Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,956.0 |
5,063.0 |
107.0 |
2.2% |
5,203.0 |
High |
5,032.0 |
5,098.0 |
66.0 |
1.3% |
5,246.0 |
Low |
4,940.0 |
5,063.0 |
123.0 |
2.5% |
4,994.0 |
Close |
5,023.0 |
5,093.0 |
70.0 |
1.4% |
5,021.0 |
Range |
92.0 |
35.0 |
-57.0 |
-62.0% |
252.0 |
ATR |
82.7 |
82.2 |
-0.6 |
-0.7% |
0.0 |
Volume |
73,667 |
909 |
-72,758 |
-98.8% |
149,089 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,189.7 |
5,176.3 |
5,112.3 |
|
R3 |
5,154.7 |
5,141.3 |
5,102.6 |
|
R2 |
5,119.7 |
5,119.7 |
5,099.4 |
|
R1 |
5,106.3 |
5,106.3 |
5,096.2 |
5,113.0 |
PP |
5,084.7 |
5,084.7 |
5,084.7 |
5,088.0 |
S1 |
5,071.3 |
5,071.3 |
5,089.8 |
5,078.0 |
S2 |
5,049.7 |
5,049.7 |
5,086.6 |
|
S3 |
5,014.7 |
5,036.3 |
5,083.4 |
|
S4 |
4,979.7 |
5,001.3 |
5,073.8 |
|
|
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 |
5,098.0 |
4,901.0 |
197.0 |
3.9% |
64.0 |
1.3% |
97% |
True |
False |
66,684 |
10 |
5,246.0 |
4,901.0 |
345.0 |
6.8% |
66.0 |
1.3% |
56% |
False |
False |
48,554 |
20 |
5,294.0 |
4,901.0 |
393.0 |
7.7% |
64.5 |
1.3% |
49% |
False |
False |
36,286 |
40 |
5,369.0 |
4,901.0 |
468.0 |
9.2% |
67.7 |
1.3% |
41% |
False |
False |
31,433 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
68.5 |
1.3% |
43% |
False |
False |
29,347 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
70.1 |
1.4% |
43% |
False |
False |
27,748 |
100 |
5,644.0 |
4,881.0 |
763.0 |
15.0% |
61.0 |
1.2% |
28% |
False |
False |
22,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,246.8 |
2.618 |
5,189.6 |
1.618 |
5,154.6 |
1.000 |
5,133.0 |
0.618 |
5,119.6 |
HIGH |
5,098.0 |
0.618 |
5,084.6 |
0.500 |
5,080.5 |
0.382 |
5,076.4 |
LOW |
5,063.0 |
0.618 |
5,041.4 |
1.000 |
5,028.0 |
1.618 |
5,006.4 |
2.618 |
4,971.4 |
4.250 |
4,914.3 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,088.8 |
5,061.8 |
PP |
5,084.7 |
5,030.7 |
S1 |
5,080.5 |
4,999.5 |
|