Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,051.5 |
1,065.2 |
13.7 |
1.3% |
1,073.0 |
High |
1,071.0 |
1,081.4 |
10.4 |
1.0% |
1,077.9 |
Low |
1,050.0 |
1,063.1 |
13.1 |
1.2% |
1,046.8 |
Close |
1,065.0 |
1,080.6 |
15.6 |
1.5% |
1,065.0 |
Range |
21.0 |
18.3 |
-2.7 |
-12.9% |
31.1 |
ATR |
17.3 |
17.4 |
0.1 |
0.4% |
0.0 |
Volume |
122,220 |
122,217 |
-3 |
0.0% |
671,208 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.9 |
1,123.6 |
1,090.7 |
|
R3 |
1,111.6 |
1,105.3 |
1,085.6 |
|
R2 |
1,093.3 |
1,093.3 |
1,084.0 |
|
R1 |
1,087.0 |
1,087.0 |
1,082.3 |
1,090.2 |
PP |
1,075.0 |
1,075.0 |
1,075.0 |
1,076.6 |
S1 |
1,068.7 |
1,068.7 |
1,078.9 |
1,071.9 |
S2 |
1,056.7 |
1,056.7 |
1,077.2 |
|
S3 |
1,038.4 |
1,050.4 |
1,075.6 |
|
S4 |
1,020.1 |
1,032.1 |
1,070.5 |
|
|
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 |
1,081.4 |
1,046.8 |
34.6 |
3.2% |
18.7 |
1.7% |
98% |
True |
False |
134,313 |
10 |
1,085.0 |
1,046.8 |
38.2 |
3.5% |
16.5 |
1.5% |
88% |
False |
False |
131,470 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.2 |
1.6% |
82% |
False |
False |
129,680 |
40 |
1,183.5 |
1,045.4 |
138.1 |
12.8% |
15.8 |
1.5% |
25% |
False |
False |
74,465 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.5 |
1.4% |
24% |
False |
False |
50,597 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.9 |
1.4% |
24% |
False |
False |
38,577 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.0 |
1.4% |
24% |
False |
False |
31,144 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.5 |
1.3% |
24% |
False |
False |
26,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.2 |
2.618 |
1,129.3 |
1.618 |
1,111.0 |
1.000 |
1,099.7 |
0.618 |
1,092.7 |
HIGH |
1,081.4 |
0.618 |
1,074.4 |
0.500 |
1,072.3 |
0.382 |
1,070.1 |
LOW |
1,063.1 |
0.618 |
1,051.8 |
1.000 |
1,044.8 |
1.618 |
1,033.5 |
2.618 |
1,015.2 |
4.250 |
985.3 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,077.8 |
1,075.1 |
PP |
1,075.0 |
1,069.6 |
S1 |
1,072.3 |
1,064.1 |
|