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 |
1,059.8 |
1,060.3 |
0.5 |
0.0% |
1,085.5 |
High |
1,067.9 |
1,077.9 |
10.0 |
0.9% |
1,086.1 |
Low |
1,057.4 |
1,060.2 |
2.8 |
0.3% |
1,061.7 |
Close |
1,061.6 |
1,076.8 |
15.2 |
1.4% |
1,075.7 |
Range |
10.5 |
17.7 |
7.2 |
68.6% |
24.4 |
ATR |
15.9 |
16.0 |
0.1 |
0.8% |
0.0 |
Volume |
115,316 |
143,146 |
27,830 |
24.1% |
630,650 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.7 |
1,118.5 |
1,086.5 |
|
R3 |
1,107.0 |
1,100.8 |
1,081.7 |
|
R2 |
1,089.3 |
1,089.3 |
1,080.0 |
|
R1 |
1,083.1 |
1,083.1 |
1,078.4 |
1,086.2 |
PP |
1,071.6 |
1,071.6 |
1,071.6 |
1,073.2 |
S1 |
1,065.4 |
1,065.4 |
1,075.2 |
1,068.5 |
S2 |
1,053.9 |
1,053.9 |
1,073.6 |
|
S3 |
1,036.2 |
1,047.7 |
1,071.9 |
|
S4 |
1,018.5 |
1,030.0 |
1,067.1 |
|
|
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 |
1,079.1 |
1,057.4 |
21.7 |
2.0% |
14.4 |
1.3% |
89% |
False |
False |
126,535 |
10 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.1 |
1.6% |
73% |
False |
False |
139,364 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
16.1 |
1.5% |
73% |
False |
False |
114,113 |
40 |
1,183.5 |
1,045.4 |
138.1 |
12.8% |
15.2 |
1.4% |
23% |
False |
False |
64,264 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.2 |
1.4% |
21% |
False |
False |
43,895 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.8 |
1.4% |
21% |
False |
False |
33,453 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.6 |
1.4% |
21% |
False |
False |
27,237 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.2 |
1.3% |
21% |
False |
False |
22,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.1 |
2.618 |
1,124.2 |
1.618 |
1,106.5 |
1.000 |
1,095.6 |
0.618 |
1,088.8 |
HIGH |
1,077.9 |
0.618 |
1,071.1 |
0.500 |
1,069.1 |
0.382 |
1,067.0 |
LOW |
1,060.2 |
0.618 |
1,049.3 |
1.000 |
1,042.5 |
1.618 |
1,031.6 |
2.618 |
1,013.9 |
4.250 |
985.0 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,074.2 |
1,073.8 |
PP |
1,071.6 |
1,070.7 |
S1 |
1,069.1 |
1,067.7 |
|