Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,072.2 |
1,051.5 |
-20.7 |
-1.9% |
1,073.0 |
High |
1,072.7 |
1,071.0 |
-1.7 |
-0.2% |
1,077.9 |
Low |
1,046.8 |
1,050.0 |
3.2 |
0.3% |
1,046.8 |
Close |
1,049.6 |
1,065.0 |
15.4 |
1.5% |
1,065.0 |
Range |
25.9 |
21.0 |
-4.9 |
-18.9% |
31.1 |
ATR |
17.0 |
17.3 |
0.3 |
1.8% |
0.0 |
Volume |
168,666 |
122,220 |
-46,446 |
-27.5% |
671,208 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.0 |
1,116.0 |
1,076.6 |
|
R3 |
1,104.0 |
1,095.0 |
1,070.8 |
|
R2 |
1,083.0 |
1,083.0 |
1,068.9 |
|
R1 |
1,074.0 |
1,074.0 |
1,066.9 |
1,078.5 |
PP |
1,062.0 |
1,062.0 |
1,062.0 |
1,064.3 |
S1 |
1,053.0 |
1,053.0 |
1,063.1 |
1,057.5 |
S2 |
1,041.0 |
1,041.0 |
1,061.2 |
|
S3 |
1,020.0 |
1,032.0 |
1,059.2 |
|
S4 |
999.0 |
1,011.0 |
1,053.5 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.5 |
1,141.9 |
1,082.1 |
|
R3 |
1,125.4 |
1,110.8 |
1,073.6 |
|
R2 |
1,094.3 |
1,094.3 |
1,070.7 |
|
R1 |
1,079.7 |
1,079.7 |
1,067.9 |
1,071.5 |
PP |
1,063.2 |
1,063.2 |
1,063.2 |
1,059.1 |
S1 |
1,048.6 |
1,048.6 |
1,062.1 |
1,040.4 |
S2 |
1,032.1 |
1,032.1 |
1,059.3 |
|
S3 |
1,001.0 |
1,017.5 |
1,056.4 |
|
S4 |
969.9 |
986.4 |
1,047.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,077.9 |
1,046.8 |
31.1 |
2.9% |
18.9 |
1.8% |
59% |
False |
False |
134,241 |
10 |
1,086.1 |
1,046.8 |
39.3 |
3.7% |
16.8 |
1.6% |
46% |
False |
False |
130,185 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.0 |
1.6% |
46% |
False |
False |
126,041 |
40 |
1,183.5 |
1,045.4 |
138.1 |
13.0% |
15.8 |
1.5% |
14% |
False |
False |
71,453 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
15.4 |
1.4% |
13% |
False |
False |
48,644 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.8 |
1.4% |
13% |
False |
False |
37,062 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
15.0 |
1.4% |
13% |
False |
False |
29,927 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.4 |
1.4% |
13% |
False |
False |
25,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.3 |
2.618 |
1,126.0 |
1.618 |
1,105.0 |
1.000 |
1,092.0 |
0.618 |
1,084.0 |
HIGH |
1,071.0 |
0.618 |
1,063.0 |
0.500 |
1,060.5 |
0.382 |
1,058.0 |
LOW |
1,050.0 |
0.618 |
1,037.0 |
1.000 |
1,029.0 |
1.618 |
1,016.0 |
2.618 |
995.0 |
4.250 |
960.8 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,063.5 |
1,064.1 |
PP |
1,062.0 |
1,063.2 |
S1 |
1,060.5 |
1,062.4 |
|