| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
206.51 |
207.11 |
0.60 |
0.3% |
201.41 |
| High |
207.79 |
207.21 |
-0.58 |
-0.3% |
206.33 |
| Low |
206.47 |
205.76 |
-0.71 |
-0.3% |
200.09 |
| Close |
207.40 |
205.93 |
-1.47 |
-0.7% |
205.68 |
| Range |
1.32 |
1.45 |
0.13 |
9.8% |
6.24 |
| ATR |
2.64 |
2.57 |
-0.07 |
-2.7% |
0.00 |
| Volume |
92,640,602 |
63,317,602 |
-29,323,000 |
-31.7% |
369,649,899 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
210.65 |
209.74 |
206.73 |
|
| R3 |
209.20 |
208.29 |
206.33 |
|
| R2 |
207.75 |
207.75 |
206.20 |
|
| R1 |
206.84 |
206.84 |
206.06 |
206.57 |
| PP |
206.30 |
206.30 |
206.30 |
206.17 |
| S1 |
205.39 |
205.39 |
205.80 |
205.12 |
| S2 |
204.85 |
204.85 |
205.66 |
|
| S3 |
203.40 |
203.94 |
205.53 |
|
| S4 |
201.95 |
202.49 |
205.13 |
|
|
| 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 |
203.94 |
3.85 |
1.9% |
1.30 |
0.6% |
52% |
False |
False |
76,277,500 |
| 10 |
208.48 |
199.83 |
8.65 |
4.2% |
2.09 |
1.0% |
71% |
False |
False |
121,301,061 |
| 20 |
211.00 |
199.83 |
11.17 |
5.4% |
2.65 |
1.3% |
55% |
False |
False |
135,607,440 |
| 40 |
211.66 |
199.83 |
11.83 |
5.7% |
2.23 |
1.1% |
52% |
False |
False |
116,204,837 |
| 60 |
211.66 |
197.00 |
14.66 |
7.1% |
2.12 |
1.0% |
61% |
False |
False |
113,385,230 |
| 80 |
211.66 |
186.93 |
24.73 |
12.0% |
2.33 |
1.1% |
77% |
False |
False |
122,194,869 |
| 100 |
211.66 |
182.40 |
29.26 |
14.2% |
2.64 |
1.3% |
80% |
False |
False |
137,704,906 |
| 120 |
213.18 |
182.40 |
30.78 |
14.9% |
2.45 |
1.2% |
76% |
False |
False |
131,408,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
213.37 |
|
2.618 |
211.01 |
|
1.618 |
209.56 |
|
1.000 |
208.66 |
|
0.618 |
208.11 |
|
HIGH |
207.21 |
|
0.618 |
206.66 |
|
0.500 |
206.49 |
|
0.382 |
206.31 |
|
LOW |
205.76 |
|
0.618 |
204.86 |
|
1.000 |
204.31 |
|
1.618 |
203.41 |
|
2.618 |
201.96 |
|
4.250 |
199.60 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
206.49 |
205.91 |
| PP |
206.30 |
205.89 |
| S1 |
206.12 |
205.87 |
|