| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
18,845 |
18,915 |
70 |
0.4% |
19,775 |
| High |
19,005 |
19,440 |
435 |
2.3% |
19,880 |
| Low |
18,565 |
18,885 |
320 |
1.7% |
18,650 |
| Close |
18,915 |
19,380 |
465 |
2.5% |
18,750 |
| Range |
440 |
555 |
115 |
26.1% |
1,230 |
| ATR |
331 |
347 |
16 |
4.8% |
0 |
| Volume |
15,629 |
14,451 |
-1,178 |
-7.5% |
108,411 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,900 |
20,695 |
19,685 |
|
| R3 |
20,345 |
20,140 |
19,533 |
|
| R2 |
19,790 |
19,790 |
19,482 |
|
| R1 |
19,585 |
19,585 |
19,431 |
19,688 |
| PP |
19,235 |
19,235 |
19,235 |
19,286 |
| S1 |
19,030 |
19,030 |
19,329 |
19,133 |
| S2 |
18,680 |
18,680 |
19,278 |
|
| S3 |
18,125 |
18,475 |
19,228 |
|
| S4 |
17,570 |
17,920 |
19,075 |
|
|
| 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 |
19,440 |
18,565 |
875 |
4.5% |
458 |
2.4% |
93% |
True |
False |
16,052 |
| 10 |
20,035 |
18,565 |
1,470 |
7.6% |
450 |
2.3% |
55% |
False |
False |
16,310 |
| 20 |
20,095 |
18,565 |
1,530 |
7.9% |
315 |
1.6% |
53% |
False |
False |
8,221 |
| 40 |
20,095 |
18,520 |
1,575 |
8.1% |
261 |
1.3% |
55% |
False |
False |
4,116 |
| 60 |
20,095 |
17,160 |
2,935 |
15.1% |
240 |
1.2% |
76% |
False |
False |
2,744 |
| 80 |
20,095 |
17,160 |
2,935 |
15.1% |
204 |
1.1% |
76% |
False |
False |
2,058 |
| 100 |
20,945 |
17,160 |
3,785 |
19.5% |
163 |
0.8% |
59% |
False |
False |
1,646 |
| 120 |
20,945 |
17,160 |
3,785 |
19.5% |
136 |
0.7% |
59% |
False |
False |
1,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,799 |
|
2.618 |
20,893 |
|
1.618 |
20,338 |
|
1.000 |
19,995 |
|
0.618 |
19,783 |
|
HIGH |
19,440 |
|
0.618 |
19,228 |
|
0.500 |
19,163 |
|
0.382 |
19,097 |
|
LOW |
18,885 |
|
0.618 |
18,542 |
|
1.000 |
18,330 |
|
1.618 |
17,987 |
|
2.618 |
17,432 |
|
4.250 |
16,526 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,308 |
19,254 |
| PP |
19,235 |
19,128 |
| S1 |
19,163 |
19,003 |
|