| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,064.6 |
1,064.8 |
0.2 |
0.0% |
1,084.9 |
| High |
1,066.2 |
1,078.7 |
12.5 |
1.2% |
1,086.5 |
| Low |
1,061.8 |
1,064.3 |
2.5 |
0.2% |
1,064.4 |
| Close |
1,062.9 |
1,078.0 |
15.1 |
1.4% |
1,076.9 |
| Range |
4.4 |
14.4 |
10.0 |
227.3% |
22.1 |
| ATR |
14.8 |
14.9 |
0.1 |
0.5% |
0.0 |
| Volume |
220 |
81 |
-139 |
-63.2% |
1,984 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,116.9 |
1,111.8 |
1,085.9 |
|
| R3 |
1,102.5 |
1,097.4 |
1,082.0 |
|
| R2 |
1,088.1 |
1,088.1 |
1,080.6 |
|
| R1 |
1,083.0 |
1,083.0 |
1,079.3 |
1,085.6 |
| PP |
1,073.7 |
1,073.7 |
1,073.7 |
1,074.9 |
| S1 |
1,068.6 |
1,068.6 |
1,076.7 |
1,071.2 |
| S2 |
1,059.3 |
1,059.3 |
1,075.4 |
|
| S3 |
1,044.9 |
1,054.2 |
1,074.0 |
|
| S4 |
1,030.5 |
1,039.8 |
1,070.1 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,142.2 |
1,131.7 |
1,089.1 |
|
| R3 |
1,120.1 |
1,109.6 |
1,083.0 |
|
| R2 |
1,098.0 |
1,098.0 |
1,081.0 |
|
| R1 |
1,087.5 |
1,087.5 |
1,078.9 |
1,081.7 |
| PP |
1,075.9 |
1,075.9 |
1,075.9 |
1,073.1 |
| S1 |
1,065.4 |
1,065.4 |
1,074.9 |
1,059.6 |
| S2 |
1,053.8 |
1,053.8 |
1,072.8 |
|
| S3 |
1,031.7 |
1,043.3 |
1,070.8 |
|
| S4 |
1,009.6 |
1,021.2 |
1,064.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,079.4 |
1,060.0 |
19.4 |
1.8% |
11.0 |
1.0% |
93% |
False |
False |
289 |
| 10 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
14.7 |
1.4% |
75% |
False |
False |
484 |
| 20 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
14.9 |
1.4% |
75% |
False |
False |
52,035 |
| 40 |
1,183.1 |
1,046.2 |
136.9 |
12.7% |
15.0 |
1.4% |
23% |
False |
False |
99,230 |
| 60 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.5 |
1.4% |
22% |
False |
False |
111,786 |
| 80 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.5 |
1.4% |
22% |
False |
False |
116,429 |
| 100 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.6 |
1.4% |
22% |
False |
False |
122,326 |
| 120 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.6 |
1.5% |
22% |
False |
False |
105,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.9 |
|
2.618 |
1,116.4 |
|
1.618 |
1,102.0 |
|
1.000 |
1,093.1 |
|
0.618 |
1,087.6 |
|
HIGH |
1,078.7 |
|
0.618 |
1,073.2 |
|
0.500 |
1,071.5 |
|
0.382 |
1,069.8 |
|
LOW |
1,064.3 |
|
0.618 |
1,055.4 |
|
1.000 |
1,049.9 |
|
1.618 |
1,041.0 |
|
2.618 |
1,026.6 |
|
4.250 |
1,003.1 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.8 |
1,075.1 |
| PP |
1,073.7 |
1,072.2 |
| S1 |
1,071.5 |
1,069.4 |
|