| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,076.8 |
1,073.7 |
-3.1 |
-0.3% |
1,057.8 |
| High |
1,085.8 |
1,076.6 |
-9.2 |
-0.8% |
1,089.6 |
| Low |
1,071.9 |
1,070.5 |
-1.4 |
-0.1% |
1,047.2 |
| Close |
1,077.9 |
1,073.3 |
-4.6 |
-0.4% |
1,085.7 |
| Range |
13.9 |
6.1 |
-7.8 |
-56.1% |
42.4 |
| ATR |
15.0 |
14.5 |
-0.5 |
-3.6% |
0.0 |
| Volume |
2,222 |
1,811 |
-411 |
-18.5% |
7,075 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,091.8 |
1,088.6 |
1,076.7 |
|
| R3 |
1,085.7 |
1,082.5 |
1,075.0 |
|
| R2 |
1,079.6 |
1,079.6 |
1,074.4 |
|
| R1 |
1,076.4 |
1,076.4 |
1,073.9 |
1,075.0 |
| PP |
1,073.5 |
1,073.5 |
1,073.5 |
1,072.7 |
| S1 |
1,070.3 |
1,070.3 |
1,072.7 |
1,068.9 |
| S2 |
1,067.4 |
1,067.4 |
1,072.2 |
|
| S3 |
1,061.3 |
1,064.2 |
1,071.6 |
|
| S4 |
1,055.2 |
1,058.1 |
1,069.9 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.4 |
1,185.9 |
1,109.0 |
|
| R3 |
1,159.0 |
1,143.5 |
1,097.4 |
|
| R2 |
1,116.6 |
1,116.6 |
1,093.5 |
|
| R1 |
1,101.1 |
1,101.1 |
1,089.6 |
1,108.9 |
| PP |
1,074.2 |
1,074.2 |
1,074.2 |
1,078.0 |
| S1 |
1,058.7 |
1,058.7 |
1,081.8 |
1,066.5 |
| S2 |
1,031.8 |
1,031.8 |
1,077.9 |
|
| S3 |
989.4 |
1,016.3 |
1,074.0 |
|
| S4 |
947.0 |
973.9 |
1,062.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,089.6 |
1,061.9 |
27.7 |
2.6% |
14.9 |
1.4% |
41% |
False |
False |
1,905 |
| 10 |
1,089.6 |
1,047.2 |
42.4 |
4.0% |
16.0 |
1.5% |
62% |
False |
False |
1,771 |
| 20 |
1,099.2 |
1,047.2 |
52.0 |
4.8% |
14.2 |
1.3% |
50% |
False |
False |
2,691 |
| 40 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.4 |
1.2% |
18% |
False |
False |
2,150 |
| 60 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.7 |
1.3% |
18% |
False |
False |
1,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,102.5 |
|
2.618 |
1,092.6 |
|
1.618 |
1,086.5 |
|
1.000 |
1,082.7 |
|
0.618 |
1,080.4 |
|
HIGH |
1,076.6 |
|
0.618 |
1,074.3 |
|
0.500 |
1,073.6 |
|
0.382 |
1,072.8 |
|
LOW |
1,070.5 |
|
0.618 |
1,066.7 |
|
1.000 |
1,064.4 |
|
1.618 |
1,060.6 |
|
2.618 |
1,054.5 |
|
4.250 |
1,044.6 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,073.6 |
1,077.6 |
| PP |
1,073.5 |
1,076.1 |
| S1 |
1,073.4 |
1,074.7 |
|