| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,070.4 |
1,076.2 |
5.8 |
0.5% |
1,065.9 |
| High |
1,077.4 |
1,077.1 |
-0.3 |
0.0% |
1,081.5 |
| Low |
1,070.4 |
1,066.7 |
-3.7 |
-0.3% |
1,065.9 |
| Close |
1,076.7 |
1,069.0 |
-7.7 |
-0.7% |
1,076.7 |
| Range |
7.0 |
10.4 |
3.4 |
48.6% |
15.6 |
| ATR |
14.8 |
14.5 |
-0.3 |
-2.1% |
0.0 |
| Volume |
7,641 |
4,000 |
-3,641 |
-47.7% |
15,021 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,102.1 |
1,096.0 |
1,074.7 |
|
| R3 |
1,091.7 |
1,085.6 |
1,071.9 |
|
| R2 |
1,081.3 |
1,081.3 |
1,070.9 |
|
| R1 |
1,075.2 |
1,075.2 |
1,070.0 |
1,073.1 |
| PP |
1,070.9 |
1,070.9 |
1,070.9 |
1,069.9 |
| S1 |
1,064.8 |
1,064.8 |
1,068.0 |
1,062.7 |
| S2 |
1,060.5 |
1,060.5 |
1,067.1 |
|
| S3 |
1,050.1 |
1,054.4 |
1,066.1 |
|
| S4 |
1,039.7 |
1,044.0 |
1,063.3 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.5 |
1,114.7 |
1,085.3 |
|
| R3 |
1,105.9 |
1,099.1 |
1,081.0 |
|
| R2 |
1,090.3 |
1,090.3 |
1,079.6 |
|
| R1 |
1,083.5 |
1,083.5 |
1,078.1 |
1,086.9 |
| PP |
1,074.7 |
1,074.7 |
1,074.7 |
1,076.4 |
| S1 |
1,067.9 |
1,067.9 |
1,075.3 |
1,071.3 |
| S2 |
1,059.1 |
1,059.1 |
1,073.8 |
|
| S3 |
1,043.5 |
1,052.3 |
1,072.4 |
|
| S4 |
1,027.9 |
1,036.7 |
1,068.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,081.5 |
1,065.9 |
15.6 |
1.5% |
9.7 |
0.9% |
20% |
False |
False |
3,804 |
| 10 |
1,081.5 |
1,047.4 |
34.1 |
3.2% |
13.8 |
1.3% |
63% |
False |
False |
4,010 |
| 20 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
15.2 |
1.4% |
53% |
False |
False |
3,708 |
| 40 |
1,150.1 |
1,046.6 |
103.5 |
9.7% |
14.1 |
1.3% |
22% |
False |
False |
4,264 |
| 60 |
1,191.9 |
1,046.6 |
145.3 |
13.6% |
14.3 |
1.3% |
15% |
False |
False |
3,326 |
| 80 |
1,191.9 |
1,046.6 |
145.3 |
13.6% |
13.4 |
1.3% |
15% |
False |
False |
2,788 |
| 100 |
1,191.9 |
1,046.6 |
145.3 |
13.6% |
12.9 |
1.2% |
15% |
False |
False |
2,416 |
| 120 |
1,191.9 |
1,046.6 |
145.3 |
13.6% |
12.0 |
1.1% |
15% |
False |
False |
2,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,121.3 |
|
2.618 |
1,104.3 |
|
1.618 |
1,093.9 |
|
1.000 |
1,087.5 |
|
0.618 |
1,083.5 |
|
HIGH |
1,077.1 |
|
0.618 |
1,073.1 |
|
0.500 |
1,071.9 |
|
0.382 |
1,070.7 |
|
LOW |
1,066.7 |
|
0.618 |
1,060.3 |
|
1.000 |
1,056.3 |
|
1.618 |
1,049.9 |
|
2.618 |
1,039.5 |
|
4.250 |
1,022.5 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,071.9 |
1,072.1 |
| PP |
1,070.9 |
1,071.0 |
| S1 |
1,070.0 |
1,070.0 |
|