Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,369.0 |
3,349.0 |
-20.0 |
-0.6% |
3,477.0 |
High |
3,387.0 |
3,350.0 |
-37.0 |
-1.1% |
3,525.0 |
Low |
3,337.0 |
3,274.0 |
-63.0 |
-1.9% |
3,285.0 |
Close |
3,345.0 |
3,294.0 |
-51.0 |
-1.5% |
3,323.0 |
Range |
50.0 |
76.0 |
26.0 |
52.0% |
240.0 |
ATR |
70.9 |
71.3 |
0.4 |
0.5% |
0.0 |
Volume |
334,765 |
334,969 |
204 |
0.1% |
345,556 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,534.0 |
3,490.0 |
3,335.8 |
|
R3 |
3,458.0 |
3,414.0 |
3,314.9 |
|
R2 |
3,382.0 |
3,382.0 |
3,307.9 |
|
R1 |
3,338.0 |
3,338.0 |
3,301.0 |
3,322.0 |
PP |
3,306.0 |
3,306.0 |
3,306.0 |
3,298.0 |
S1 |
3,262.0 |
3,262.0 |
3,287.0 |
3,246.0 |
S2 |
3,230.0 |
3,230.0 |
3,280.1 |
|
S3 |
3,154.0 |
3,186.0 |
3,273.1 |
|
S4 |
3,078.0 |
3,110.0 |
3,252.2 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,097.7 |
3,950.3 |
3,455.0 |
|
R3 |
3,857.7 |
3,710.3 |
3,389.0 |
|
R2 |
3,617.7 |
3,617.7 |
3,367.0 |
|
R1 |
3,470.3 |
3,470.3 |
3,345.0 |
3,424.0 |
PP |
3,377.7 |
3,377.7 |
3,377.7 |
3,354.5 |
S1 |
3,230.3 |
3,230.3 |
3,301.0 |
3,184.0 |
S2 |
3,137.7 |
3,137.7 |
3,279.0 |
|
S3 |
2,897.7 |
2,990.3 |
3,257.0 |
|
S4 |
2,657.7 |
2,750.3 |
3,191.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,525.0 |
3,274.0 |
251.0 |
7.6% |
102.0 |
3.1% |
8% |
False |
True |
179,365 |
10 |
3,525.0 |
3,274.0 |
251.0 |
7.6% |
77.5 |
2.4% |
8% |
False |
True |
114,842 |
20 |
3,525.0 |
3,274.0 |
251.0 |
7.6% |
68.0 |
2.1% |
8% |
False |
True |
67,167 |
40 |
3,525.0 |
3,167.0 |
358.0 |
10.9% |
58.3 |
1.8% |
35% |
False |
False |
38,343 |
60 |
3,525.0 |
2,969.0 |
556.0 |
16.9% |
61.0 |
1.9% |
58% |
False |
False |
27,721 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.9% |
59.4 |
1.8% |
58% |
False |
False |
20,846 |
100 |
3,664.0 |
2,969.0 |
695.0 |
21.1% |
49.1 |
1.5% |
47% |
False |
False |
16,700 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.6% |
43.5 |
1.3% |
46% |
False |
False |
13,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,673.0 |
2.618 |
3,549.0 |
1.618 |
3,473.0 |
1.000 |
3,426.0 |
0.618 |
3,397.0 |
HIGH |
3,350.0 |
0.618 |
3,321.0 |
0.500 |
3,312.0 |
0.382 |
3,303.0 |
LOW |
3,274.0 |
0.618 |
3,227.0 |
1.000 |
3,198.0 |
1.618 |
3,151.0 |
2.618 |
3,075.0 |
4.250 |
2,951.0 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,312.0 |
3,330.5 |
PP |
3,306.0 |
3,318.3 |
S1 |
3,300.0 |
3,306.2 |
|