Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
207.11 |
205.13 |
-1.98 |
-1.0% |
201.41 |
High |
207.21 |
205.89 |
-1.32 |
-0.6% |
206.33 |
Low |
205.76 |
203.87 |
-1.89 |
-0.9% |
200.09 |
Close |
205.93 |
203.87 |
-2.06 |
-1.0% |
205.68 |
Range |
1.45 |
2.02 |
0.57 |
39.3% |
6.24 |
ATR |
2.57 |
2.53 |
-0.04 |
-1.4% |
0.00 |
Volume |
63,317,602 |
114,877,797 |
51,560,195 |
81.4% |
369,649,899 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
210.60 |
209.26 |
204.98 |
|
R3 |
208.58 |
207.24 |
204.43 |
|
R2 |
206.56 |
206.56 |
204.24 |
|
R1 |
205.22 |
205.22 |
204.06 |
204.88 |
PP |
204.54 |
204.54 |
204.54 |
204.38 |
S1 |
203.20 |
203.20 |
203.68 |
202.86 |
S2 |
202.52 |
202.52 |
203.50 |
|
S3 |
200.50 |
201.18 |
203.31 |
|
S4 |
198.48 |
199.16 |
202.76 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
222.75 |
220.46 |
209.11 |
|
R3 |
216.51 |
214.22 |
207.40 |
|
R2 |
210.27 |
210.27 |
206.82 |
|
R1 |
207.98 |
207.98 |
206.25 |
209.13 |
PP |
204.03 |
204.03 |
204.03 |
204.61 |
S1 |
201.74 |
201.74 |
205.11 |
202.89 |
S2 |
197.79 |
197.79 |
204.54 |
|
S3 |
191.55 |
195.50 |
203.96 |
|
S4 |
185.31 |
189.26 |
202.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
207.79 |
203.87 |
3.92 |
1.9% |
1.40 |
0.7% |
0% |
False |
True |
77,055,600 |
10 |
208.48 |
199.83 |
8.65 |
4.2% |
1.93 |
0.9% |
47% |
False |
False |
113,087,170 |
20 |
209.97 |
199.83 |
10.14 |
5.0% |
2.61 |
1.3% |
40% |
False |
False |
135,929,270 |
40 |
211.50 |
199.83 |
11.67 |
5.7% |
2.24 |
1.1% |
35% |
False |
False |
116,695,632 |
60 |
211.66 |
197.48 |
14.18 |
7.0% |
2.12 |
1.0% |
45% |
False |
False |
113,461,952 |
80 |
211.66 |
186.93 |
24.73 |
12.1% |
2.32 |
1.1% |
68% |
False |
False |
122,180,521 |
100 |
211.66 |
182.40 |
29.26 |
14.4% |
2.64 |
1.3% |
73% |
False |
False |
138,050,978 |
120 |
213.18 |
182.40 |
30.78 |
15.1% |
2.46 |
1.2% |
70% |
False |
False |
131,481,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
214.48 |
2.618 |
211.18 |
1.618 |
209.16 |
1.000 |
207.91 |
0.618 |
207.14 |
HIGH |
205.89 |
0.618 |
205.12 |
0.500 |
204.88 |
0.382 |
204.64 |
LOW |
203.87 |
0.618 |
202.62 |
1.000 |
201.85 |
1.618 |
200.60 |
2.618 |
198.58 |
4.250 |
195.29 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
204.88 |
205.83 |
PP |
204.54 |
205.18 |
S1 |
204.21 |
204.52 |
|