Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,950.0 |
4,920.0 |
-30.0 |
-0.6% |
5,203.0 |
High |
4,982.0 |
4,972.0 |
-10.0 |
-0.2% |
5,246.0 |
Low |
4,917.0 |
4,901.0 |
-16.0 |
-0.3% |
4,994.0 |
Close |
4,921.0 |
4,904.0 |
-17.0 |
-0.3% |
5,021.0 |
Range |
65.0 |
71.0 |
6.0 |
9.2% |
252.0 |
ATR |
79.9 |
79.3 |
-0.6 |
-0.8% |
0.0 |
Volume |
98,326 |
134,220 |
35,894 |
36.5% |
149,089 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,138.7 |
5,092.3 |
4,943.1 |
|
R3 |
5,067.7 |
5,021.3 |
4,923.5 |
|
R2 |
4,996.7 |
4,996.7 |
4,917.0 |
|
R1 |
4,950.3 |
4,950.3 |
4,910.5 |
4,938.0 |
PP |
4,925.7 |
4,925.7 |
4,925.7 |
4,919.5 |
S1 |
4,879.3 |
4,879.3 |
4,897.5 |
4,867.0 |
S2 |
4,854.7 |
4,854.7 |
4,891.0 |
|
S3 |
4,783.7 |
4,808.3 |
4,884.5 |
|
S4 |
4,712.7 |
4,737.3 |
4,865.0 |
|
|
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 |
5,126.0 |
4,901.0 |
225.0 |
4.6% |
67.6 |
1.4% |
1% |
False |
True |
66,325 |
10 |
5,283.0 |
4,901.0 |
382.0 |
7.8% |
62.6 |
1.3% |
1% |
False |
True |
45,331 |
20 |
5,294.0 |
4,901.0 |
393.0 |
8.0% |
66.3 |
1.4% |
1% |
False |
True |
35,358 |
40 |
5,369.0 |
4,901.0 |
468.0 |
9.5% |
67.7 |
1.4% |
1% |
False |
True |
30,584 |
60 |
5,369.0 |
4,881.0 |
488.0 |
10.0% |
68.5 |
1.4% |
5% |
False |
False |
29,053 |
80 |
5,369.0 |
4,881.0 |
488.0 |
10.0% |
69.0 |
1.4% |
5% |
False |
False |
26,828 |
100 |
5,644.0 |
4,881.0 |
763.0 |
15.6% |
59.7 |
1.2% |
3% |
False |
False |
21,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,273.8 |
2.618 |
5,157.9 |
1.618 |
5,086.9 |
1.000 |
5,043.0 |
0.618 |
5,015.9 |
HIGH |
4,972.0 |
0.618 |
4,944.9 |
0.500 |
4,936.5 |
0.382 |
4,928.1 |
LOW |
4,901.0 |
0.618 |
4,857.1 |
1.000 |
4,830.0 |
1.618 |
4,786.1 |
2.618 |
4,715.1 |
4.250 |
4,599.3 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,936.5 |
4,986.0 |
PP |
4,925.7 |
4,958.7 |
S1 |
4,914.8 |
4,931.3 |
|