Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,069.6 |
1,075.2 |
5.6 |
0.5% |
1,065.2 |
High |
1,076.6 |
1,076.5 |
-0.1 |
0.0% |
1,081.4 |
Low |
1,069.5 |
1,065.7 |
-3.8 |
-0.4% |
1,063.1 |
Close |
1,075.9 |
1,068.3 |
-7.6 |
-0.7% |
1,075.9 |
Range |
7.1 |
10.8 |
3.7 |
52.1% |
18.3 |
ATR |
15.6 |
15.2 |
-0.3 |
-2.2% |
0.0 |
Volume |
49,685 |
70,863 |
21,178 |
42.6% |
321,925 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.6 |
1,096.2 |
1,074.2 |
|
R3 |
1,091.8 |
1,085.4 |
1,071.3 |
|
R2 |
1,081.0 |
1,081.0 |
1,070.3 |
|
R1 |
1,074.6 |
1,074.6 |
1,069.3 |
1,072.4 |
PP |
1,070.2 |
1,070.2 |
1,070.2 |
1,069.1 |
S1 |
1,063.8 |
1,063.8 |
1,067.3 |
1,061.6 |
S2 |
1,059.4 |
1,059.4 |
1,066.3 |
|
S3 |
1,048.6 |
1,053.0 |
1,065.3 |
|
S4 |
1,037.8 |
1,042.2 |
1,062.4 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.4 |
1,120.4 |
1,086.0 |
|
R3 |
1,110.1 |
1,102.1 |
1,080.9 |
|
R2 |
1,091.8 |
1,091.8 |
1,079.3 |
|
R1 |
1,083.8 |
1,083.8 |
1,077.6 |
1,087.8 |
PP |
1,073.5 |
1,073.5 |
1,073.5 |
1,075.5 |
S1 |
1,065.5 |
1,065.5 |
1,074.2 |
1,069.5 |
S2 |
1,055.2 |
1,055.2 |
1,072.5 |
|
S3 |
1,036.9 |
1,047.2 |
1,070.9 |
|
S4 |
1,018.6 |
1,028.9 |
1,065.8 |
|
|
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 |
1,063.1 |
18.3 |
1.7% |
10.5 |
1.0% |
28% |
False |
False |
78,557 |
10 |
1,081.4 |
1,046.8 |
34.6 |
3.2% |
14.7 |
1.4% |
62% |
False |
False |
106,399 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
16.0 |
1.5% |
53% |
False |
False |
121,803 |
40 |
1,150.4 |
1,045.4 |
105.0 |
9.8% |
15.1 |
1.4% |
22% |
False |
False |
80,804 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
15.2 |
1.4% |
16% |
False |
False |
54,942 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.7 |
1.4% |
16% |
False |
False |
41,919 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.8 |
1.4% |
16% |
False |
False |
33,809 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.3 |
1.3% |
16% |
False |
False |
28,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.4 |
2.618 |
1,104.8 |
1.618 |
1,094.0 |
1.000 |
1,087.3 |
0.618 |
1,083.2 |
HIGH |
1,076.5 |
0.618 |
1,072.4 |
0.500 |
1,071.1 |
0.382 |
1,069.8 |
LOW |
1,065.7 |
0.618 |
1,059.0 |
1.000 |
1,054.9 |
1.618 |
1,048.2 |
2.618 |
1,037.4 |
4.250 |
1,019.8 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,071.1 |
1,071.2 |
PP |
1,070.2 |
1,070.2 |
S1 |
1,069.2 |
1,069.3 |
|