| 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 |
19,030 |
19,100 |
70 |
0.4% |
19,775 |
| High |
19,200 |
19,325 |
125 |
0.7% |
19,880 |
| Low |
19,020 |
18,650 |
-370 |
-1.9% |
18,650 |
| Close |
19,105 |
18,750 |
-355 |
-1.9% |
18,750 |
| Range |
180 |
675 |
495 |
275.0% |
1,230 |
| ATR |
286 |
314 |
28 |
9.7% |
0 |
| Volume |
14,942 |
14,827 |
-115 |
-0.8% |
108,411 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,933 |
20,517 |
19,121 |
|
| R3 |
20,258 |
19,842 |
18,936 |
|
| R2 |
19,583 |
19,583 |
18,874 |
|
| R1 |
19,167 |
19,167 |
18,812 |
19,038 |
| PP |
18,908 |
18,908 |
18,908 |
18,844 |
| S1 |
18,492 |
18,492 |
18,688 |
18,363 |
| S2 |
18,233 |
18,233 |
18,626 |
|
| S3 |
17,558 |
17,817 |
18,565 |
|
| S4 |
16,883 |
17,142 |
18,379 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,783 |
21,997 |
19,427 |
|
| R3 |
21,553 |
20,767 |
19,088 |
|
| R2 |
20,323 |
20,323 |
18,976 |
|
| R1 |
19,537 |
19,537 |
18,863 |
19,315 |
| PP |
19,093 |
19,093 |
19,093 |
18,983 |
| S1 |
18,307 |
18,307 |
18,637 |
18,085 |
| S2 |
17,863 |
17,863 |
18,525 |
|
| S3 |
16,633 |
17,077 |
18,412 |
|
| S4 |
15,403 |
15,847 |
18,074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,880 |
18,650 |
1,230 |
6.6% |
437 |
2.3% |
8% |
False |
True |
21,682 |
| 10 |
20,095 |
18,650 |
1,445 |
7.7% |
353 |
1.9% |
7% |
False |
True |
11,349 |
| 20 |
20,095 |
18,650 |
1,445 |
7.7% |
286 |
1.5% |
7% |
False |
True |
5,699 |
| 40 |
20,095 |
18,295 |
1,800 |
9.6% |
228 |
1.2% |
25% |
False |
False |
2,853 |
| 60 |
20,095 |
17,160 |
2,935 |
15.7% |
224 |
1.2% |
54% |
False |
False |
1,902 |
| 80 |
20,095 |
17,160 |
2,935 |
15.7% |
186 |
1.0% |
54% |
False |
False |
1,427 |
| 100 |
20,945 |
17,160 |
3,785 |
20.2% |
149 |
0.8% |
42% |
False |
False |
1,141 |
| 120 |
20,945 |
17,160 |
3,785 |
20.2% |
124 |
0.7% |
42% |
False |
False |
951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,194 |
|
2.618 |
21,092 |
|
1.618 |
20,417 |
|
1.000 |
20,000 |
|
0.618 |
19,742 |
|
HIGH |
19,325 |
|
0.618 |
19,067 |
|
0.500 |
18,988 |
|
0.382 |
18,908 |
|
LOW |
18,650 |
|
0.618 |
18,233 |
|
1.000 |
17,975 |
|
1.618 |
17,558 |
|
2.618 |
16,883 |
|
4.250 |
15,781 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,988 |
19,088 |
| PP |
18,908 |
18,975 |
| S1 |
18,829 |
18,863 |
|