Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,122.0 |
5,080.0 |
-42.0 |
-0.8% |
5,197.0 |
High |
5,145.0 |
5,126.0 |
-19.0 |
-0.4% |
5,290.0 |
Low |
5,097.0 |
5,066.0 |
-31.0 |
-0.6% |
5,117.0 |
Close |
5,109.0 |
5,081.0 |
-28.0 |
-0.5% |
5,155.0 |
Range |
48.0 |
60.0 |
12.0 |
25.0% |
173.0 |
ATR |
80.6 |
79.1 |
-1.5 |
-1.8% |
0.0 |
Volume |
24,740 |
35,637 |
10,897 |
44.0% |
137,277 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,271.0 |
5,236.0 |
5,114.0 |
|
R3 |
5,211.0 |
5,176.0 |
5,097.5 |
|
R2 |
5,151.0 |
5,151.0 |
5,092.0 |
|
R1 |
5,116.0 |
5,116.0 |
5,086.5 |
5,133.5 |
PP |
5,091.0 |
5,091.0 |
5,091.0 |
5,099.8 |
S1 |
5,056.0 |
5,056.0 |
5,075.5 |
5,073.5 |
S2 |
5,031.0 |
5,031.0 |
5,070.0 |
|
S3 |
4,971.0 |
4,996.0 |
5,064.5 |
|
S4 |
4,911.0 |
4,936.0 |
5,048.0 |
|
|
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 |
5,246.0 |
5,066.0 |
180.0 |
3.5% |
60.6 |
1.2% |
8% |
False |
True |
27,649 |
10 |
5,290.0 |
5,066.0 |
224.0 |
4.4% |
67.7 |
1.3% |
7% |
False |
True |
26,226 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.6% |
67.6 |
1.3% |
36% |
False |
False |
26,179 |
40 |
5,369.0 |
4,959.0 |
410.0 |
8.1% |
65.4 |
1.3% |
30% |
False |
False |
25,255 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
69.3 |
1.4% |
41% |
False |
False |
25,974 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
68.9 |
1.4% |
41% |
False |
False |
23,138 |
100 |
5,644.0 |
4,881.0 |
763.0 |
15.0% |
57.2 |
1.1% |
26% |
False |
False |
18,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,381.0 |
2.618 |
5,283.1 |
1.618 |
5,223.1 |
1.000 |
5,186.0 |
0.618 |
5,163.1 |
HIGH |
5,126.0 |
0.618 |
5,103.1 |
0.500 |
5,096.0 |
0.382 |
5,088.9 |
LOW |
5,066.0 |
0.618 |
5,028.9 |
1.000 |
5,006.0 |
1.618 |
4,968.9 |
2.618 |
4,908.9 |
4.250 |
4,811.0 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,096.0 |
5,156.0 |
PP |
5,091.0 |
5,131.0 |
S1 |
5,086.0 |
5,106.0 |
|