Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,123.2 |
1,114.2 |
-9.0 |
-0.8% |
1,185.0 |
High |
1,130.4 |
1,134.1 |
3.7 |
0.3% |
1,187.2 |
Low |
1,107.0 |
1,112.0 |
5.0 |
0.5% |
1,118.3 |
Close |
1,112.6 |
1,133.7 |
21.1 |
1.9% |
1,123.2 |
Range |
23.4 |
22.1 |
-1.3 |
-5.6% |
68.9 |
ATR |
20.5 |
20.6 |
0.1 |
0.5% |
0.0 |
Volume |
130,408 |
116,006 |
-14,402 |
-11.0% |
675,393 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.0 |
1,185.5 |
1,145.8 |
|
R3 |
1,170.8 |
1,163.3 |
1,139.8 |
|
R2 |
1,148.8 |
1,148.8 |
1,137.8 |
|
R1 |
1,141.3 |
1,141.3 |
1,135.8 |
1,145.0 |
PP |
1,126.5 |
1,126.5 |
1,126.5 |
1,128.5 |
S1 |
1,119.0 |
1,119.0 |
1,131.8 |
1,122.8 |
S2 |
1,104.5 |
1,104.5 |
1,129.8 |
|
S3 |
1,082.5 |
1,097.0 |
1,127.5 |
|
S4 |
1,060.3 |
1,075.0 |
1,121.5 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.5 |
1,305.3 |
1,161.0 |
|
R3 |
1,280.8 |
1,236.5 |
1,142.3 |
|
R2 |
1,211.8 |
1,211.8 |
1,135.8 |
|
R1 |
1,167.5 |
1,167.5 |
1,129.5 |
1,155.3 |
PP |
1,143.0 |
1,143.0 |
1,143.0 |
1,136.8 |
S1 |
1,098.5 |
1,098.5 |
1,117.0 |
1,086.3 |
S2 |
1,074.0 |
1,074.0 |
1,110.5 |
|
S3 |
1,005.0 |
1,029.8 |
1,104.3 |
|
S4 |
936.3 |
960.8 |
1,085.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,166.0 |
1,107.0 |
59.0 |
5.2% |
23.8 |
2.1% |
45% |
False |
False |
136,802 |
10 |
1,206.8 |
1,107.0 |
99.8 |
8.8% |
23.5 |
2.1% |
27% |
False |
False |
124,344 |
20 |
1,208.0 |
1,107.0 |
101.0 |
8.9% |
19.3 |
1.7% |
26% |
False |
False |
102,658 |
40 |
1,208.0 |
1,107.0 |
101.0 |
8.9% |
19.5 |
1.7% |
26% |
False |
False |
103,272 |
60 |
1,208.0 |
1,073.2 |
134.8 |
11.9% |
21.0 |
1.9% |
45% |
False |
False |
104,842 |
80 |
1,208.0 |
1,073.2 |
134.8 |
11.9% |
21.8 |
1.9% |
45% |
False |
False |
92,093 |
100 |
1,237.6 |
1,073.2 |
164.4 |
14.5% |
20.0 |
1.8% |
37% |
False |
False |
73,708 |
120 |
1,264.7 |
1,073.2 |
191.5 |
16.9% |
17.3 |
1.5% |
32% |
False |
False |
61,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.0 |
2.618 |
1,192.0 |
1.618 |
1,169.8 |
1.000 |
1,156.3 |
0.618 |
1,147.8 |
HIGH |
1,134.0 |
0.618 |
1,125.8 |
0.500 |
1,123.0 |
0.382 |
1,120.5 |
LOW |
1,112.0 |
0.618 |
1,098.3 |
1.000 |
1,090.0 |
1.618 |
1,076.3 |
2.618 |
1,054.3 |
4.250 |
1,018.0 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,130.3 |
1,132.3 |
PP |
1,126.5 |
1,130.8 |
S1 |
1,123.0 |
1,129.3 |
|