Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,072.0 |
1,069.6 |
-2.4 |
-0.2% |
1,073.0 |
High |
1,074.9 |
1,076.6 |
1.7 |
0.2% |
1,077.9 |
Low |
1,067.6 |
1,069.5 |
1.9 |
0.2% |
1,046.8 |
Close |
1,068.3 |
1,075.9 |
7.6 |
0.7% |
1,065.0 |
Range |
7.3 |
7.1 |
-0.2 |
-2.7% |
31.1 |
ATR |
16.1 |
15.6 |
-0.6 |
-3.5% |
0.0 |
Volume |
69,363 |
49,685 |
-19,678 |
-28.4% |
671,208 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.3 |
1,092.7 |
1,079.8 |
|
R3 |
1,088.2 |
1,085.6 |
1,077.9 |
|
R2 |
1,081.1 |
1,081.1 |
1,077.2 |
|
R1 |
1,078.5 |
1,078.5 |
1,076.6 |
1,079.8 |
PP |
1,074.0 |
1,074.0 |
1,074.0 |
1,074.7 |
S1 |
1,071.4 |
1,071.4 |
1,075.2 |
1,072.7 |
S2 |
1,066.9 |
1,066.9 |
1,074.6 |
|
S3 |
1,059.8 |
1,064.3 |
1,073.9 |
|
S4 |
1,052.7 |
1,057.2 |
1,072.0 |
|
|
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 |
1,050.0 |
31.4 |
2.9% |
12.6 |
1.2% |
82% |
False |
False |
88,829 |
10 |
1,081.4 |
1,046.8 |
34.6 |
3.2% |
15.4 |
1.4% |
84% |
False |
False |
114,575 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
16.6 |
1.5% |
71% |
False |
False |
127,616 |
40 |
1,162.9 |
1,045.4 |
117.5 |
10.9% |
15.3 |
1.4% |
26% |
False |
False |
79,139 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
15.2 |
1.4% |
21% |
False |
False |
53,776 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.7 |
1.4% |
21% |
False |
False |
41,042 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.8 |
1.4% |
21% |
False |
False |
33,106 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.6% |
14.4 |
1.3% |
21% |
False |
False |
28,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,106.8 |
2.618 |
1,095.2 |
1.618 |
1,088.1 |
1.000 |
1,083.7 |
0.618 |
1,081.0 |
HIGH |
1,076.6 |
0.618 |
1,073.9 |
0.500 |
1,073.1 |
0.382 |
1,072.2 |
LOW |
1,069.5 |
0.618 |
1,065.1 |
1.000 |
1,062.4 |
1.618 |
1,058.0 |
2.618 |
1,050.9 |
4.250 |
1,039.3 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.0 |
1,075.3 |
PP |
1,074.0 |
1,074.6 |
S1 |
1,073.1 |
1,074.0 |
|