Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,114.2 |
1,134.2 |
20.0 |
1.8% |
1,185.0 |
High |
1,134.1 |
1,152.0 |
17.9 |
1.6% |
1,187.2 |
Low |
1,112.0 |
1,132.8 |
20.8 |
1.9% |
1,118.3 |
Close |
1,133.7 |
1,149.3 |
15.6 |
1.4% |
1,123.2 |
Range |
22.1 |
19.2 |
-2.9 |
-13.1% |
68.9 |
ATR |
20.6 |
20.5 |
-0.1 |
-0.5% |
0.0 |
Volume |
116,006 |
46,911 |
-69,095 |
-59.6% |
675,393 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.3 |
1,195.0 |
1,159.8 |
|
R3 |
1,183.0 |
1,175.8 |
1,154.5 |
|
R2 |
1,164.0 |
1,164.0 |
1,152.8 |
|
R1 |
1,156.5 |
1,156.5 |
1,151.0 |
1,160.3 |
PP |
1,144.8 |
1,144.8 |
1,144.8 |
1,146.5 |
S1 |
1,137.5 |
1,137.5 |
1,147.5 |
1,141.0 |
S2 |
1,125.5 |
1,125.5 |
1,145.8 |
|
S3 |
1,106.3 |
1,118.3 |
1,144.0 |
|
S4 |
1,087.0 |
1,099.0 |
1,138.8 |
|
|
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 |
1,155.1 |
1,107.0 |
48.1 |
4.2% |
22.5 |
2.0% |
88% |
False |
False |
112,634 |
10 |
1,200.2 |
1,107.0 |
93.2 |
8.1% |
23.5 |
2.0% |
45% |
False |
False |
120,694 |
20 |
1,208.0 |
1,107.0 |
101.0 |
8.8% |
19.5 |
1.7% |
42% |
False |
False |
99,795 |
40 |
1,208.0 |
1,107.0 |
101.0 |
8.8% |
19.8 |
1.7% |
42% |
False |
False |
102,830 |
60 |
1,208.0 |
1,073.2 |
134.8 |
11.7% |
21.0 |
1.8% |
56% |
False |
False |
103,887 |
80 |
1,208.0 |
1,073.2 |
134.8 |
11.7% |
21.0 |
1.8% |
56% |
False |
False |
92,676 |
100 |
1,237.6 |
1,073.2 |
164.4 |
14.3% |
20.0 |
1.7% |
46% |
False |
False |
74,177 |
120 |
1,264.7 |
1,073.2 |
191.5 |
16.7% |
17.3 |
1.5% |
40% |
False |
False |
61,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,233.5 |
2.618 |
1,202.3 |
1.618 |
1,183.0 |
1.000 |
1,171.3 |
0.618 |
1,163.8 |
HIGH |
1,152.0 |
0.618 |
1,144.8 |
0.500 |
1,142.5 |
0.382 |
1,140.3 |
LOW |
1,132.8 |
0.618 |
1,121.0 |
1.000 |
1,113.5 |
1.618 |
1,101.8 |
2.618 |
1,082.5 |
4.250 |
1,051.3 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,147.0 |
1,142.8 |
PP |
1,144.8 |
1,136.0 |
S1 |
1,142.5 |
1,129.5 |
|