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 |
5,203.0 |
5,122.0 |
-81.0 |
-1.6% |
5,197.0 |
High |
5,246.0 |
5,145.0 |
-101.0 |
-1.9% |
5,290.0 |
Low |
5,145.0 |
5,097.0 |
-48.0 |
-0.9% |
5,117.0 |
Close |
5,149.0 |
5,109.0 |
-40.0 |
-0.8% |
5,155.0 |
Range |
101.0 |
48.0 |
-53.0 |
-52.5% |
173.0 |
ATR |
82.7 |
80.6 |
-2.2 |
-2.7% |
0.0 |
Volume |
25,270 |
24,740 |
-530 |
-2.1% |
137,277 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.0 |
5,233.0 |
5,135.4 |
|
R3 |
5,213.0 |
5,185.0 |
5,122.2 |
|
R2 |
5,165.0 |
5,165.0 |
5,117.8 |
|
R1 |
5,137.0 |
5,137.0 |
5,113.4 |
5,127.0 |
PP |
5,117.0 |
5,117.0 |
5,117.0 |
5,112.0 |
S1 |
5,089.0 |
5,089.0 |
5,104.6 |
5,079.0 |
S2 |
5,069.0 |
5,069.0 |
5,100.2 |
|
S3 |
5,021.0 |
5,041.0 |
5,095.8 |
|
S4 |
4,973.0 |
4,993.0 |
5,082.6 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,706.3 |
5,603.7 |
5,250.2 |
|
R3 |
5,533.3 |
5,430.7 |
5,202.6 |
|
R2 |
5,360.3 |
5,360.3 |
5,186.7 |
|
R1 |
5,257.7 |
5,257.7 |
5,170.9 |
5,222.5 |
PP |
5,187.3 |
5,187.3 |
5,187.3 |
5,169.8 |
S1 |
5,084.7 |
5,084.7 |
5,139.1 |
5,049.5 |
S2 |
5,014.3 |
5,014.3 |
5,123.3 |
|
S3 |
4,841.3 |
4,911.7 |
5,107.4 |
|
S4 |
4,668.3 |
4,738.7 |
5,059.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,283.0 |
5,097.0 |
186.0 |
3.6% |
57.6 |
1.1% |
6% |
False |
True |
24,338 |
10 |
5,290.0 |
5,097.0 |
193.0 |
3.8% |
67.4 |
1.3% |
6% |
False |
True |
24,526 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.6% |
66.9 |
1.3% |
45% |
False |
False |
25,551 |
40 |
5,369.0 |
4,959.0 |
410.0 |
8.0% |
65.2 |
1.3% |
37% |
False |
False |
24,910 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
69.8 |
1.4% |
47% |
False |
False |
26,381 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
68.1 |
1.3% |
47% |
False |
False |
22,693 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.9% |
56.6 |
1.1% |
30% |
False |
False |
18,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,349.0 |
2.618 |
5,270.7 |
1.618 |
5,222.7 |
1.000 |
5,193.0 |
0.618 |
5,174.7 |
HIGH |
5,145.0 |
0.618 |
5,126.7 |
0.500 |
5,121.0 |
0.382 |
5,115.3 |
LOW |
5,097.0 |
0.618 |
5,067.3 |
1.000 |
5,049.0 |
1.618 |
5,019.3 |
2.618 |
4,971.3 |
4.250 |
4,893.0 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,121.0 |
5,171.5 |
PP |
5,117.0 |
5,150.7 |
S1 |
5,113.0 |
5,129.8 |
|