Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,236.0 |
3,260.0 |
24.0 |
0.7% |
3,369.0 |
High |
3,280.0 |
3,261.0 |
-19.0 |
-0.6% |
3,387.0 |
Low |
3,236.0 |
3,170.0 |
-66.0 |
-2.0% |
3,170.0 |
Close |
3,267.0 |
3,199.0 |
-68.0 |
-2.1% |
3,199.0 |
Range |
44.0 |
91.0 |
47.0 |
106.8% |
217.0 |
ATR |
70.4 |
72.3 |
1.9 |
2.7% |
0.0 |
Volume |
653,674 |
1,581,397 |
927,723 |
141.9% |
3,326,981 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,483.0 |
3,432.0 |
3,249.1 |
|
R3 |
3,392.0 |
3,341.0 |
3,224.0 |
|
R2 |
3,301.0 |
3,301.0 |
3,215.7 |
|
R1 |
3,250.0 |
3,250.0 |
3,207.3 |
3,230.0 |
PP |
3,210.0 |
3,210.0 |
3,210.0 |
3,200.0 |
S1 |
3,159.0 |
3,159.0 |
3,190.7 |
3,139.0 |
S2 |
3,119.0 |
3,119.0 |
3,182.3 |
|
S3 |
3,028.0 |
3,068.0 |
3,174.0 |
|
S4 |
2,937.0 |
2,977.0 |
3,149.0 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,903.0 |
3,768.0 |
3,318.4 |
|
R3 |
3,686.0 |
3,551.0 |
3,258.7 |
|
R2 |
3,469.0 |
3,469.0 |
3,238.8 |
|
R1 |
3,334.0 |
3,334.0 |
3,218.9 |
3,293.0 |
PP |
3,252.0 |
3,252.0 |
3,252.0 |
3,231.5 |
S1 |
3,117.0 |
3,117.0 |
3,179.1 |
3,076.0 |
S2 |
3,035.0 |
3,035.0 |
3,159.2 |
|
S3 |
2,818.0 |
2,900.0 |
3,139.3 |
|
S4 |
2,601.0 |
2,683.0 |
3,079.7 |
|
|
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 |
3,170.0 |
217.0 |
6.8% |
69.6 |
2.2% |
13% |
False |
True |
665,396 |
10 |
3,525.0 |
3,170.0 |
355.0 |
11.1% |
83.8 |
2.6% |
8% |
False |
True |
367,253 |
20 |
3,525.0 |
3,170.0 |
355.0 |
11.1% |
69.8 |
2.2% |
8% |
False |
True |
199,407 |
40 |
3,525.0 |
3,170.0 |
355.0 |
11.1% |
60.9 |
1.9% |
8% |
False |
True |
104,114 |
60 |
3,525.0 |
2,969.0 |
556.0 |
17.4% |
61.9 |
1.9% |
41% |
False |
False |
70,776 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.4% |
59.1 |
1.8% |
41% |
False |
False |
54,061 |
100 |
3,664.0 |
2,969.0 |
695.0 |
21.7% |
51.2 |
1.6% |
33% |
False |
False |
43,272 |
120 |
3,679.0 |
2,969.0 |
710.0 |
22.2% |
45.0 |
1.4% |
32% |
False |
False |
36,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,647.8 |
2.618 |
3,499.2 |
1.618 |
3,408.2 |
1.000 |
3,352.0 |
0.618 |
3,317.2 |
HIGH |
3,261.0 |
0.618 |
3,226.2 |
0.500 |
3,215.5 |
0.382 |
3,204.8 |
LOW |
3,170.0 |
0.618 |
3,113.8 |
1.000 |
3,079.0 |
1.618 |
3,022.8 |
2.618 |
2,931.8 |
4.250 |
2,783.3 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,215.5 |
3,239.0 |
PP |
3,210.0 |
3,225.7 |
S1 |
3,204.5 |
3,212.3 |
|