Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,069.7 |
1,074.3 |
4.6 |
0.4% |
1,056.0 |
High |
1,078.4 |
1,085.0 |
6.6 |
0.6% |
1,088.3 |
Low |
1,066.8 |
1,068.7 |
1.9 |
0.2% |
1,045.4 |
Close |
1,075.3 |
1,076.5 |
1.2 |
0.1% |
1,084.1 |
Range |
11.6 |
16.3 |
4.7 |
40.5% |
42.9 |
ATR |
16.6 |
16.6 |
0.0 |
-0.1% |
0.0 |
Volume |
128,216 |
140,705 |
12,489 |
9.7% |
741,427 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.6 |
1,117.4 |
1,085.5 |
|
R3 |
1,109.3 |
1,101.1 |
1,081.0 |
|
R2 |
1,093.0 |
1,093.0 |
1,079.5 |
|
R1 |
1,084.8 |
1,084.8 |
1,078.0 |
1,088.9 |
PP |
1,076.7 |
1,076.7 |
1,076.7 |
1,078.8 |
S1 |
1,068.5 |
1,068.5 |
1,075.0 |
1,072.6 |
S2 |
1,060.4 |
1,060.4 |
1,073.5 |
|
S3 |
1,044.1 |
1,052.2 |
1,072.0 |
|
S4 |
1,027.8 |
1,035.9 |
1,067.5 |
|
|
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% |
19.8 |
1.8% |
72% |
False |
False |
152,192 |
10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
18.4 |
1.7% |
72% |
False |
False |
140,720 |
20 |
1,098.0 |
1,045.4 |
52.6 |
4.9% |
16.1 |
1.5% |
59% |
False |
False |
89,691 |
40 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.3 |
1.4% |
21% |
False |
False |
48,798 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.3 |
1.4% |
21% |
False |
False |
33,567 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.0 |
1.4% |
21% |
False |
False |
25,702 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.6 |
1.4% |
21% |
False |
False |
21,000 |
120 |
1,202.7 |
1,045.4 |
157.3 |
14.6% |
14.0 |
1.3% |
20% |
False |
False |
17,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.3 |
2.618 |
1,127.7 |
1.618 |
1,111.4 |
1.000 |
1,101.3 |
0.618 |
1,095.1 |
HIGH |
1,085.0 |
0.618 |
1,078.8 |
0.500 |
1,076.9 |
0.382 |
1,074.9 |
LOW |
1,068.7 |
0.618 |
1,058.6 |
1.000 |
1,052.4 |
1.618 |
1,042.3 |
2.618 |
1,026.0 |
4.250 |
999.4 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,076.9 |
1,076.2 |
PP |
1,076.7 |
1,075.9 |
S1 |
1,076.6 |
1,075.6 |
|