| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
204.86 |
206.51 |
1.65 |
0.8% |
201.41 |
| High |
205.26 |
207.79 |
2.53 |
1.2% |
206.33 |
| Low |
203.94 |
206.47 |
2.53 |
1.2% |
200.09 |
| Close |
205.21 |
207.40 |
2.19 |
1.1% |
205.68 |
| Range |
1.32 |
1.32 |
0.00 |
0.0% |
6.24 |
| ATR |
2.64 |
2.64 |
0.00 |
-0.2% |
0.00 |
| Volume |
65,899,898 |
92,640,602 |
26,740,704 |
40.6% |
369,649,899 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
211.18 |
210.61 |
208.13 |
|
| R3 |
209.86 |
209.29 |
207.76 |
|
| R2 |
208.54 |
208.54 |
207.64 |
|
| R1 |
207.97 |
207.97 |
207.52 |
208.26 |
| PP |
207.22 |
207.22 |
207.22 |
207.36 |
| S1 |
206.65 |
206.65 |
207.28 |
206.94 |
| S2 |
205.90 |
205.90 |
207.16 |
|
| S3 |
204.58 |
205.33 |
207.04 |
|
| S4 |
203.26 |
204.01 |
206.67 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
222.75 |
220.46 |
209.11 |
|
| R3 |
216.51 |
214.22 |
207.40 |
|
| R2 |
210.27 |
210.27 |
206.82 |
|
| R1 |
207.98 |
207.98 |
206.25 |
209.13 |
| PP |
204.03 |
204.03 |
204.03 |
204.61 |
| S1 |
201.74 |
201.74 |
205.11 |
202.89 |
| S2 |
197.79 |
197.79 |
204.54 |
|
| S3 |
191.55 |
195.50 |
203.96 |
|
| S4 |
185.31 |
189.26 |
202.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
207.79 |
201.55 |
6.24 |
3.0% |
1.47 |
0.7% |
94% |
True |
False |
85,819,218 |
| 10 |
208.48 |
199.83 |
8.65 |
4.2% |
2.27 |
1.1% |
88% |
False |
False |
130,376,250 |
| 20 |
211.00 |
199.83 |
11.17 |
5.4% |
2.66 |
1.3% |
68% |
False |
False |
137,334,480 |
| 40 |
211.66 |
199.83 |
11.83 |
5.7% |
2.26 |
1.1% |
64% |
False |
False |
116,778,667 |
| 60 |
211.66 |
196.33 |
15.33 |
7.4% |
2.13 |
1.0% |
72% |
False |
False |
114,435,283 |
| 80 |
211.66 |
186.93 |
24.73 |
11.9% |
2.34 |
1.1% |
83% |
False |
False |
123,991,910 |
| 100 |
211.66 |
182.40 |
29.26 |
14.1% |
2.64 |
1.3% |
85% |
False |
False |
138,250,309 |
| 120 |
213.18 |
182.40 |
30.78 |
14.8% |
2.47 |
1.2% |
81% |
False |
False |
131,959,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
213.40 |
|
2.618 |
211.25 |
|
1.618 |
209.93 |
|
1.000 |
209.11 |
|
0.618 |
208.61 |
|
HIGH |
207.79 |
|
0.618 |
207.29 |
|
0.500 |
207.13 |
|
0.382 |
206.97 |
|
LOW |
206.47 |
|
0.618 |
205.65 |
|
1.000 |
205.15 |
|
1.618 |
204.33 |
|
2.618 |
203.01 |
|
4.250 |
200.86 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
207.31 |
206.89 |
| PP |
207.22 |
206.38 |
| S1 |
207.13 |
205.87 |
|