Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,920.0 |
4,956.0 |
36.0 |
0.7% |
5,203.0 |
High |
4,972.0 |
5,032.0 |
60.0 |
1.2% |
5,246.0 |
Low |
4,901.0 |
4,940.0 |
39.0 |
0.8% |
4,994.0 |
Close |
4,904.0 |
5,023.0 |
119.0 |
2.4% |
5,021.0 |
Range |
71.0 |
92.0 |
21.0 |
29.6% |
252.0 |
ATR |
79.3 |
82.7 |
3.5 |
4.4% |
0.0 |
Volume |
134,220 |
73,667 |
-60,553 |
-45.1% |
149,089 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,274.3 |
5,240.7 |
5,073.6 |
|
R3 |
5,182.3 |
5,148.7 |
5,048.3 |
|
R2 |
5,090.3 |
5,090.3 |
5,039.9 |
|
R1 |
5,056.7 |
5,056.7 |
5,031.4 |
5,073.5 |
PP |
4,998.3 |
4,998.3 |
4,998.3 |
5,006.8 |
S1 |
4,964.7 |
4,964.7 |
5,014.6 |
4,981.5 |
S2 |
4,906.3 |
4,906.3 |
5,006.1 |
|
S3 |
4,814.3 |
4,872.7 |
4,997.7 |
|
S4 |
4,722.3 |
4,780.7 |
4,972.4 |
|
|
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 |
5,079.0 |
4,901.0 |
178.0 |
3.5% |
74.0 |
1.5% |
69% |
False |
False |
73,931 |
10 |
5,246.0 |
4,901.0 |
345.0 |
6.9% |
67.3 |
1.3% |
35% |
False |
False |
50,790 |
20 |
5,294.0 |
4,901.0 |
393.0 |
7.8% |
67.6 |
1.3% |
31% |
False |
False |
37,913 |
40 |
5,369.0 |
4,901.0 |
468.0 |
9.3% |
68.2 |
1.4% |
26% |
False |
False |
31,947 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
68.9 |
1.4% |
29% |
False |
False |
29,770 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
69.7 |
1.4% |
29% |
False |
False |
27,743 |
100 |
5,644.0 |
4,881.0 |
763.0 |
15.2% |
60.7 |
1.2% |
19% |
False |
False |
22,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,423.0 |
2.618 |
5,272.9 |
1.618 |
5,180.9 |
1.000 |
5,124.0 |
0.618 |
5,088.9 |
HIGH |
5,032.0 |
0.618 |
4,996.9 |
0.500 |
4,986.0 |
0.382 |
4,975.1 |
LOW |
4,940.0 |
0.618 |
4,883.1 |
1.000 |
4,848.0 |
1.618 |
4,791.1 |
2.618 |
4,699.1 |
4.250 |
4,549.0 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,010.7 |
5,004.2 |
PP |
4,998.3 |
4,985.3 |
S1 |
4,986.0 |
4,966.5 |
|