| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
4,547.92 |
4,580.61 |
32.69 |
0.7% |
4,535.56 |
| High |
4,560.71 |
4,596.08 |
35.37 |
0.8% |
4,681.13 |
| Low |
4,519.82 |
4,560.54 |
40.72 |
0.9% |
4,478.25 |
| Close |
4,560.55 |
4,589.26 |
28.71 |
0.6% |
4,514.83 |
| Range |
40.89 |
35.54 |
-5.35 |
-13.1% |
202.88 |
| ATR |
70.04 |
67.58 |
-2.46 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,688.58 |
4,674.46 |
4,608.81 |
|
| R3 |
4,653.04 |
4,638.92 |
4,599.03 |
|
| R2 |
4,617.50 |
4,617.50 |
4,595.78 |
|
| R1 |
4,603.38 |
4,603.38 |
4,592.52 |
4,610.44 |
| PP |
4,581.96 |
4,581.96 |
4,581.96 |
4,585.49 |
| S1 |
4,567.84 |
4,567.84 |
4,586.00 |
4,574.90 |
| S2 |
4,546.42 |
4,546.42 |
4,582.74 |
|
| S3 |
4,510.88 |
4,532.30 |
4,579.49 |
|
| S4 |
4,475.34 |
4,496.76 |
4,569.71 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,166.71 |
5,043.65 |
4,626.41 |
|
| R3 |
4,963.83 |
4,840.77 |
4,570.62 |
|
| R2 |
4,760.95 |
4,760.95 |
4,552.02 |
|
| R1 |
4,637.89 |
4,637.89 |
4,533.43 |
4,597.98 |
| PP |
4,558.07 |
4,558.07 |
4,558.07 |
4,538.12 |
| S1 |
4,435.01 |
4,435.01 |
4,496.23 |
4,395.10 |
| S2 |
4,355.19 |
4,355.19 |
4,477.64 |
|
| S3 |
4,152.31 |
4,232.13 |
4,459.04 |
|
| S4 |
3,949.43 |
4,029.25 |
4,403.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,681.13 |
4,513.23 |
167.90 |
3.7% |
66.15 |
1.4% |
45% |
False |
False |
|
| 10 |
4,698.25 |
4,478.25 |
220.00 |
4.8% |
69.23 |
1.5% |
50% |
False |
False |
|
| 20 |
4,739.75 |
4,478.25 |
261.50 |
5.7% |
63.88 |
1.4% |
42% |
False |
False |
|
| 40 |
4,739.75 |
4,478.25 |
261.50 |
5.7% |
56.07 |
1.2% |
42% |
False |
False |
|
| 60 |
4,739.75 |
4,053.12 |
686.63 |
15.0% |
56.63 |
1.2% |
78% |
False |
False |
|
| 80 |
4,739.75 |
4,053.12 |
686.63 |
15.0% |
60.65 |
1.3% |
78% |
False |
False |
|
| 100 |
4,739.75 |
3,787.23 |
952.52 |
20.8% |
67.57 |
1.5% |
84% |
False |
False |
|
| 120 |
4,739.75 |
3,787.23 |
952.52 |
20.8% |
64.19 |
1.4% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,747.13 |
|
2.618 |
4,689.12 |
|
1.618 |
4,653.58 |
|
1.000 |
4,631.62 |
|
0.618 |
4,618.04 |
|
HIGH |
4,596.08 |
|
0.618 |
4,582.50 |
|
0.500 |
4,578.31 |
|
0.382 |
4,574.12 |
|
LOW |
4,560.54 |
|
0.618 |
4,538.58 |
|
1.000 |
4,525.00 |
|
1.618 |
4,503.04 |
|
2.618 |
4,467.50 |
|
4.250 |
4,409.50 |
|
|