| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
18,855 |
18,935 |
80 |
0.4% |
18,845 |
| High |
18,985 |
19,190 |
205 |
1.1% |
19,140 |
| Low |
18,810 |
18,820 |
10 |
0.1% |
18,665 |
| Close |
18,910 |
19,150 |
240 |
1.3% |
18,840 |
| Range |
175 |
370 |
195 |
111.4% |
475 |
| ATR |
362 |
363 |
1 |
0.2% |
0 |
| Volume |
4,146 |
4,097 |
-49 |
-1.2% |
22,777 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,163 |
20,027 |
19,354 |
|
| R3 |
19,793 |
19,657 |
19,252 |
|
| R2 |
19,423 |
19,423 |
19,218 |
|
| R1 |
19,287 |
19,287 |
19,184 |
19,355 |
| PP |
19,053 |
19,053 |
19,053 |
19,088 |
| S1 |
18,917 |
18,917 |
19,116 |
18,985 |
| S2 |
18,683 |
18,683 |
19,082 |
|
| S3 |
18,313 |
18,547 |
19,048 |
|
| S4 |
17,943 |
18,177 |
18,947 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,307 |
20,048 |
19,101 |
|
| R3 |
19,832 |
19,573 |
18,971 |
|
| R2 |
19,357 |
19,357 |
18,927 |
|
| R1 |
19,098 |
19,098 |
18,884 |
18,990 |
| PP |
18,882 |
18,882 |
18,882 |
18,828 |
| S1 |
18,623 |
18,623 |
18,797 |
18,515 |
| S2 |
18,407 |
18,407 |
18,753 |
|
| S3 |
17,932 |
18,148 |
18,710 |
|
| S4 |
17,457 |
17,673 |
18,579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,190 |
18,725 |
465 |
2.4% |
285 |
1.5% |
91% |
True |
False |
4,344 |
| 10 |
19,930 |
18,565 |
1,365 |
7.1% |
420 |
2.2% |
43% |
False |
False |
9,676 |
| 20 |
20,095 |
18,565 |
1,530 |
8.0% |
401 |
2.1% |
38% |
False |
False |
11,530 |
| 40 |
20,095 |
18,565 |
1,530 |
8.0% |
302 |
1.6% |
38% |
False |
False |
5,781 |
| 60 |
20,095 |
17,845 |
2,250 |
11.7% |
256 |
1.3% |
58% |
False |
False |
3,855 |
| 80 |
20,095 |
17,160 |
2,935 |
15.3% |
244 |
1.3% |
68% |
False |
False |
2,892 |
| 100 |
20,945 |
17,160 |
3,785 |
19.8% |
195 |
1.0% |
53% |
False |
False |
2,313 |
| 120 |
20,945 |
17,160 |
3,785 |
19.8% |
163 |
0.8% |
53% |
False |
False |
1,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,763 |
|
2.618 |
20,159 |
|
1.618 |
19,789 |
|
1.000 |
19,560 |
|
0.618 |
19,419 |
|
HIGH |
19,190 |
|
0.618 |
19,049 |
|
0.500 |
19,005 |
|
0.382 |
18,961 |
|
LOW |
18,820 |
|
0.618 |
18,591 |
|
1.000 |
18,450 |
|
1.618 |
18,221 |
|
2.618 |
17,851 |
|
4.250 |
17,248 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,102 |
19,091 |
| PP |
19,053 |
19,032 |
| S1 |
19,005 |
18,973 |
|