| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,071.7 |
1,071.4 |
-0.3 |
0.0% |
1,085.5 |
| High |
1,076.0 |
1,079.1 |
3.1 |
0.3% |
1,086.1 |
| Low |
1,068.8 |
1,061.7 |
-7.1 |
-0.7% |
1,061.7 |
| Close |
1,072.0 |
1,075.7 |
3.7 |
0.3% |
1,075.7 |
| Range |
7.2 |
17.4 |
10.2 |
141.7% |
24.4 |
| ATR |
16.0 |
16.1 |
0.1 |
0.6% |
0.0 |
| Volume |
99,734 |
152,623 |
52,889 |
53.0% |
630,650 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,124.4 |
1,117.4 |
1,085.3 |
|
| R3 |
1,107.0 |
1,100.0 |
1,080.5 |
|
| R2 |
1,089.6 |
1,089.6 |
1,078.9 |
|
| R1 |
1,082.6 |
1,082.6 |
1,077.3 |
1,086.1 |
| PP |
1,072.2 |
1,072.2 |
1,072.2 |
1,073.9 |
| S1 |
1,065.2 |
1,065.2 |
1,074.1 |
1,068.7 |
| S2 |
1,054.8 |
1,054.8 |
1,072.5 |
|
| S3 |
1,037.4 |
1,047.8 |
1,070.9 |
|
| S4 |
1,020.0 |
1,030.4 |
1,066.1 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.7 |
1,136.1 |
1,089.1 |
|
| R3 |
1,123.3 |
1,111.7 |
1,082.4 |
|
| R2 |
1,098.9 |
1,098.9 |
1,080.2 |
|
| R1 |
1,087.3 |
1,087.3 |
1,077.9 |
1,080.9 |
| PP |
1,074.5 |
1,074.5 |
1,074.5 |
1,071.3 |
| S1 |
1,062.9 |
1,062.9 |
1,073.5 |
1,056.5 |
| S2 |
1,050.1 |
1,050.1 |
1,071.2 |
|
| S3 |
1,025.7 |
1,038.5 |
1,069.0 |
|
| S4 |
1,001.3 |
1,014.1 |
1,062.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,086.1 |
1,061.7 |
24.4 |
2.3% |
14.7 |
1.4% |
57% |
False |
True |
126,130 |
| 10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.4 |
1.6% |
71% |
False |
False |
137,207 |
| 20 |
1,098.0 |
1,045.4 |
52.6 |
4.9% |
16.1 |
1.5% |
58% |
False |
False |
97,501 |
| 40 |
1,185.1 |
1,045.4 |
139.7 |
13.0% |
14.8 |
1.4% |
22% |
False |
False |
54,926 |
| 60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.1 |
1.4% |
21% |
False |
False |
37,732 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.0 |
1.4% |
21% |
False |
False |
28,829 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.6 |
1.4% |
21% |
False |
False |
23,502 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
13.9 |
1.3% |
21% |
False |
False |
19,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,153.1 |
|
2.618 |
1,124.7 |
|
1.618 |
1,107.3 |
|
1.000 |
1,096.5 |
|
0.618 |
1,089.9 |
|
HIGH |
1,079.1 |
|
0.618 |
1,072.5 |
|
0.500 |
1,070.4 |
|
0.382 |
1,068.3 |
|
LOW |
1,061.7 |
|
0.618 |
1,050.9 |
|
1.000 |
1,044.3 |
|
1.618 |
1,033.5 |
|
2.618 |
1,016.1 |
|
4.250 |
987.8 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,073.9 |
1,074.9 |
| PP |
1,072.2 |
1,074.1 |
| S1 |
1,070.4 |
1,073.4 |
|