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 |
17,558.18 |
17,493.17 |
-65.01 |
-0.4% |
17,802.84 |
High |
17,767.69 |
17,697.74 |
-69.95 |
-0.4% |
17,901.58 |
Low |
17,403.51 |
17,474.66 |
71.15 |
0.4% |
17,425.56 |
Close |
17,492.30 |
17,574.75 |
82.45 |
0.5% |
17,847.63 |
Range |
364.18 |
223.08 |
-141.10 |
-38.7% |
476.02 |
ATR |
208.83 |
209.84 |
1.02 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,251.62 |
18,136.27 |
17,697.44 |
|
R3 |
18,028.54 |
17,913.19 |
17,636.10 |
|
R2 |
17,805.46 |
17,805.46 |
17,615.65 |
|
R1 |
17,690.11 |
17,690.11 |
17,595.20 |
17,747.79 |
PP |
17,582.38 |
17,582.38 |
17,582.38 |
17,611.22 |
S1 |
17,467.03 |
17,467.03 |
17,554.30 |
17,524.71 |
S2 |
17,359.30 |
17,359.30 |
17,533.85 |
|
S3 |
17,136.22 |
17,243.95 |
17,513.40 |
|
S4 |
16,913.14 |
17,020.87 |
17,452.06 |
|
|
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% |
279.18 |
1.6% |
37% |
False |
False |
|
10 |
17,901.58 |
17,403.51 |
498.07 |
2.8% |
231.86 |
1.3% |
34% |
False |
False |
|
20 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
203.80 |
1.2% |
52% |
False |
False |
|
40 |
17,977.85 |
16,933.57 |
1,044.28 |
5.9% |
178.35 |
1.0% |
61% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
194.73 |
1.1% |
80% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.8% |
238.86 |
1.4% |
85% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.8% |
224.98 |
1.3% |
85% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
16.0% |
215.75 |
1.2% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,645.83 |
2.618 |
18,281.76 |
1.618 |
18,058.68 |
1.000 |
17,920.82 |
0.618 |
17,835.60 |
HIGH |
17,697.74 |
0.618 |
17,612.52 |
0.500 |
17,586.20 |
0.382 |
17,559.88 |
LOW |
17,474.66 |
0.618 |
17,336.80 |
1.000 |
17,251.58 |
1.618 |
17,113.72 |
2.618 |
16,890.64 |
4.250 |
16,526.57 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,586.20 |
17,585.60 |
PP |
17,582.38 |
17,581.98 |
S1 |
17,578.57 |
17,578.37 |
|