| 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 |
19,455 |
19,030 |
-425 |
-2.2% |
19,950 |
| High |
19,525 |
19,200 |
-325 |
-1.7% |
20,095 |
| Low |
18,925 |
19,020 |
95 |
0.5% |
19,460 |
| Close |
19,005 |
19,105 |
100 |
0.5% |
19,770 |
| Range |
600 |
180 |
-420 |
-70.0% |
635 |
| ATR |
293 |
286 |
-7 |
-2.4% |
0 |
| Volume |
17,099 |
14,942 |
-2,157 |
-12.6% |
5,082 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,648 |
19,557 |
19,204 |
|
| R3 |
19,468 |
19,377 |
19,155 |
|
| R2 |
19,288 |
19,288 |
19,138 |
|
| R1 |
19,197 |
19,197 |
19,122 |
19,243 |
| PP |
19,108 |
19,108 |
19,108 |
19,131 |
| S1 |
19,017 |
19,017 |
19,089 |
19,063 |
| S2 |
18,928 |
18,928 |
19,072 |
|
| S3 |
18,748 |
18,837 |
19,056 |
|
| S4 |
18,568 |
18,657 |
19,006 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,680 |
21,360 |
20,119 |
|
| R3 |
21,045 |
20,725 |
19,945 |
|
| R2 |
20,410 |
20,410 |
19,887 |
|
| R1 |
20,090 |
20,090 |
19,828 |
19,933 |
| PP |
19,775 |
19,775 |
19,775 |
19,696 |
| S1 |
19,455 |
19,455 |
19,712 |
19,298 |
| S2 |
19,140 |
19,140 |
19,654 |
|
| S3 |
18,505 |
18,820 |
19,596 |
|
| S4 |
17,870 |
18,185 |
19,421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,880 |
18,925 |
955 |
5.0% |
370 |
1.9% |
19% |
False |
False |
19,194 |
| 10 |
20,095 |
18,925 |
1,170 |
6.1% |
305 |
1.6% |
15% |
False |
False |
9,872 |
| 20 |
20,095 |
18,925 |
1,170 |
6.1% |
265 |
1.4% |
15% |
False |
False |
4,958 |
| 40 |
20,095 |
18,295 |
1,800 |
9.4% |
211 |
1.1% |
45% |
False |
False |
2,483 |
| 60 |
20,095 |
17,160 |
2,935 |
15.4% |
218 |
1.1% |
66% |
False |
False |
1,655 |
| 80 |
20,135 |
17,160 |
2,975 |
15.6% |
178 |
0.9% |
65% |
False |
False |
1,241 |
| 100 |
20,945 |
17,160 |
3,785 |
19.8% |
142 |
0.7% |
51% |
False |
False |
993 |
| 120 |
20,965 |
17,160 |
3,805 |
19.9% |
119 |
0.6% |
51% |
False |
False |
827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,965 |
|
2.618 |
19,671 |
|
1.618 |
19,491 |
|
1.000 |
19,380 |
|
0.618 |
19,311 |
|
HIGH |
19,200 |
|
0.618 |
19,131 |
|
0.500 |
19,110 |
|
0.382 |
19,089 |
|
LOW |
19,020 |
|
0.618 |
18,909 |
|
1.000 |
18,840 |
|
1.618 |
18,729 |
|
2.618 |
18,549 |
|
4.250 |
18,255 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,110 |
19,375 |
| PP |
19,108 |
19,285 |
| S1 |
19,107 |
19,195 |
|