| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,074.7 |
1,072.1 |
-2.6 |
-0.2% |
1,076.1 |
| High |
1,076.1 |
1,078.2 |
2.1 |
0.2% |
1,078.5 |
| Low |
1,069.1 |
1,072.1 |
3.0 |
0.3% |
1,048.3 |
| Close |
1,069.8 |
1,077.5 |
7.7 |
0.7% |
1,066.5 |
| Range |
7.0 |
6.1 |
-0.9 |
-12.9% |
30.2 |
| ATR |
14.7 |
14.3 |
-0.5 |
-3.1% |
0.0 |
| Volume |
1,551 |
479 |
-1,072 |
-69.1% |
9,754 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,094.2 |
1,092.0 |
1,080.9 |
|
| R3 |
1,088.1 |
1,085.9 |
1,079.2 |
|
| R2 |
1,082.0 |
1,082.0 |
1,078.6 |
|
| R1 |
1,079.8 |
1,079.8 |
1,078.1 |
1,080.9 |
| PP |
1,075.9 |
1,075.9 |
1,075.9 |
1,076.5 |
| S1 |
1,073.7 |
1,073.7 |
1,076.9 |
1,074.8 |
| S2 |
1,069.8 |
1,069.8 |
1,076.4 |
|
| S3 |
1,063.7 |
1,067.6 |
1,075.8 |
|
| S4 |
1,057.6 |
1,061.5 |
1,074.1 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,155.0 |
1,141.0 |
1,083.1 |
|
| R3 |
1,124.8 |
1,110.8 |
1,074.8 |
|
| R2 |
1,094.6 |
1,094.6 |
1,072.0 |
|
| R1 |
1,080.6 |
1,080.6 |
1,069.3 |
1,072.5 |
| PP |
1,064.4 |
1,064.4 |
1,064.4 |
1,060.4 |
| S1 |
1,050.4 |
1,050.4 |
1,063.7 |
1,042.3 |
| S2 |
1,034.2 |
1,034.2 |
1,061.0 |
|
| S3 |
1,004.0 |
1,020.2 |
1,058.2 |
|
| S4 |
973.8 |
990.0 |
1,049.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,082.4 |
1,052.0 |
30.4 |
2.8% |
11.1 |
1.0% |
84% |
False |
False |
963 |
| 10 |
1,082.4 |
1,048.3 |
34.1 |
3.2% |
13.7 |
1.3% |
86% |
False |
False |
1,543 |
| 20 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
14.9 |
1.4% |
71% |
False |
False |
1,657 |
| 40 |
1,164.0 |
1,047.2 |
116.8 |
10.8% |
13.8 |
1.3% |
26% |
False |
False |
2,295 |
| 60 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.8 |
1.3% |
21% |
False |
False |
1,826 |
| 80 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.2 |
1.2% |
21% |
False |
False |
1,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,104.1 |
|
2.618 |
1,094.2 |
|
1.618 |
1,088.1 |
|
1.000 |
1,084.3 |
|
0.618 |
1,082.0 |
|
HIGH |
1,078.2 |
|
0.618 |
1,075.9 |
|
0.500 |
1,075.2 |
|
0.382 |
1,074.4 |
|
LOW |
1,072.1 |
|
0.618 |
1,068.3 |
|
1.000 |
1,066.0 |
|
1.618 |
1,062.2 |
|
2.618 |
1,056.1 |
|
4.250 |
1,046.2 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,076.7 |
1,076.8 |
| PP |
1,075.9 |
1,076.0 |
| S1 |
1,075.2 |
1,075.3 |
|