Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,085.5 |
1,069.7 |
-15.8 |
-1.5% |
1,056.0 |
High |
1,086.1 |
1,078.4 |
-7.7 |
-0.7% |
1,088.3 |
Low |
1,065.0 |
1,066.8 |
1.8 |
0.2% |
1,045.4 |
Close |
1,075.2 |
1,075.3 |
0.1 |
0.0% |
1,084.1 |
Range |
21.1 |
11.6 |
-9.5 |
-45.0% |
42.9 |
ATR |
17.0 |
16.6 |
-0.4 |
-2.3% |
0.0 |
Volume |
109,372 |
128,216 |
18,844 |
17.2% |
741,427 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.3 |
1,103.4 |
1,081.7 |
|
R3 |
1,096.7 |
1,091.8 |
1,078.5 |
|
R2 |
1,085.1 |
1,085.1 |
1,077.4 |
|
R1 |
1,080.2 |
1,080.2 |
1,076.4 |
1,082.7 |
PP |
1,073.5 |
1,073.5 |
1,073.5 |
1,074.7 |
S1 |
1,068.6 |
1,068.6 |
1,074.2 |
1,071.1 |
S2 |
1,061.9 |
1,061.9 |
1,073.2 |
|
S3 |
1,050.3 |
1,057.0 |
1,072.1 |
|
S4 |
1,038.7 |
1,045.4 |
1,068.9 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.3 |
1,185.6 |
1,107.7 |
|
R3 |
1,158.4 |
1,142.7 |
1,095.9 |
|
R2 |
1,115.5 |
1,115.5 |
1,092.0 |
|
R1 |
1,099.8 |
1,099.8 |
1,088.0 |
1,107.7 |
PP |
1,072.6 |
1,072.6 |
1,072.6 |
1,076.5 |
S1 |
1,056.9 |
1,056.9 |
1,080.2 |
1,064.8 |
S2 |
1,029.7 |
1,029.7 |
1,076.2 |
|
S3 |
986.8 |
1,014.0 |
1,072.3 |
|
S4 |
943.9 |
971.1 |
1,060.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
20.9 |
1.9% |
70% |
False |
False |
148,856 |
10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
18.1 |
1.7% |
70% |
False |
False |
133,752 |
20 |
1,098.0 |
1,045.4 |
52.6 |
4.9% |
15.8 |
1.5% |
57% |
False |
False |
84,148 |
40 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.2 |
1.4% |
20% |
False |
False |
45,485 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.1 |
1.4% |
20% |
False |
False |
31,230 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.9 |
1.4% |
20% |
False |
False |
23,952 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.8 |
1.4% |
20% |
False |
False |
19,610 |
120 |
1,206.9 |
1,045.4 |
161.5 |
15.0% |
13.9 |
1.3% |
19% |
False |
False |
16,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,127.7 |
2.618 |
1,108.8 |
1.618 |
1,097.2 |
1.000 |
1,090.0 |
0.618 |
1,085.6 |
HIGH |
1,078.4 |
0.618 |
1,074.0 |
0.500 |
1,072.6 |
0.382 |
1,071.2 |
LOW |
1,066.8 |
0.618 |
1,059.6 |
1.000 |
1,055.2 |
1.618 |
1,048.0 |
2.618 |
1,036.4 |
4.250 |
1,017.5 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,074.4 |
1,074.5 |
PP |
1,073.5 |
1,073.6 |
S1 |
1,072.6 |
1,072.8 |
|