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 |
1,071.0 |
1,075.1 |
4.1 |
0.4% |
1,056.5 |
High |
1,078.4 |
1,086.0 |
7.6 |
0.7% |
1,088.8 |
Low |
1,069.6 |
1,070.6 |
1.0 |
0.1% |
1,046.2 |
Close |
1,076.3 |
1,077.6 |
1.3 |
0.1% |
1,084.5 |
Range |
8.8 |
15.4 |
6.6 |
75.0% |
42.6 |
ATR |
16.4 |
16.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
306 |
386 |
80 |
26.1% |
10,595 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.3 |
1,116.3 |
1,086.1 |
|
R3 |
1,108.9 |
1,100.9 |
1,081.8 |
|
R2 |
1,093.5 |
1,093.5 |
1,080.4 |
|
R1 |
1,085.5 |
1,085.5 |
1,079.0 |
1,089.5 |
PP |
1,078.1 |
1,078.1 |
1,078.1 |
1,080.1 |
S1 |
1,070.1 |
1,070.1 |
1,076.2 |
1,074.1 |
S2 |
1,062.7 |
1,062.7 |
1,074.8 |
|
S3 |
1,047.3 |
1,054.7 |
1,073.4 |
|
S4 |
1,031.9 |
1,039.3 |
1,069.1 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.0 |
1,185.3 |
1,107.9 |
|
R3 |
1,158.4 |
1,142.7 |
1,096.2 |
|
R2 |
1,115.8 |
1,115.8 |
1,092.3 |
|
R1 |
1,100.1 |
1,100.1 |
1,088.4 |
1,108.0 |
PP |
1,073.2 |
1,073.2 |
1,073.2 |
1,077.1 |
S1 |
1,057.5 |
1,057.5 |
1,080.6 |
1,065.4 |
S2 |
1,030.6 |
1,030.6 |
1,076.7 |
|
S3 |
988.0 |
1,014.9 |
1,072.8 |
|
S4 |
945.4 |
972.3 |
1,061.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
18.4 |
1.7% |
74% |
False |
False |
679 |
10 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
17.5 |
1.6% |
74% |
False |
False |
21,273 |
20 |
1,097.4 |
1,046.2 |
51.2 |
4.8% |
15.8 |
1.5% |
61% |
False |
False |
94,147 |
40 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.6 |
1.4% |
22% |
False |
False |
117,561 |
60 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
16.0 |
1.5% |
22% |
False |
False |
122,279 |
80 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
16.0 |
1.5% |
22% |
False |
False |
127,932 |
100 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
16.0 |
1.5% |
22% |
False |
False |
124,664 |
120 |
1,202.2 |
1,046.2 |
156.0 |
14.5% |
15.6 |
1.5% |
20% |
False |
False |
105,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,151.5 |
2.618 |
1,126.3 |
1.618 |
1,110.9 |
1.000 |
1,101.4 |
0.618 |
1,095.5 |
HIGH |
1,086.0 |
0.618 |
1,080.1 |
0.500 |
1,078.3 |
0.382 |
1,076.5 |
LOW |
1,070.6 |
0.618 |
1,061.1 |
1.000 |
1,055.2 |
1.618 |
1,045.7 |
2.618 |
1,030.3 |
4.250 |
1,005.2 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,078.3 |
1,077.4 |
PP |
1,078.1 |
1,077.2 |
S1 |
1,077.8 |
1,077.0 |
|