| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,068.2 |
1,060.6 |
-7.6 |
-0.7% |
1,065.2 |
| High |
1,071.5 |
1,062.7 |
-8.8 |
-0.8% |
1,081.4 |
| Low |
1,058.5 |
1,056.5 |
-2.0 |
-0.2% |
1,063.1 |
| Close |
1,059.8 |
1,060.2 |
0.4 |
0.0% |
1,075.9 |
| Range |
13.0 |
6.2 |
-6.8 |
-52.3% |
18.3 |
| ATR |
14.6 |
14.0 |
-0.6 |
-4.1% |
0.0 |
| Volume |
98,711 |
55,707 |
-43,004 |
-43.6% |
321,925 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,078.4 |
1,075.5 |
1,063.6 |
|
| R3 |
1,072.2 |
1,069.3 |
1,061.9 |
|
| R2 |
1,066.0 |
1,066.0 |
1,061.3 |
|
| R1 |
1,063.1 |
1,063.1 |
1,060.8 |
1,061.5 |
| PP |
1,059.8 |
1,059.8 |
1,059.8 |
1,059.0 |
| S1 |
1,056.9 |
1,056.9 |
1,059.6 |
1,055.3 |
| S2 |
1,053.6 |
1,053.6 |
1,059.1 |
|
| S3 |
1,047.4 |
1,050.7 |
1,058.5 |
|
| S4 |
1,041.2 |
1,044.5 |
1,056.8 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,128.4 |
1,120.4 |
1,086.0 |
|
| R3 |
1,110.1 |
1,102.1 |
1,080.9 |
|
| R2 |
1,091.8 |
1,091.8 |
1,079.3 |
|
| R1 |
1,083.8 |
1,083.8 |
1,077.6 |
1,087.8 |
| PP |
1,073.5 |
1,073.5 |
1,073.5 |
1,075.5 |
| S1 |
1,065.5 |
1,065.5 |
1,074.2 |
1,069.5 |
| S2 |
1,055.2 |
1,055.2 |
1,072.5 |
|
| S3 |
1,036.9 |
1,047.2 |
1,070.9 |
|
| S4 |
1,018.6 |
1,028.9 |
1,065.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,076.6 |
1,056.5 |
20.1 |
1.9% |
9.0 |
0.8% |
18% |
False |
True |
72,521 |
| 10 |
1,081.4 |
1,046.8 |
34.6 |
3.3% |
12.7 |
1.2% |
39% |
False |
False |
92,573 |
| 20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
14.9 |
1.4% |
34% |
False |
False |
115,968 |
| 40 |
1,123.0 |
1,045.4 |
77.6 |
7.3% |
14.7 |
1.4% |
19% |
False |
False |
86,318 |
| 60 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.7 |
1.4% |
10% |
False |
False |
58,788 |
| 80 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.7 |
1.4% |
10% |
False |
False |
44,871 |
| 100 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.6 |
1.4% |
10% |
False |
False |
36,196 |
| 120 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.4 |
1.4% |
10% |
False |
False |
30,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,089.1 |
|
2.618 |
1,078.9 |
|
1.618 |
1,072.7 |
|
1.000 |
1,068.9 |
|
0.618 |
1,066.5 |
|
HIGH |
1,062.7 |
|
0.618 |
1,060.3 |
|
0.500 |
1,059.6 |
|
0.382 |
1,058.9 |
|
LOW |
1,056.5 |
|
0.618 |
1,052.7 |
|
1.000 |
1,050.3 |
|
1.618 |
1,046.5 |
|
2.618 |
1,040.3 |
|
4.250 |
1,030.2 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,060.0 |
1,065.6 |
| PP |
1,059.8 |
1,063.8 |
| S1 |
1,059.6 |
1,062.0 |
|