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 |
1,073.0 |
1,059.8 |
-13.2 |
-1.2% |
1,085.5 |
High |
1,077.3 |
1,067.9 |
-9.4 |
-0.9% |
1,086.1 |
Low |
1,058.1 |
1,057.4 |
-0.7 |
-0.1% |
1,061.7 |
Close |
1,063.4 |
1,061.6 |
-1.8 |
-0.2% |
1,075.7 |
Range |
19.2 |
10.5 |
-8.7 |
-45.3% |
24.4 |
ATR |
16.3 |
15.9 |
-0.4 |
-2.5% |
0.0 |
Volume |
121,860 |
115,316 |
-6,544 |
-5.4% |
630,650 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.8 |
1,088.2 |
1,067.4 |
|
R3 |
1,083.3 |
1,077.7 |
1,064.5 |
|
R2 |
1,072.8 |
1,072.8 |
1,063.5 |
|
R1 |
1,067.2 |
1,067.2 |
1,062.6 |
1,070.0 |
PP |
1,062.3 |
1,062.3 |
1,062.3 |
1,063.7 |
S1 |
1,056.7 |
1,056.7 |
1,060.6 |
1,059.5 |
S2 |
1,051.8 |
1,051.8 |
1,059.7 |
|
S3 |
1,041.3 |
1,046.2 |
1,058.7 |
|
S4 |
1,030.8 |
1,035.7 |
1,055.8 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.7 |
1,136.1 |
1,089.1 |
|
R3 |
1,123.3 |
1,111.7 |
1,082.4 |
|
R2 |
1,098.9 |
1,098.9 |
1,080.2 |
|
R1 |
1,087.3 |
1,087.3 |
1,077.9 |
1,080.9 |
PP |
1,074.5 |
1,074.5 |
1,074.5 |
1,071.3 |
S1 |
1,062.9 |
1,062.9 |
1,073.5 |
1,056.5 |
S2 |
1,050.1 |
1,050.1 |
1,071.2 |
|
S3 |
1,025.7 |
1,038.5 |
1,069.0 |
|
S4 |
1,001.3 |
1,014.1 |
1,062.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,085.0 |
1,057.4 |
27.6 |
2.6% |
14.1 |
1.3% |
15% |
False |
True |
126,047 |
10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.5 |
1.6% |
38% |
False |
False |
137,451 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
16.2 |
1.5% |
38% |
False |
False |
107,828 |
40 |
1,183.5 |
1,045.4 |
138.1 |
13.0% |
15.1 |
1.4% |
12% |
False |
False |
60,769 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
15.2 |
1.4% |
11% |
False |
False |
41,548 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.8 |
1.4% |
11% |
False |
False |
31,763 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.6 |
1.4% |
11% |
False |
False |
25,814 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.1 |
1.3% |
11% |
False |
False |
21,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,112.5 |
2.618 |
1,095.4 |
1.618 |
1,084.9 |
1.000 |
1,078.4 |
0.618 |
1,074.4 |
HIGH |
1,067.9 |
0.618 |
1,063.9 |
0.500 |
1,062.7 |
0.382 |
1,061.4 |
LOW |
1,057.4 |
0.618 |
1,050.9 |
1.000 |
1,046.9 |
1.618 |
1,040.4 |
2.618 |
1,029.9 |
4.250 |
1,012.8 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,062.7 |
1,068.3 |
PP |
1,062.3 |
1,066.0 |
S1 |
1,062.0 |
1,063.8 |
|