Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,065.2 |
1,078.0 |
12.8 |
1.2% |
1,073.0 |
High |
1,081.4 |
1,080.3 |
-1.1 |
-0.1% |
1,077.9 |
Low |
1,063.1 |
1,071.2 |
8.1 |
0.8% |
1,046.8 |
Close |
1,080.6 |
1,074.1 |
-6.5 |
-0.6% |
1,065.0 |
Range |
18.3 |
9.1 |
-9.2 |
-50.3% |
31.1 |
ATR |
17.4 |
16.8 |
-0.6 |
-3.3% |
0.0 |
Volume |
122,217 |
80,660 |
-41,557 |
-34.0% |
671,208 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.5 |
1,097.4 |
1,079.1 |
|
R3 |
1,093.4 |
1,088.3 |
1,076.6 |
|
R2 |
1,084.3 |
1,084.3 |
1,075.8 |
|
R1 |
1,079.2 |
1,079.2 |
1,074.9 |
1,077.2 |
PP |
1,075.2 |
1,075.2 |
1,075.2 |
1,074.2 |
S1 |
1,070.1 |
1,070.1 |
1,073.3 |
1,068.1 |
S2 |
1,066.1 |
1,066.1 |
1,072.4 |
|
S3 |
1,057.0 |
1,061.0 |
1,071.6 |
|
S4 |
1,047.9 |
1,051.9 |
1,069.1 |
|
|
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% |
18.4 |
1.7% |
79% |
False |
False |
127,381 |
10 |
1,085.0 |
1,046.8 |
38.2 |
3.6% |
16.3 |
1.5% |
71% |
False |
False |
126,714 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
17.2 |
1.6% |
67% |
False |
False |
130,233 |
40 |
1,183.5 |
1,045.4 |
138.1 |
12.9% |
15.9 |
1.5% |
21% |
False |
False |
76,349 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
15.3 |
1.4% |
20% |
False |
False |
51,848 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.8 |
1.4% |
20% |
False |
False |
39,574 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.9 |
1.4% |
20% |
False |
False |
31,934 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.5 |
1.3% |
20% |
False |
False |
27,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,119.0 |
2.618 |
1,104.1 |
1.618 |
1,095.0 |
1.000 |
1,089.4 |
0.618 |
1,085.9 |
HIGH |
1,080.3 |
0.618 |
1,076.8 |
0.500 |
1,075.8 |
0.382 |
1,074.7 |
LOW |
1,071.2 |
0.618 |
1,065.6 |
1.000 |
1,062.1 |
1.618 |
1,056.5 |
2.618 |
1,047.4 |
4.250 |
1,032.5 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.8 |
1,071.3 |
PP |
1,075.2 |
1,068.5 |
S1 |
1,074.7 |
1,065.7 |
|