Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,164.0 |
3,247.0 |
83.0 |
2.6% |
3,369.0 |
High |
3,245.0 |
3,302.0 |
57.0 |
1.8% |
3,387.0 |
Low |
3,157.0 |
3,217.0 |
60.0 |
1.9% |
3,170.0 |
Close |
3,233.0 |
3,235.0 |
2.0 |
0.1% |
3,199.0 |
Range |
88.0 |
85.0 |
-3.0 |
-3.4% |
217.0 |
ATR |
78.0 |
78.5 |
0.5 |
0.6% |
0.0 |
Volume |
1,559,847 |
1,022,167 |
-537,680 |
-34.5% |
3,326,981 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,506.3 |
3,455.7 |
3,281.8 |
|
R3 |
3,421.3 |
3,370.7 |
3,258.4 |
|
R2 |
3,336.3 |
3,336.3 |
3,250.6 |
|
R1 |
3,285.7 |
3,285.7 |
3,242.8 |
3,268.5 |
PP |
3,251.3 |
3,251.3 |
3,251.3 |
3,242.8 |
S1 |
3,200.7 |
3,200.7 |
3,227.2 |
3,183.5 |
S2 |
3,166.3 |
3,166.3 |
3,219.4 |
|
S3 |
3,081.3 |
3,115.7 |
3,211.6 |
|
S4 |
2,996.3 |
3,030.7 |
3,188.3 |
|
|
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 |
3,302.0 |
3,123.0 |
179.0 |
5.5% |
84.2 |
2.6% |
63% |
True |
False |
1,308,812 |
10 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
95.2 |
2.9% |
28% |
False |
False |
774,686 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
73.1 |
2.3% |
28% |
False |
False |
413,595 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
65.3 |
2.0% |
28% |
False |
False |
210,059 |
60 |
3,525.0 |
2,969.0 |
556.0 |
17.2% |
62.5 |
1.9% |
48% |
False |
False |
141,823 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.2% |
58.6 |
1.8% |
48% |
False |
False |
107,922 |
100 |
3,664.0 |
2,969.0 |
695.0 |
21.5% |
54.1 |
1.7% |
38% |
False |
False |
86,340 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.9% |
47.0 |
1.5% |
37% |
False |
False |
71,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,663.3 |
2.618 |
3,524.5 |
1.618 |
3,439.5 |
1.000 |
3,387.0 |
0.618 |
3,354.5 |
HIGH |
3,302.0 |
0.618 |
3,269.5 |
0.500 |
3,259.5 |
0.382 |
3,249.5 |
LOW |
3,217.0 |
0.618 |
3,164.5 |
1.000 |
3,132.0 |
1.618 |
3,079.5 |
2.618 |
2,994.5 |
4.250 |
2,855.8 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,259.5 |
3,227.5 |
PP |
3,251.3 |
3,220.0 |
S1 |
3,243.2 |
3,212.5 |
|