Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,703.99 |
17,558.18 |
-145.81 |
-0.8% |
17,802.84 |
High |
17,703.99 |
17,767.69 |
63.70 |
0.4% |
17,901.58 |
Low |
17,485.39 |
17,403.51 |
-81.88 |
-0.5% |
17,425.56 |
Close |
17,568.00 |
17,492.30 |
-75.70 |
-0.4% |
17,847.63 |
Range |
218.60 |
364.18 |
145.58 |
66.6% |
476.02 |
ATR |
196.88 |
208.83 |
11.95 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,647.04 |
18,433.85 |
17,692.60 |
|
R3 |
18,282.86 |
18,069.67 |
17,592.45 |
|
R2 |
17,918.68 |
17,918.68 |
17,559.07 |
|
R1 |
17,705.49 |
17,705.49 |
17,525.68 |
17,630.00 |
PP |
17,554.50 |
17,554.50 |
17,554.50 |
17,516.75 |
S1 |
17,341.31 |
17,341.31 |
17,458.92 |
17,265.82 |
S2 |
17,190.32 |
17,190.32 |
17,425.53 |
|
S3 |
16,826.14 |
16,977.13 |
17,392.15 |
|
S4 |
16,461.96 |
16,612.95 |
17,292.00 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,152.98 |
18,976.33 |
18,109.44 |
|
R3 |
18,676.96 |
18,500.31 |
17,978.54 |
|
R2 |
18,200.94 |
18,200.94 |
17,934.90 |
|
R1 |
18,024.29 |
18,024.29 |
17,891.27 |
18,112.62 |
PP |
17,724.92 |
17,724.92 |
17,724.92 |
17,769.09 |
S1 |
17,548.27 |
17,548.27 |
17,803.99 |
17,636.60 |
S2 |
17,248.90 |
17,248.90 |
17,760.36 |
|
S3 |
16,772.88 |
17,072.25 |
17,716.72 |
|
S4 |
16,296.86 |
16,596.23 |
17,585.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,866.47 |
17,403.51 |
462.96 |
2.6% |
305.57 |
1.7% |
19% |
False |
True |
|
10 |
17,901.58 |
17,403.51 |
498.07 |
2.8% |
214.86 |
1.2% |
18% |
False |
True |
|
20 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
198.16 |
1.1% |
40% |
False |
False |
|
40 |
17,977.85 |
16,887.67 |
1,090.18 |
6.2% |
178.36 |
1.0% |
55% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
193.71 |
1.1% |
76% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
237.09 |
1.4% |
81% |
False |
False |
|
100 |
18,096.67 |
15,370.33 |
2,726.34 |
15.6% |
225.03 |
1.3% |
78% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
16.1% |
215.17 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,315.46 |
2.618 |
18,721.11 |
1.618 |
18,356.93 |
1.000 |
18,131.87 |
0.618 |
17,992.75 |
HIGH |
17,767.69 |
0.618 |
17,628.57 |
0.500 |
17,585.60 |
0.382 |
17,542.63 |
LOW |
17,403.51 |
0.618 |
17,178.45 |
1.000 |
17,039.33 |
1.618 |
16,814.27 |
2.618 |
16,450.09 |
4.250 |
15,855.75 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,585.60 |
17,624.50 |
PP |
17,554.50 |
17,580.43 |
S1 |
17,523.40 |
17,536.37 |
|