| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
4,626.32 |
4,610.41 |
-15.91 |
-0.3% |
4,547.92 |
| High |
4,635.59 |
4,621.68 |
-13.91 |
-0.3% |
4,635.59 |
| Low |
4,620.80 |
4,580.13 |
-40.67 |
-0.9% |
4,519.82 |
| Close |
4,622.77 |
4,621.35 |
-1.42 |
0.0% |
4,622.77 |
| Range |
14.79 |
41.55 |
26.76 |
180.9% |
115.77 |
| ATR |
61.77 |
60.41 |
-1.37 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,732.37 |
4,718.41 |
4,644.20 |
|
| R3 |
4,690.82 |
4,676.86 |
4,632.78 |
|
| R2 |
4,649.27 |
4,649.27 |
4,628.97 |
|
| R1 |
4,635.31 |
4,635.31 |
4,625.16 |
4,642.29 |
| PP |
4,607.72 |
4,607.72 |
4,607.72 |
4,611.21 |
| S1 |
4,593.76 |
4,593.76 |
4,617.54 |
4,600.74 |
| S2 |
4,566.17 |
4,566.17 |
4,613.73 |
|
| S3 |
4,524.62 |
4,552.21 |
4,609.92 |
|
| S4 |
4,483.07 |
4,510.66 |
4,598.50 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,940.04 |
4,897.17 |
4,686.44 |
|
| R3 |
4,824.27 |
4,781.40 |
4,654.61 |
|
| R2 |
4,708.50 |
4,708.50 |
4,643.99 |
|
| R1 |
4,665.63 |
4,665.63 |
4,633.38 |
4,687.07 |
| PP |
4,592.73 |
4,592.73 |
4,592.73 |
4,603.44 |
| S1 |
4,549.86 |
4,549.86 |
4,612.16 |
4,571.30 |
| S2 |
4,476.96 |
4,476.96 |
4,601.55 |
|
| S3 |
4,361.19 |
4,434.09 |
4,590.93 |
|
| S4 |
4,245.42 |
4,318.32 |
4,559.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,635.59 |
4,519.82 |
115.77 |
2.5% |
30.71 |
0.7% |
88% |
False |
False |
|
| 10 |
4,681.13 |
4,478.25 |
202.88 |
4.4% |
54.53 |
1.2% |
71% |
False |
False |
|
| 20 |
4,739.75 |
4,478.25 |
261.50 |
5.7% |
62.67 |
1.4% |
55% |
False |
False |
|
| 40 |
4,739.75 |
4,478.25 |
261.50 |
5.7% |
54.94 |
1.2% |
55% |
False |
False |
|
| 60 |
4,739.75 |
4,124.55 |
615.20 |
13.3% |
54.18 |
1.2% |
81% |
False |
False |
|
| 80 |
4,739.75 |
4,053.12 |
686.63 |
14.9% |
58.36 |
1.3% |
83% |
False |
False |
|
| 100 |
4,739.75 |
3,787.23 |
952.52 |
20.6% |
66.99 |
1.4% |
88% |
False |
False |
|
| 120 |
4,739.75 |
3,787.23 |
952.52 |
20.6% |
63.19 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,798.27 |
|
2.618 |
4,730.46 |
|
1.618 |
4,688.91 |
|
1.000 |
4,663.23 |
|
0.618 |
4,647.36 |
|
HIGH |
4,621.68 |
|
0.618 |
4,605.81 |
|
0.500 |
4,600.91 |
|
0.382 |
4,596.00 |
|
LOW |
4,580.13 |
|
0.618 |
4,554.45 |
|
1.000 |
4,538.58 |
|
1.618 |
4,512.90 |
|
2.618 |
4,471.35 |
|
4.250 |
4,403.54 |
|
|