Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,349.0 |
3,293.0 |
-56.0 |
-1.7% |
3,477.0 |
High |
3,350.0 |
3,308.0 |
-42.0 |
-1.3% |
3,525.0 |
Low |
3,274.0 |
3,221.0 |
-53.0 |
-1.6% |
3,285.0 |
Close |
3,294.0 |
3,275.0 |
-19.0 |
-0.6% |
3,323.0 |
Range |
76.0 |
87.0 |
11.0 |
14.5% |
240.0 |
ATR |
71.3 |
72.4 |
1.1 |
1.6% |
0.0 |
Volume |
334,969 |
422,176 |
87,207 |
26.0% |
345,556 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,529.0 |
3,489.0 |
3,322.9 |
|
R3 |
3,442.0 |
3,402.0 |
3,298.9 |
|
R2 |
3,355.0 |
3,355.0 |
3,291.0 |
|
R1 |
3,315.0 |
3,315.0 |
3,283.0 |
3,291.5 |
PP |
3,268.0 |
3,268.0 |
3,268.0 |
3,256.3 |
S1 |
3,228.0 |
3,228.0 |
3,267.0 |
3,204.5 |
S2 |
3,181.0 |
3,181.0 |
3,259.1 |
|
S3 |
3,094.0 |
3,141.0 |
3,251.1 |
|
S4 |
3,007.0 |
3,054.0 |
3,227.2 |
|
|
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 |
3,221.0 |
304.0 |
9.3% |
106.2 |
3.2% |
18% |
False |
True |
240,561 |
10 |
3,525.0 |
3,221.0 |
304.0 |
9.3% |
79.4 |
2.4% |
18% |
False |
True |
148,570 |
20 |
3,525.0 |
3,221.0 |
304.0 |
9.3% |
70.7 |
2.2% |
18% |
False |
True |
87,653 |
40 |
3,525.0 |
3,195.0 |
330.0 |
10.1% |
59.4 |
1.8% |
24% |
False |
False |
48,898 |
60 |
3,525.0 |
2,969.0 |
556.0 |
17.0% |
62.1 |
1.9% |
55% |
False |
False |
33,535 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.0% |
60.0 |
1.8% |
55% |
False |
False |
26,123 |
100 |
3,664.0 |
2,969.0 |
695.0 |
21.2% |
49.9 |
1.5% |
44% |
False |
False |
20,922 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.7% |
44.0 |
1.3% |
43% |
False |
False |
17,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,677.8 |
2.618 |
3,535.8 |
1.618 |
3,448.8 |
1.000 |
3,395.0 |
0.618 |
3,361.8 |
HIGH |
3,308.0 |
0.618 |
3,274.8 |
0.500 |
3,264.5 |
0.382 |
3,254.2 |
LOW |
3,221.0 |
0.618 |
3,167.2 |
1.000 |
3,134.0 |
1.618 |
3,080.2 |
2.618 |
2,993.2 |
4.250 |
2,851.3 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,271.5 |
3,304.0 |
PP |
3,268.0 |
3,294.3 |
S1 |
3,264.5 |
3,284.7 |
|