Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,075.2 |
1,068.3 |
-6.9 |
-0.6% |
1,065.2 |
High |
1,076.5 |
1,074.6 |
-1.9 |
-0.2% |
1,081.4 |
Low |
1,065.7 |
1,066.7 |
1.0 |
0.1% |
1,063.1 |
Close |
1,068.3 |
1,068.0 |
-0.3 |
0.0% |
1,075.9 |
Range |
10.8 |
7.9 |
-2.9 |
-26.9% |
18.3 |
ATR |
15.2 |
14.7 |
-0.5 |
-3.4% |
0.0 |
Volume |
70,863 |
87,639 |
16,776 |
23.7% |
321,925 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.5 |
1,088.6 |
1,072.3 |
|
R3 |
1,085.6 |
1,080.7 |
1,070.2 |
|
R2 |
1,077.7 |
1,077.7 |
1,069.4 |
|
R1 |
1,072.8 |
1,072.8 |
1,068.7 |
1,071.3 |
PP |
1,069.8 |
1,069.8 |
1,069.8 |
1,069.0 |
S1 |
1,064.9 |
1,064.9 |
1,067.3 |
1,063.4 |
S2 |
1,061.9 |
1,061.9 |
1,066.6 |
|
S3 |
1,054.0 |
1,057.0 |
1,065.8 |
|
S4 |
1,046.1 |
1,049.1 |
1,063.7 |
|
|
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 |
1,080.3 |
1,065.7 |
14.6 |
1.4% |
8.4 |
0.8% |
16% |
False |
False |
71,642 |
10 |
1,081.4 |
1,046.8 |
34.6 |
3.2% |
13.6 |
1.3% |
61% |
False |
False |
102,977 |
20 |
1,088.3 |
1,045.4 |
42.9 |
4.0% |
15.6 |
1.5% |
53% |
False |
False |
120,527 |
40 |
1,143.1 |
1,045.4 |
97.7 |
9.1% |
15.0 |
1.4% |
23% |
False |
False |
82,863 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.8 |
1.4% |
15% |
False |
False |
56,360 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.7 |
1.4% |
15% |
False |
False |
43,006 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.8 |
1.4% |
15% |
False |
False |
34,679 |
120 |
1,192.1 |
1,045.4 |
146.7 |
13.7% |
14.3 |
1.3% |
15% |
False |
False |
29,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,108.2 |
2.618 |
1,095.3 |
1.618 |
1,087.4 |
1.000 |
1,082.5 |
0.618 |
1,079.5 |
HIGH |
1,074.6 |
0.618 |
1,071.6 |
0.500 |
1,070.7 |
0.382 |
1,069.7 |
LOW |
1,066.7 |
0.618 |
1,061.8 |
1.000 |
1,058.8 |
1.618 |
1,053.9 |
2.618 |
1,046.0 |
4.250 |
1,033.1 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,070.7 |
1,071.2 |
PP |
1,069.8 |
1,070.1 |
S1 |
1,068.9 |
1,069.1 |
|