| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,074.3 |
1,071.7 |
-2.6 |
-0.2% |
1,056.0 |
| High |
1,085.0 |
1,076.0 |
-9.0 |
-0.8% |
1,088.3 |
| Low |
1,068.7 |
1,068.8 |
0.1 |
0.0% |
1,045.4 |
| Close |
1,076.5 |
1,072.0 |
-4.5 |
-0.4% |
1,084.1 |
| Range |
16.3 |
7.2 |
-9.1 |
-55.8% |
42.9 |
| ATR |
16.6 |
16.0 |
-0.6 |
-3.8% |
0.0 |
| Volume |
140,705 |
99,734 |
-40,971 |
-29.1% |
741,427 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,093.9 |
1,090.1 |
1,076.0 |
|
| R3 |
1,086.7 |
1,082.9 |
1,074.0 |
|
| R2 |
1,079.5 |
1,079.5 |
1,073.3 |
|
| R1 |
1,075.7 |
1,075.7 |
1,072.7 |
1,077.6 |
| PP |
1,072.3 |
1,072.3 |
1,072.3 |
1,073.2 |
| S1 |
1,068.5 |
1,068.5 |
1,071.3 |
1,070.4 |
| S2 |
1,065.1 |
1,065.1 |
1,070.7 |
|
| S3 |
1,057.9 |
1,061.3 |
1,070.0 |
|
| S4 |
1,050.7 |
1,054.1 |
1,068.0 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.3 |
1,185.6 |
1,107.7 |
|
| R3 |
1,158.4 |
1,142.7 |
1,095.9 |
|
| R2 |
1,115.5 |
1,115.5 |
1,092.0 |
|
| R1 |
1,099.8 |
1,099.8 |
1,088.0 |
1,107.7 |
| PP |
1,072.6 |
1,072.6 |
1,072.6 |
1,076.5 |
| S1 |
1,056.9 |
1,056.9 |
1,080.2 |
1,064.8 |
| S2 |
1,029.7 |
1,029.7 |
1,076.2 |
|
| S3 |
986.8 |
1,014.0 |
1,072.3 |
|
| S4 |
943.9 |
971.1 |
1,060.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,088.3 |
1,057.2 |
31.1 |
2.9% |
17.5 |
1.6% |
48% |
False |
False |
137,384 |
| 10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.8 |
1.7% |
62% |
False |
False |
140,656 |
| 20 |
1,098.0 |
1,045.4 |
52.6 |
4.9% |
16.0 |
1.5% |
51% |
False |
False |
91,651 |
| 40 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.8 |
1.4% |
18% |
False |
False |
51,176 |
| 60 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
15.1 |
1.4% |
18% |
False |
False |
35,211 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
15.0 |
1.4% |
18% |
False |
False |
26,941 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.6 |
1.4% |
18% |
False |
False |
21,988 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
13.9 |
1.3% |
18% |
False |
False |
18,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,106.6 |
|
2.618 |
1,094.8 |
|
1.618 |
1,087.6 |
|
1.000 |
1,083.2 |
|
0.618 |
1,080.4 |
|
HIGH |
1,076.0 |
|
0.618 |
1,073.2 |
|
0.500 |
1,072.4 |
|
0.382 |
1,071.6 |
|
LOW |
1,068.8 |
|
0.618 |
1,064.4 |
|
1.000 |
1,061.6 |
|
1.618 |
1,057.2 |
|
2.618 |
1,050.0 |
|
4.250 |
1,038.2 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,072.4 |
1,075.9 |
| PP |
1,072.3 |
1,074.6 |
| S1 |
1,072.1 |
1,073.3 |
|