Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,293.0 |
3,236.0 |
-57.0 |
-1.7% |
3,477.0 |
High |
3,308.0 |
3,280.0 |
-28.0 |
-0.8% |
3,525.0 |
Low |
3,221.0 |
3,236.0 |
15.0 |
0.5% |
3,285.0 |
Close |
3,275.0 |
3,267.0 |
-8.0 |
-0.2% |
3,323.0 |
Range |
87.0 |
44.0 |
-43.0 |
-49.4% |
240.0 |
ATR |
72.4 |
70.4 |
-2.0 |
-2.8% |
0.0 |
Volume |
422,176 |
653,674 |
231,498 |
54.8% |
345,556 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,393.0 |
3,374.0 |
3,291.2 |
|
R3 |
3,349.0 |
3,330.0 |
3,279.1 |
|
R2 |
3,305.0 |
3,305.0 |
3,275.1 |
|
R1 |
3,286.0 |
3,286.0 |
3,271.0 |
3,295.5 |
PP |
3,261.0 |
3,261.0 |
3,261.0 |
3,265.8 |
S1 |
3,242.0 |
3,242.0 |
3,263.0 |
3,251.5 |
S2 |
3,217.0 |
3,217.0 |
3,258.9 |
|
S3 |
3,173.0 |
3,198.0 |
3,254.9 |
|
S4 |
3,129.0 |
3,154.0 |
3,242.8 |
|
|
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 |
3,387.0 |
3,221.0 |
166.0 |
5.1% |
67.0 |
2.1% |
28% |
False |
False |
360,889 |
10 |
3,525.0 |
3,221.0 |
304.0 |
9.3% |
78.9 |
2.4% |
15% |
False |
False |
209,991 |
20 |
3,525.0 |
3,221.0 |
304.0 |
9.3% |
68.4 |
2.1% |
15% |
False |
False |
120,337 |
40 |
3,525.0 |
3,221.0 |
304.0 |
9.3% |
59.2 |
1.8% |
15% |
False |
False |
64,581 |
60 |
3,525.0 |
2,969.0 |
556.0 |
17.0% |
62.1 |
1.9% |
54% |
False |
False |
44,420 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.0% |
59.7 |
1.8% |
54% |
False |
False |
34,294 |
100 |
3,664.0 |
2,969.0 |
695.0 |
21.3% |
50.3 |
1.5% |
43% |
False |
False |
27,458 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.7% |
44.2 |
1.4% |
42% |
False |
False |
22,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,467.0 |
2.618 |
3,395.2 |
1.618 |
3,351.2 |
1.000 |
3,324.0 |
0.618 |
3,307.2 |
HIGH |
3,280.0 |
0.618 |
3,263.2 |
0.500 |
3,258.0 |
0.382 |
3,252.8 |
LOW |
3,236.0 |
0.618 |
3,208.8 |
1.000 |
3,192.0 |
1.618 |
3,164.8 |
2.618 |
3,120.8 |
4.250 |
3,049.0 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,264.0 |
3,285.5 |
PP |
3,261.0 |
3,279.3 |
S1 |
3,258.0 |
3,273.2 |
|