| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
19,100 |
18,770 |
-330 |
-1.7% |
19,775 |
| High |
19,325 |
19,015 |
-310 |
-1.6% |
19,880 |
| Low |
18,650 |
18,575 |
-75 |
-0.4% |
18,650 |
| Close |
18,750 |
18,820 |
70 |
0.4% |
18,750 |
| Range |
675 |
440 |
-235 |
-34.8% |
1,230 |
| ATR |
314 |
323 |
9 |
2.9% |
0 |
| Volume |
14,827 |
20,414 |
5,587 |
37.7% |
108,411 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,123 |
19,912 |
19,062 |
|
| R3 |
19,683 |
19,472 |
18,941 |
|
| R2 |
19,243 |
19,243 |
18,901 |
|
| R1 |
19,032 |
19,032 |
18,860 |
19,138 |
| PP |
18,803 |
18,803 |
18,803 |
18,856 |
| S1 |
18,592 |
18,592 |
18,780 |
18,698 |
| S2 |
18,363 |
18,363 |
18,739 |
|
| S3 |
17,923 |
18,152 |
18,699 |
|
| S4 |
17,483 |
17,712 |
18,578 |
|
|
| 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 |
19,825 |
18,575 |
1,250 |
6.6% |
485 |
2.6% |
20% |
False |
True |
18,251 |
| 10 |
20,095 |
18,575 |
1,520 |
8.1% |
382 |
2.0% |
16% |
False |
True |
13,385 |
| 20 |
20,095 |
18,575 |
1,520 |
8.1% |
299 |
1.6% |
16% |
False |
True |
6,718 |
| 40 |
20,095 |
18,295 |
1,800 |
9.6% |
238 |
1.3% |
29% |
False |
False |
3,364 |
| 60 |
20,095 |
17,160 |
2,935 |
15.6% |
224 |
1.2% |
57% |
False |
False |
2,243 |
| 80 |
20,095 |
17,160 |
2,935 |
15.6% |
192 |
1.0% |
57% |
False |
False |
1,682 |
| 100 |
20,945 |
17,160 |
3,785 |
20.1% |
153 |
0.8% |
44% |
False |
False |
1,346 |
| 120 |
20,945 |
17,160 |
3,785 |
20.1% |
128 |
0.7% |
44% |
False |
False |
1,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,885 |
|
2.618 |
20,167 |
|
1.618 |
19,727 |
|
1.000 |
19,455 |
|
0.618 |
19,287 |
|
HIGH |
19,015 |
|
0.618 |
18,847 |
|
0.500 |
18,795 |
|
0.382 |
18,743 |
|
LOW |
18,575 |
|
0.618 |
18,303 |
|
1.000 |
18,135 |
|
1.618 |
17,863 |
|
2.618 |
17,423 |
|
4.250 |
16,705 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,812 |
18,950 |
| PP |
18,803 |
18,907 |
| S1 |
18,795 |
18,863 |
|