| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
18,935 |
19,170 |
235 |
1.2% |
18,845 |
| High |
19,190 |
19,170 |
-20 |
-0.1% |
19,140 |
| Low |
18,820 |
18,915 |
95 |
0.5% |
18,665 |
| Close |
19,150 |
18,935 |
-215 |
-1.1% |
18,840 |
| Range |
370 |
255 |
-115 |
-31.1% |
475 |
| ATR |
363 |
355 |
-8 |
-2.1% |
0 |
| Volume |
4,097 |
3,351 |
-746 |
-18.2% |
22,777 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,772 |
19,608 |
19,075 |
|
| R3 |
19,517 |
19,353 |
19,005 |
|
| R2 |
19,262 |
19,262 |
18,982 |
|
| R1 |
19,098 |
19,098 |
18,959 |
19,053 |
| PP |
19,007 |
19,007 |
19,007 |
18,984 |
| S1 |
18,843 |
18,843 |
18,912 |
18,798 |
| S2 |
18,752 |
18,752 |
18,888 |
|
| S3 |
18,497 |
18,588 |
18,865 |
|
| S4 |
18,242 |
18,333 |
18,795 |
|
|
| 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 |
18,755 |
435 |
2.3% |
288 |
1.5% |
41% |
False |
False |
3,771 |
| 10 |
19,930 |
18,665 |
1,265 |
6.7% |
402 |
2.1% |
21% |
False |
False |
8,448 |
| 20 |
20,055 |
18,565 |
1,490 |
7.9% |
408 |
2.2% |
25% |
False |
False |
11,688 |
| 40 |
20,095 |
18,565 |
1,530 |
8.1% |
302 |
1.6% |
24% |
False |
False |
5,865 |
| 60 |
20,095 |
17,845 |
2,250 |
11.9% |
254 |
1.3% |
48% |
False |
False |
3,911 |
| 80 |
20,095 |
17,160 |
2,935 |
15.5% |
247 |
1.3% |
60% |
False |
False |
2,933 |
| 100 |
20,945 |
17,160 |
3,785 |
20.0% |
198 |
1.0% |
47% |
False |
False |
2,347 |
| 120 |
20,945 |
17,160 |
3,785 |
20.0% |
165 |
0.9% |
47% |
False |
False |
1,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,254 |
|
2.618 |
19,838 |
|
1.618 |
19,583 |
|
1.000 |
19,425 |
|
0.618 |
19,328 |
|
HIGH |
19,170 |
|
0.618 |
19,073 |
|
0.500 |
19,043 |
|
0.382 |
19,013 |
|
LOW |
18,915 |
|
0.618 |
18,758 |
|
1.000 |
18,660 |
|
1.618 |
18,503 |
|
2.618 |
18,248 |
|
4.250 |
17,831 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,043 |
19,000 |
| PP |
19,007 |
18,978 |
| S1 |
18,971 |
18,957 |
|