Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,078.0 |
1,072.0 |
-6.0 |
-0.6% |
1,073.0 |
High |
1,080.3 |
1,074.9 |
-5.4 |
-0.5% |
1,077.9 |
Low |
1,071.2 |
1,067.6 |
-3.6 |
-0.3% |
1,046.8 |
Close |
1,074.1 |
1,068.3 |
-5.8 |
-0.5% |
1,065.0 |
Range |
9.1 |
7.3 |
-1.8 |
-19.8% |
31.1 |
ATR |
16.8 |
16.1 |
-0.7 |
-4.0% |
0.0 |
Volume |
80,660 |
69,363 |
-11,297 |
-14.0% |
671,208 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.2 |
1,087.5 |
1,072.3 |
|
R3 |
1,084.9 |
1,080.2 |
1,070.3 |
|
R2 |
1,077.6 |
1,077.6 |
1,069.6 |
|
R1 |
1,072.9 |
1,072.9 |
1,069.0 |
1,071.6 |
PP |
1,070.3 |
1,070.3 |
1,070.3 |
1,069.6 |
S1 |
1,065.6 |
1,065.6 |
1,067.6 |
1,064.3 |
S2 |
1,063.0 |
1,063.0 |
1,067.0 |
|
S3 |
1,055.7 |
1,058.3 |
1,066.3 |
|
S4 |
1,048.4 |
1,051.0 |
1,064.3 |
|
|
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% |
16.3 |
1.5% |
62% |
False |
False |
112,625 |
10 |
1,081.4 |
1,046.8 |
34.6 |
3.2% |
15.4 |
1.4% |
62% |
False |
False |
119,580 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
16.9 |
1.6% |
53% |
False |
False |
130,150 |
40 |
1,183.5 |
1,045.4 |
138.1 |
12.9% |
15.9 |
1.5% |
17% |
False |
False |
78,010 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
15.3 |
1.4% |
16% |
False |
False |
52,985 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.8 |
1.4% |
16% |
False |
False |
40,431 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.8 |
1.4% |
16% |
False |
False |
32,615 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.5 |
1.4% |
16% |
False |
False |
27,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,105.9 |
2.618 |
1,094.0 |
1.618 |
1,086.7 |
1.000 |
1,082.2 |
0.618 |
1,079.4 |
HIGH |
1,074.9 |
0.618 |
1,072.1 |
0.500 |
1,071.3 |
0.382 |
1,070.4 |
LOW |
1,067.6 |
0.618 |
1,063.1 |
1.000 |
1,060.3 |
1.618 |
1,055.8 |
2.618 |
1,048.5 |
4.250 |
1,036.6 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,071.3 |
1,072.3 |
PP |
1,070.3 |
1,070.9 |
S1 |
1,069.3 |
1,069.6 |
|