Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,080.0 |
5,058.0 |
-22.0 |
-0.4% |
5,197.0 |
High |
5,126.0 |
5,079.0 |
-47.0 |
-0.9% |
5,290.0 |
Low |
5,066.0 |
4,994.0 |
-72.0 |
-1.4% |
5,117.0 |
Close |
5,081.0 |
5,038.0 |
-43.0 |
-0.8% |
5,155.0 |
Range |
60.0 |
85.0 |
25.0 |
41.7% |
173.0 |
ATR |
79.1 |
79.6 |
0.6 |
0.7% |
0.0 |
Volume |
35,637 |
37,140 |
1,503 |
4.2% |
137,277 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,292.0 |
5,250.0 |
5,084.8 |
|
R3 |
5,207.0 |
5,165.0 |
5,061.4 |
|
R2 |
5,122.0 |
5,122.0 |
5,053.6 |
|
R1 |
5,080.0 |
5,080.0 |
5,045.8 |
5,058.5 |
PP |
5,037.0 |
5,037.0 |
5,037.0 |
5,026.3 |
S1 |
4,995.0 |
4,995.0 |
5,030.2 |
4,973.5 |
S2 |
4,952.0 |
4,952.0 |
5,022.4 |
|
S3 |
4,867.0 |
4,910.0 |
5,014.6 |
|
S4 |
4,782.0 |
4,825.0 |
4,991.3 |
|
|
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 |
4,994.0 |
252.0 |
5.0% |
68.0 |
1.3% |
17% |
False |
True |
30,424 |
10 |
5,290.0 |
4,994.0 |
296.0 |
5.9% |
67.8 |
1.3% |
15% |
False |
True |
27,634 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.6% |
68.0 |
1.3% |
24% |
False |
False |
27,006 |
40 |
5,369.0 |
4,959.0 |
410.0 |
8.1% |
66.3 |
1.3% |
19% |
False |
False |
25,626 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
69.4 |
1.4% |
32% |
False |
False |
26,203 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
69.1 |
1.4% |
32% |
False |
False |
23,602 |
100 |
5,644.0 |
4,881.0 |
763.0 |
15.1% |
58.0 |
1.2% |
21% |
False |
False |
18,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,440.3 |
2.618 |
5,301.5 |
1.618 |
5,216.5 |
1.000 |
5,164.0 |
0.618 |
5,131.5 |
HIGH |
5,079.0 |
0.618 |
5,046.5 |
0.500 |
5,036.5 |
0.382 |
5,026.5 |
LOW |
4,994.0 |
0.618 |
4,941.5 |
1.000 |
4,909.0 |
1.618 |
4,856.5 |
2.618 |
4,771.5 |
4.250 |
4,632.8 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,037.5 |
5,069.5 |
PP |
5,037.0 |
5,059.0 |
S1 |
5,036.5 |
5,048.5 |
|