Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,058.0 |
5,020.0 |
-38.0 |
-0.8% |
5,203.0 |
High |
5,079.0 |
5,071.0 |
-8.0 |
-0.2% |
5,246.0 |
Low |
4,994.0 |
5,014.0 |
20.0 |
0.4% |
4,994.0 |
Close |
5,038.0 |
5,021.0 |
-17.0 |
-0.3% |
5,021.0 |
Range |
85.0 |
57.0 |
-28.0 |
-32.9% |
252.0 |
ATR |
79.6 |
78.0 |
-1.6 |
-2.0% |
0.0 |
Volume |
37,140 |
26,302 |
-10,838 |
-29.2% |
149,089 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,206.3 |
5,170.7 |
5,052.4 |
|
R3 |
5,149.3 |
5,113.7 |
5,036.7 |
|
R2 |
5,092.3 |
5,092.3 |
5,031.5 |
|
R1 |
5,056.7 |
5,056.7 |
5,026.2 |
5,074.5 |
PP |
5,035.3 |
5,035.3 |
5,035.3 |
5,044.3 |
S1 |
4,999.7 |
4,999.7 |
5,015.8 |
5,017.5 |
S2 |
4,978.3 |
4,978.3 |
5,010.6 |
|
S3 |
4,921.3 |
4,942.7 |
5,005.3 |
|
S4 |
4,864.3 |
4,885.7 |
4,989.7 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,843.0 |
5,684.0 |
5,159.6 |
|
R3 |
5,591.0 |
5,432.0 |
5,090.3 |
|
R2 |
5,339.0 |
5,339.0 |
5,067.2 |
|
R1 |
5,180.0 |
5,180.0 |
5,044.1 |
5,133.5 |
PP |
5,087.0 |
5,087.0 |
5,087.0 |
5,063.8 |
S1 |
4,928.0 |
4,928.0 |
4,997.9 |
4,881.5 |
S2 |
4,835.0 |
4,835.0 |
4,974.8 |
|
S3 |
4,583.0 |
4,676.0 |
4,951.7 |
|
S4 |
4,331.0 |
4,424.0 |
4,882.4 |
|
|
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% |
70.2 |
1.4% |
11% |
False |
False |
29,817 |
10 |
5,290.0 |
4,994.0 |
296.0 |
5.9% |
65.9 |
1.3% |
9% |
False |
False |
28,636 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.7% |
67.9 |
1.4% |
19% |
False |
False |
26,822 |
40 |
5,369.0 |
4,959.0 |
410.0 |
8.2% |
66.4 |
1.3% |
15% |
False |
False |
25,706 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
68.6 |
1.4% |
29% |
False |
False |
26,049 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
69.4 |
1.4% |
29% |
False |
False |
23,930 |
100 |
5,644.0 |
4,881.0 |
763.0 |
15.2% |
58.6 |
1.2% |
18% |
False |
False |
19,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,313.3 |
2.618 |
5,220.2 |
1.618 |
5,163.2 |
1.000 |
5,128.0 |
0.618 |
5,106.2 |
HIGH |
5,071.0 |
0.618 |
5,049.2 |
0.500 |
5,042.5 |
0.382 |
5,035.8 |
LOW |
5,014.0 |
0.618 |
4,978.8 |
1.000 |
4,957.0 |
1.618 |
4,921.8 |
2.618 |
4,864.8 |
4.250 |
4,771.8 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,042.5 |
5,060.0 |
PP |
5,035.3 |
5,047.0 |
S1 |
5,028.2 |
5,034.0 |
|