48 |
|
0.382 |
4,559.59 |
|
LOW |
4,534.05 |
|
0.618 |
4,492.73 |
|
1.000 |
4,467.19 |
|
1.618 |
4,425.87 |
|
2.618 |
4,359.01 |
|
4.250 |
4,249.90 |
|
|