| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2,069.75 |
2,033.25 |
-36.50 |
-1.8% |
2,008.00 |
| High |
2,082.25 |
2,040.25 |
-42.00 |
-2.0% |
2,082.25 |
| Low |
2,032.50 |
2,022.00 |
-10.50 |
-0.5% |
1,992.25 |
| Close |
2,034.25 |
2,029.72 |
-4.53 |
-0.2% |
2,029.72 |
| Range |
49.75 |
18.25 |
-31.50 |
-63.3% |
90.00 |
| ATR |
33.13 |
32.06 |
-1.06 |
-3.2% |
0.00 |
| Volume |
404,881 |
63,211 |
-341,670 |
-84.4% |
3,353,031 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.50 |
2,075.75 |
2,039.75 |
|
| R3 |
2,067.25 |
2,057.50 |
2,034.75 |
|
| R2 |
2,049.00 |
2,049.00 |
2,033.00 |
|
| R1 |
2,039.25 |
2,039.25 |
2,031.50 |
2,035.00 |
| PP |
2,030.75 |
2,030.75 |
2,030.75 |
2,028.50 |
| S1 |
2,021.00 |
2,021.00 |
2,028.00 |
2,016.75 |
| S2 |
2,012.50 |
2,012.50 |
2,026.25 |
|
| S3 |
1,994.25 |
2,002.75 |
2,024.75 |
|
| S4 |
1,976.00 |
1,984.50 |
2,019.75 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.75 |
2,257.25 |
2,079.25 |
|
| R3 |
2,214.75 |
2,167.25 |
2,054.50 |
|
| R2 |
2,124.75 |
2,124.75 |
2,046.25 |
|
| R1 |
2,077.25 |
2,077.25 |
2,038.00 |
2,101.00 |
| PP |
2,034.75 |
2,034.75 |
2,034.75 |
2,046.50 |
| S1 |
1,987.25 |
1,987.25 |
2,021.50 |
2,011.00 |
| S2 |
1,944.75 |
1,944.75 |
2,013.25 |
|
| S3 |
1,854.75 |
1,897.25 |
2,005.00 |
|
| S4 |
1,764.75 |
1,807.25 |
1,980.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,082.25 |
1,992.25 |
90.00 |
4.4% |
35.25 |
1.7% |
42% |
False |
False |
670,606 |
| 10 |
2,095.50 |
1,992.25 |
103.25 |
5.1% |
35.75 |
1.8% |
36% |
False |
False |
1,314,022 |
| 20 |
2,105.00 |
1,992.25 |
112.75 |
5.6% |
30.50 |
1.5% |
33% |
False |
False |
1,391,476 |
| 40 |
2,110.25 |
1,992.25 |
118.00 |
5.8% |
27.75 |
1.4% |
32% |
False |
False |
1,483,723 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.3% |
29.00 |
1.4% |
68% |
False |
False |
1,582,757 |
| 80 |
2,110.25 |
1,861.00 |
249.25 |
12.3% |
31.50 |
1.6% |
68% |
False |
False |
1,440,460 |
| 100 |
2,110.25 |
1,823.00 |
287.25 |
14.2% |
33.00 |
1.6% |
72% |
False |
False |
1,154,352 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
31.25 |
1.5% |
70% |
False |
False |
962,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.75 |
|
2.618 |
2,088.00 |
|
1.618 |
2,069.75 |
|
1.000 |
2,058.50 |
|
0.618 |
2,051.50 |
|
HIGH |
2,040.25 |
|
0.618 |
2,033.25 |
|
0.500 |
2,031.00 |
|
0.382 |
2,029.00 |
|
LOW |
2,022.00 |
|
0.618 |
2,010.75 |
|
1.000 |
2,003.75 |
|
1.618 |
1,992.50 |
|
2.618 |
1,974.25 |
|
4.250 |
1,944.50 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.00 |
2,052.00 |
| PP |
2,030.75 |
2,044.75 |
| S1 |
2,030.25 |
2,037.25 |
|