Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,260.0 |
3,191.0 |
-69.0 |
-2.1% |
3,369.0 |
High |
3,261.0 |
3,236.0 |
-25.0 |
-0.8% |
3,387.0 |
Low |
3,170.0 |
3,123.0 |
-47.0 |
-1.5% |
3,170.0 |
Close |
3,199.0 |
3,131.0 |
-68.0 |
-2.1% |
3,199.0 |
Range |
91.0 |
113.0 |
22.0 |
24.2% |
217.0 |
ATR |
72.3 |
75.2 |
2.9 |
4.0% |
0.0 |
Volume |
1,581,397 |
1,726,975 |
145,578 |
9.2% |
3,326,981 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,502.3 |
3,429.7 |
3,193.2 |
|
R3 |
3,389.3 |
3,316.7 |
3,162.1 |
|
R2 |
3,276.3 |
3,276.3 |
3,151.7 |
|
R1 |
3,203.7 |
3,203.7 |
3,141.4 |
3,183.5 |
PP |
3,163.3 |
3,163.3 |
3,163.3 |
3,153.3 |
S1 |
3,090.7 |
3,090.7 |
3,120.6 |
3,070.5 |
S2 |
3,050.3 |
3,050.3 |
3,110.3 |
|
S3 |
2,937.3 |
2,977.7 |
3,099.9 |
|
S4 |
2,824.3 |
2,864.7 |
3,068.9 |
|
|
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 |
3,350.0 |
3,123.0 |
227.0 |
7.3% |
82.2 |
2.6% |
4% |
False |
True |
943,838 |
10 |
3,525.0 |
3,123.0 |
402.0 |
12.8% |
90.0 |
2.9% |
2% |
False |
True |
539,724 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.8% |
69.8 |
2.2% |
2% |
False |
True |
285,756 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.8% |
62.9 |
2.0% |
2% |
False |
True |
146,313 |
60 |
3,525.0 |
2,969.0 |
556.0 |
17.8% |
62.9 |
2.0% |
29% |
False |
False |
98,880 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.8% |
58.8 |
1.9% |
29% |
False |
False |
75,648 |
100 |
3,664.0 |
2,969.0 |
695.0 |
22.2% |
52.4 |
1.7% |
23% |
False |
False |
60,542 |
120 |
3,679.0 |
2,969.0 |
710.0 |
22.7% |
45.6 |
1.5% |
23% |
False |
False |
50,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,716.3 |
2.618 |
3,531.8 |
1.618 |
3,418.8 |
1.000 |
3,349.0 |
0.618 |
3,305.8 |
HIGH |
3,236.0 |
0.618 |
3,192.8 |
0.500 |
3,179.5 |
0.382 |
3,166.2 |
LOW |
3,123.0 |
0.618 |
3,053.2 |
1.000 |
3,010.0 |
1.618 |
2,940.2 |
2.618 |
2,827.2 |
4.250 |
2,642.8 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,179.5 |
3,201.5 |
PP |
3,163.3 |
3,178.0 |
S1 |
3,147.2 |
3,154.5 |
|