Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,247.0 |
3,298.0 |
51.0 |
1.6% |
3,369.0 |
High |
3,302.0 |
3,338.0 |
36.0 |
1.1% |
3,387.0 |
Low |
3,217.0 |
3,274.0 |
57.0 |
1.8% |
3,170.0 |
Close |
3,235.0 |
3,302.0 |
67.0 |
2.1% |
3,199.0 |
Range |
85.0 |
64.0 |
-21.0 |
-24.7% |
217.0 |
ATR |
78.5 |
80.2 |
1.8 |
2.2% |
0.0 |
Volume |
1,022,167 |
1,474,976 |
452,809 |
44.3% |
3,326,981 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,496.7 |
3,463.3 |
3,337.2 |
|
R3 |
3,432.7 |
3,399.3 |
3,319.6 |
|
R2 |
3,368.7 |
3,368.7 |
3,313.7 |
|
R1 |
3,335.3 |
3,335.3 |
3,307.9 |
3,352.0 |
PP |
3,304.7 |
3,304.7 |
3,304.7 |
3,313.0 |
S1 |
3,271.3 |
3,271.3 |
3,296.1 |
3,288.0 |
S2 |
3,240.7 |
3,240.7 |
3,290.3 |
|
S3 |
3,176.7 |
3,207.3 |
3,284.4 |
|
S4 |
3,112.7 |
3,143.3 |
3,266.8 |
|
|
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 |
3,338.0 |
3,123.0 |
215.0 |
6.5% |
88.2 |
2.7% |
83% |
True |
False |
1,473,072 |
10 |
3,387.0 |
3,123.0 |
264.0 |
8.0% |
77.6 |
2.4% |
68% |
False |
False |
916,981 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.2% |
74.3 |
2.3% |
45% |
False |
False |
487,316 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.2% |
63.8 |
1.9% |
45% |
False |
False |
246,062 |
60 |
3,525.0 |
2,969.0 |
556.0 |
16.8% |
61.9 |
1.9% |
60% |
False |
False |
166,406 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.8% |
59.1 |
1.8% |
60% |
False |
False |
126,360 |
100 |
3,664.0 |
2,969.0 |
695.0 |
21.0% |
54.7 |
1.7% |
48% |
False |
False |
101,090 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.5% |
47.1 |
1.4% |
47% |
False |
False |
84,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.0 |
2.618 |
3,505.6 |
1.618 |
3,441.6 |
1.000 |
3,402.0 |
0.618 |
3,377.6 |
HIGH |
3,338.0 |
0.618 |
3,313.6 |
0.500 |
3,306.0 |
0.382 |
3,298.4 |
LOW |
3,274.0 |
0.618 |
3,234.4 |
1.000 |
3,210.0 |
1.618 |
3,170.4 |
2.618 |
3,106.4 |
4.250 |
3,002.0 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,306.0 |
3,283.8 |
PP |
3,304.7 |
3,265.7 |
S1 |
3,303.3 |
3,247.5 |
|