Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,020.0 |
4,950.0 |
-70.0 |
-1.4% |
5,203.0 |
High |
5,071.0 |
4,982.0 |
-89.0 |
-1.8% |
5,246.0 |
Low |
5,014.0 |
4,917.0 |
-97.0 |
-1.9% |
4,994.0 |
Close |
5,021.0 |
4,921.0 |
-100.0 |
-2.0% |
5,021.0 |
Range |
57.0 |
65.0 |
8.0 |
14.0% |
252.0 |
ATR |
78.0 |
79.9 |
1.9 |
2.4% |
0.0 |
Volume |
26,302 |
98,326 |
72,024 |
273.8% |
149,089 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,135.0 |
5,093.0 |
4,956.8 |
|
R3 |
5,070.0 |
5,028.0 |
4,938.9 |
|
R2 |
5,005.0 |
5,005.0 |
4,932.9 |
|
R1 |
4,963.0 |
4,963.0 |
4,927.0 |
4,951.5 |
PP |
4,940.0 |
4,940.0 |
4,940.0 |
4,934.3 |
S1 |
4,898.0 |
4,898.0 |
4,915.0 |
4,886.5 |
S2 |
4,875.0 |
4,875.0 |
4,909.1 |
|
S3 |
4,810.0 |
4,833.0 |
4,903.1 |
|
S4 |
4,745.0 |
4,768.0 |
4,885.3 |
|
|
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 |
5,145.0 |
4,917.0 |
228.0 |
4.6% |
63.0 |
1.3% |
2% |
False |
True |
44,429 |
10 |
5,290.0 |
4,917.0 |
373.0 |
7.6% |
67.1 |
1.4% |
1% |
False |
True |
35,849 |
20 |
5,294.0 |
4,917.0 |
377.0 |
7.7% |
67.4 |
1.4% |
1% |
False |
True |
30,466 |
40 |
5,369.0 |
4,917.0 |
452.0 |
9.2% |
66.9 |
1.4% |
1% |
False |
True |
27,708 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.9% |
68.4 |
1.4% |
8% |
False |
False |
27,170 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.9% |
68.9 |
1.4% |
8% |
False |
False |
25,157 |
100 |
5,644.0 |
4,881.0 |
763.0 |
15.5% |
59.3 |
1.2% |
5% |
False |
False |
20,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,258.3 |
2.618 |
5,152.2 |
1.618 |
5,087.2 |
1.000 |
5,047.0 |
0.618 |
5,022.2 |
HIGH |
4,982.0 |
0.618 |
4,957.2 |
0.500 |
4,949.5 |
0.382 |
4,941.8 |
LOW |
4,917.0 |
0.618 |
4,876.8 |
1.000 |
4,852.0 |
1.618 |
4,811.8 |
2.618 |
4,746.8 |
4.250 |
4,640.8 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,949.5 |
4,998.0 |
PP |
4,940.0 |
4,972.3 |
S1 |
4,930.5 |
4,946.7 |
|