Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,371.0 |
3,359.0 |
-12.0 |
-0.4% |
3,484.0 |
High |
3,396.0 |
3,360.0 |
-36.0 |
-1.1% |
3,537.0 |
Low |
3,346.0 |
3,281.0 |
-65.0 |
-1.9% |
3,292.0 |
Close |
3,354.0 |
3,303.0 |
-51.0 |
-1.5% |
3,331.0 |
Range |
50.0 |
79.0 |
29.0 |
58.0% |
245.0 |
ATR |
75.9 |
76.1 |
0.2 |
0.3% |
0.0 |
Volume |
1,639,274 |
1,799,412 |
160,138 |
9.8% |
6,245,382 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,551.7 |
3,506.3 |
3,346.5 |
|
R3 |
3,472.7 |
3,427.3 |
3,324.7 |
|
R2 |
3,393.7 |
3,393.7 |
3,317.5 |
|
R1 |
3,348.3 |
3,348.3 |
3,310.2 |
3,331.5 |
PP |
3,314.7 |
3,314.7 |
3,314.7 |
3,306.3 |
S1 |
3,269.3 |
3,269.3 |
3,295.8 |
3,252.5 |
S2 |
3,235.7 |
3,235.7 |
3,288.5 |
|
S3 |
3,156.7 |
3,190.3 |
3,281.3 |
|
S4 |
3,077.7 |
3,111.3 |
3,259.6 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,121.7 |
3,971.3 |
3,465.8 |
|
R3 |
3,876.7 |
3,726.3 |
3,398.4 |
|
R2 |
3,631.7 |
3,631.7 |
3,375.9 |
|
R1 |
3,481.3 |
3,481.3 |
3,353.5 |
3,434.0 |
PP |
3,386.7 |
3,386.7 |
3,386.7 |
3,363.0 |
S1 |
3,236.3 |
3,236.3 |
3,308.5 |
3,189.0 |
S2 |
3,141.7 |
3,141.7 |
3,286.1 |
|
S3 |
2,896.7 |
2,991.3 |
3,263.6 |
|
S4 |
2,651.7 |
2,746.3 |
3,196.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,537.0 |
3,281.0 |
256.0 |
7.8% |
105.2 |
3.2% |
9% |
False |
True |
1,478,084 |
10 |
3,537.0 |
3,281.0 |
256.0 |
7.8% |
81.9 |
2.5% |
9% |
False |
True |
1,237,238 |
20 |
3,537.0 |
3,281.0 |
256.0 |
7.8% |
71.9 |
2.2% |
9% |
False |
True |
1,202,068 |
40 |
3,537.0 |
3,171.0 |
366.0 |
11.1% |
63.7 |
1.9% |
36% |
False |
False |
1,115,599 |
60 |
3,537.0 |
2,970.0 |
567.0 |
17.2% |
67.7 |
2.1% |
59% |
False |
False |
1,164,880 |
80 |
3,537.0 |
2,950.0 |
587.0 |
17.8% |
72.3 |
2.2% |
60% |
False |
False |
930,358 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.7% |
68.8 |
2.1% |
47% |
False |
False |
744,481 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.7% |
69.4 |
2.1% |
47% |
False |
False |
621,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,695.8 |
2.618 |
3,566.8 |
1.618 |
3,487.8 |
1.000 |
3,439.0 |
0.618 |
3,408.8 |
HIGH |
3,360.0 |
0.618 |
3,329.8 |
0.500 |
3,320.5 |
0.382 |
3,311.2 |
LOW |
3,281.0 |
0.618 |
3,232.2 |
1.000 |
3,202.0 |
1.618 |
3,153.2 |
2.618 |
3,074.2 |
4.250 |
2,945.3 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,320.5 |
3,338.5 |
PP |
3,314.7 |
3,326.7 |
S1 |
3,308.8 |
3,314.8 |
|