| 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 |
17,471 |
17,405 |
-66 |
-0.4% |
17,724 |
| High |
17,681 |
17,617 |
-64 |
-0.4% |
17,825 |
| Low |
17,309 |
17,375 |
66 |
0.4% |
17,345 |
| Close |
17,375 |
17,486 |
111 |
0.6% |
17,742 |
| Range |
372 |
242 |
-130 |
-34.9% |
480 |
| ATR |
232 |
232 |
1 |
0.3% |
0 |
| Volume |
14,173 |
48,271 |
34,098 |
240.6% |
5,260 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,219 |
18,094 |
17,619 |
|
| R3 |
17,977 |
17,852 |
17,553 |
|
| R2 |
17,735 |
17,735 |
17,530 |
|
| R1 |
17,610 |
17,610 |
17,508 |
17,673 |
| PP |
17,493 |
17,493 |
17,493 |
17,524 |
| S1 |
17,368 |
17,368 |
17,464 |
17,431 |
| S2 |
17,251 |
17,251 |
17,442 |
|
| S3 |
17,009 |
17,126 |
17,420 |
|
| S4 |
16,767 |
16,884 |
17,353 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,077 |
18,890 |
18,006 |
|
| R3 |
18,597 |
18,410 |
17,874 |
|
| R2 |
18,117 |
18,117 |
17,830 |
|
| R1 |
17,930 |
17,930 |
17,786 |
18,024 |
| PP |
17,637 |
17,637 |
17,637 |
17,684 |
| S1 |
17,450 |
17,450 |
17,698 |
17,544 |
| S2 |
17,157 |
17,157 |
17,654 |
|
| S3 |
16,677 |
16,970 |
17,610 |
|
| S4 |
16,197 |
16,490 |
17,478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,790 |
17,309 |
481 |
2.8% |
306 |
1.7% |
37% |
False |
False |
15,471 |
| 10 |
17,825 |
17,309 |
516 |
3.0% |
258 |
1.5% |
34% |
False |
False |
8,065 |
| 20 |
17,825 |
16,991 |
834 |
4.8% |
232 |
1.3% |
59% |
False |
False |
4,176 |
| 40 |
17,828 |
16,775 |
1,053 |
6.0% |
197 |
1.1% |
68% |
False |
False |
2,165 |
| 60 |
17,828 |
15,745 |
2,083 |
11.9% |
215 |
1.2% |
84% |
False |
False |
1,462 |
| 80 |
17,828 |
15,495 |
2,333 |
13.3% |
223 |
1.3% |
85% |
False |
False |
1,099 |
| 100 |
17,828 |
15,495 |
2,333 |
13.3% |
197 |
1.1% |
85% |
False |
False |
879 |
| 120 |
17,905 |
15,495 |
2,410 |
13.8% |
174 |
1.0% |
83% |
False |
False |
732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,646 |
|
2.618 |
18,251 |
|
1.618 |
18,009 |
|
1.000 |
17,859 |
|
0.618 |
17,767 |
|
HIGH |
17,617 |
|
0.618 |
17,525 |
|
0.500 |
17,496 |
|
0.382 |
17,468 |
|
LOW |
17,375 |
|
0.618 |
17,226 |
|
1.000 |
17,133 |
|
1.618 |
16,984 |
|
2.618 |
16,742 |
|
4.250 |
16,347 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,496 |
17,495 |
| PP |
17,493 |
17,492 |
| S1 |
17,489 |
17,489 |
|