| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,064.8 |
1,072.6 |
7.8 |
0.7% |
1,084.9 |
| High |
1,078.7 |
1,072.6 |
-6.1 |
-0.6% |
1,086.5 |
| Low |
1,064.3 |
1,050.5 |
-13.8 |
-1.3% |
1,064.4 |
| Close |
1,078.0 |
1,050.8 |
-27.2 |
-2.5% |
1,076.9 |
| Range |
14.4 |
22.1 |
7.7 |
53.5% |
22.1 |
| ATR |
14.9 |
15.8 |
0.9 |
6.0% |
0.0 |
| Volume |
81 |
56 |
-25 |
-30.9% |
1,984 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,124.3 |
1,109.6 |
1,063.0 |
|
| R3 |
1,102.2 |
1,087.5 |
1,056.9 |
|
| R2 |
1,080.1 |
1,080.1 |
1,054.9 |
|
| R1 |
1,065.4 |
1,065.4 |
1,052.8 |
1,061.7 |
| PP |
1,058.0 |
1,058.0 |
1,058.0 |
1,056.1 |
| S1 |
1,043.3 |
1,043.3 |
1,048.8 |
1,039.6 |
| S2 |
1,035.9 |
1,035.9 |
1,046.7 |
|
| S3 |
1,013.8 |
1,021.2 |
1,044.7 |
|
| S4 |
991.7 |
999.1 |
1,038.6 |
|
|
| 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 |
1,050.5 |
28.9 |
2.8% |
14.5 |
1.4% |
1% |
False |
True |
255 |
| 10 |
1,088.8 |
1,050.5 |
38.3 |
3.6% |
15.1 |
1.4% |
1% |
False |
True |
373 |
| 20 |
1,088.8 |
1,046.2 |
42.6 |
4.1% |
15.3 |
1.5% |
11% |
False |
False |
44,306 |
| 40 |
1,183.1 |
1,046.2 |
136.9 |
13.0% |
15.1 |
1.4% |
3% |
False |
False |
96,180 |
| 60 |
1,191.7 |
1,046.2 |
145.5 |
13.8% |
15.7 |
1.5% |
3% |
False |
False |
110,184 |
| 80 |
1,191.7 |
1,046.2 |
145.5 |
13.8% |
15.5 |
1.5% |
3% |
False |
False |
113,934 |
| 100 |
1,191.7 |
1,046.2 |
145.5 |
13.8% |
15.7 |
1.5% |
3% |
False |
False |
121,545 |
| 120 |
1,191.7 |
1,046.2 |
145.5 |
13.8% |
15.7 |
1.5% |
3% |
False |
False |
105,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,166.5 |
|
2.618 |
1,130.5 |
|
1.618 |
1,108.4 |
|
1.000 |
1,094.7 |
|
0.618 |
1,086.3 |
|
HIGH |
1,072.6 |
|
0.618 |
1,064.2 |
|
0.500 |
1,061.6 |
|
0.382 |
1,058.9 |
|
LOW |
1,050.5 |
|
0.618 |
1,036.8 |
|
1.000 |
1,028.4 |
|
1.618 |
1,014.7 |
|
2.618 |
992.6 |
|
4.250 |
956.6 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,061.6 |
1,064.6 |
| PP |
1,058.0 |
1,060.0 |
| S1 |
1,054.4 |
1,055.4 |
|