Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,073.0 |
1,067.8 |
-5.2 |
-0.5% |
1,084.9 |
High |
1,076.3 |
1,079.4 |
3.1 |
0.3% |
1,086.5 |
Low |
1,071.7 |
1,064.4 |
-7.3 |
-0.7% |
1,064.4 |
Close |
1,073.1 |
1,076.9 |
3.8 |
0.4% |
1,076.9 |
Range |
4.6 |
15.0 |
10.4 |
226.1% |
22.1 |
ATR |
15.6 |
15.5 |
0.0 |
-0.3% |
0.0 |
Volume |
226 |
410 |
184 |
81.4% |
1,984 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.6 |
1,112.7 |
1,085.2 |
|
R3 |
1,103.6 |
1,097.7 |
1,081.0 |
|
R2 |
1,088.6 |
1,088.6 |
1,079.7 |
|
R1 |
1,082.7 |
1,082.7 |
1,078.3 |
1,085.7 |
PP |
1,073.6 |
1,073.6 |
1,073.6 |
1,075.0 |
S1 |
1,067.7 |
1,067.7 |
1,075.5 |
1,070.7 |
S2 |
1,058.6 |
1,058.6 |
1,074.2 |
|
S3 |
1,043.6 |
1,052.7 |
1,072.8 |
|
S4 |
1,028.6 |
1,037.7 |
1,068.7 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.2 |
1,131.7 |
1,089.1 |
|
R3 |
1,120.1 |
1,109.6 |
1,083.0 |
|
R2 |
1,098.0 |
1,098.0 |
1,081.0 |
|
R1 |
1,087.5 |
1,087.5 |
1,078.9 |
1,081.7 |
PP |
1,075.9 |
1,075.9 |
1,075.9 |
1,073.1 |
S1 |
1,065.4 |
1,065.4 |
1,074.9 |
1,059.6 |
S2 |
1,053.8 |
1,053.8 |
1,072.8 |
|
S3 |
1,031.7 |
1,043.3 |
1,070.8 |
|
S4 |
1,009.6 |
1,021.2 |
1,064.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,086.5 |
1,064.4 |
22.1 |
2.1% |
12.6 |
1.2% |
57% |
False |
True |
396 |
10 |
1,088.8 |
1,046.2 |
42.6 |
4.0% |
15.9 |
1.5% |
72% |
False |
False |
1,257 |
20 |
1,097.4 |
1,046.2 |
51.2 |
4.8% |
15.5 |
1.4% |
60% |
False |
False |
75,178 |
40 |
1,184.8 |
1,046.2 |
138.6 |
12.9% |
15.0 |
1.4% |
22% |
False |
False |
107,770 |
60 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.6 |
1.5% |
21% |
False |
False |
117,710 |
80 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.8 |
1.5% |
21% |
False |
False |
124,511 |
100 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.9 |
1.5% |
21% |
False |
False |
124,025 |
120 |
1,191.7 |
1,046.2 |
145.5 |
13.5% |
15.6 |
1.4% |
21% |
False |
False |
105,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.2 |
2.618 |
1,118.7 |
1.618 |
1,103.7 |
1.000 |
1,094.4 |
0.618 |
1,088.7 |
HIGH |
1,079.4 |
0.618 |
1,073.7 |
0.500 |
1,071.9 |
0.382 |
1,070.1 |
LOW |
1,064.4 |
0.618 |
1,055.1 |
1.000 |
1,049.4 |
1.618 |
1,040.1 |
2.618 |
1,025.1 |
4.250 |
1,000.7 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.2 |
1,076.3 |
PP |
1,073.6 |
1,075.8 |
S1 |
1,071.9 |
1,075.2 |
|