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 |
1,060.3 |
1,072.2 |
11.9 |
1.1% |
1,085.5 |
High |
1,077.9 |
1,072.7 |
-5.2 |
-0.5% |
1,086.1 |
Low |
1,060.2 |
1,046.8 |
-13.4 |
-1.3% |
1,061.7 |
Close |
1,076.8 |
1,049.6 |
-27.2 |
-2.5% |
1,075.7 |
Range |
17.7 |
25.9 |
8.2 |
46.3% |
24.4 |
ATR |
16.0 |
17.0 |
1.0 |
6.2% |
0.0 |
Volume |
143,146 |
168,666 |
25,520 |
17.8% |
630,650 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.1 |
1,117.7 |
1,063.8 |
|
R3 |
1,108.2 |
1,091.8 |
1,056.7 |
|
R2 |
1,082.3 |
1,082.3 |
1,054.3 |
|
R1 |
1,065.9 |
1,065.9 |
1,052.0 |
1,061.2 |
PP |
1,056.4 |
1,056.4 |
1,056.4 |
1,054.0 |
S1 |
1,040.0 |
1,040.0 |
1,047.2 |
1,035.3 |
S2 |
1,030.5 |
1,030.5 |
1,044.9 |
|
S3 |
1,004.6 |
1,014.1 |
1,042.5 |
|
S4 |
978.7 |
988.2 |
1,035.4 |
|
|
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 |
1,046.8 |
32.3 |
3.1% |
18.1 |
1.7% |
9% |
False |
True |
140,322 |
10 |
1,088.3 |
1,046.8 |
41.5 |
4.0% |
17.8 |
1.7% |
7% |
False |
True |
138,853 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.1% |
16.8 |
1.6% |
10% |
False |
False |
121,306 |
40 |
1,183.5 |
1,045.4 |
138.1 |
13.2% |
15.5 |
1.5% |
3% |
False |
False |
68,440 |
60 |
1,192.1 |
1,045.4 |
146.7 |
14.0% |
15.5 |
1.5% |
3% |
False |
False |
46,684 |
80 |
1,192.1 |
1,045.4 |
146.7 |
14.0% |
14.9 |
1.4% |
3% |
False |
False |
35,545 |
100 |
1,192.1 |
1,045.4 |
146.7 |
14.0% |
14.8 |
1.4% |
3% |
False |
False |
28,734 |
120 |
1,192.1 |
1,045.4 |
146.7 |
14.0% |
14.3 |
1.4% |
3% |
False |
False |
24,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,182.8 |
2.618 |
1,140.5 |
1.618 |
1,114.6 |
1.000 |
1,098.6 |
0.618 |
1,088.7 |
HIGH |
1,072.7 |
0.618 |
1,062.8 |
0.500 |
1,059.8 |
0.382 |
1,056.7 |
LOW |
1,046.8 |
0.618 |
1,030.8 |
1.000 |
1,020.9 |
1.618 |
1,004.9 |
2.618 |
979.0 |
4.250 |
936.7 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,059.8 |
1,062.4 |
PP |
1,056.4 |
1,058.1 |
S1 |
1,053.0 |
1,053.9 |
|