| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
3,191.0 |
3,164.0 |
-27.0 |
-0.8% |
3,369.0 |
| High |
3,236.0 |
3,245.0 |
9.0 |
0.3% |
3,387.0 |
| Low |
3,123.0 |
3,157.0 |
34.0 |
1.1% |
3,170.0 |
| Close |
3,131.0 |
3,233.0 |
102.0 |
3.3% |
3,199.0 |
| Range |
113.0 |
88.0 |
-25.0 |
-22.1% |
217.0 |
| ATR |
75.2 |
78.0 |
2.8 |
3.7% |
0.0 |
| Volume |
1,726,975 |
1,559,847 |
-167,128 |
-9.7% |
3,326,981 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,475.7 |
3,442.3 |
3,281.4 |
|
| R3 |
3,387.7 |
3,354.3 |
3,257.2 |
|
| R2 |
3,299.7 |
3,299.7 |
3,249.1 |
|
| R1 |
3,266.3 |
3,266.3 |
3,241.1 |
3,283.0 |
| PP |
3,211.7 |
3,211.7 |
3,211.7 |
3,220.0 |
| S1 |
3,178.3 |
3,178.3 |
3,224.9 |
3,195.0 |
| S2 |
3,123.7 |
3,123.7 |
3,216.9 |
|
| S3 |
3,035.7 |
3,090.3 |
3,208.8 |
|
| S4 |
2,947.7 |
3,002.3 |
3,184.6 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,903.0 |
3,768.0 |
3,318.4 |
|
| R3 |
3,686.0 |
3,551.0 |
3,258.7 |
|
| R2 |
3,469.0 |
3,469.0 |
3,238.8 |
|
| R1 |
3,334.0 |
3,334.0 |
3,218.9 |
3,293.0 |
| PP |
3,252.0 |
3,252.0 |
3,252.0 |
3,231.5 |
| S1 |
3,117.0 |
3,117.0 |
3,179.1 |
3,076.0 |
| S2 |
3,035.0 |
3,035.0 |
3,159.2 |
|
| S3 |
2,818.0 |
2,900.0 |
3,139.3 |
|
| S4 |
2,601.0 |
2,683.0 |
3,079.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,308.0 |
3,123.0 |
185.0 |
5.7% |
84.6 |
2.6% |
59% |
False |
False |
1,188,813 |
| 10 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
93.3 |
2.9% |
27% |
False |
False |
684,089 |
| 20 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
71.0 |
2.2% |
27% |
False |
False |
362,486 |
| 40 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
64.2 |
2.0% |
27% |
False |
False |
185,309 |
| 60 |
3,525.0 |
2,969.0 |
556.0 |
17.2% |
62.2 |
1.9% |
47% |
False |
False |
124,877 |
| 80 |
3,525.0 |
2,969.0 |
556.0 |
17.2% |
58.5 |
1.8% |
47% |
False |
False |
95,145 |
| 100 |
3,664.0 |
2,969.0 |
695.0 |
21.5% |
53.3 |
1.6% |
38% |
False |
False |
76,119 |
| 120 |
3,679.0 |
2,969.0 |
710.0 |
22.0% |
46.3 |
1.4% |
37% |
False |
False |
63,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,619.0 |
|
2.618 |
3,475.4 |
|
1.618 |
3,387.4 |
|
1.000 |
3,333.0 |
|
0.618 |
3,299.4 |
|
HIGH |
3,245.0 |
|
0.618 |
3,211.4 |
|
0.500 |
3,201.0 |
|
0.382 |
3,190.6 |
|
LOW |
3,157.0 |
|
0.618 |
3,102.6 |
|
1.000 |
3,069.0 |
|
1.618 |
3,014.6 |
|
2.618 |
2,926.6 |
|
4.250 |
2,783.0 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,222.3 |
3,219.3 |
| PP |
3,211.7 |
3,205.7 |
| S1 |
3,201.0 |
3,192.0 |
|