Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,274.0 |
3,230.0 |
-44.0 |
-1.3% |
3,191.0 |
High |
3,291.0 |
3,287.0 |
-4.0 |
-0.1% |
3,338.0 |
Low |
3,220.0 |
3,202.0 |
-18.0 |
-0.6% |
3,123.0 |
Close |
3,253.0 |
3,222.0 |
-31.0 |
-1.0% |
3,253.0 |
Range |
71.0 |
85.0 |
14.0 |
19.7% |
215.0 |
ATR |
80.3 |
80.7 |
0.3 |
0.4% |
0.0 |
Volume |
835,438 |
840,472 |
5,034 |
0.6% |
6,619,403 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,492.0 |
3,442.0 |
3,268.8 |
|
R3 |
3,407.0 |
3,357.0 |
3,245.4 |
|
R2 |
3,322.0 |
3,322.0 |
3,237.6 |
|
R1 |
3,272.0 |
3,272.0 |
3,229.8 |
3,254.5 |
PP |
3,237.0 |
3,237.0 |
3,237.0 |
3,228.3 |
S1 |
3,187.0 |
3,187.0 |
3,214.2 |
3,169.5 |
S2 |
3,152.0 |
3,152.0 |
3,206.4 |
|
S3 |
3,067.0 |
3,102.0 |
3,198.6 |
|
S4 |
2,982.0 |
3,017.0 |
3,175.3 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,883.0 |
3,783.0 |
3,371.3 |
|
R3 |
3,668.0 |
3,568.0 |
3,312.1 |
|
R2 |
3,453.0 |
3,453.0 |
3,292.4 |
|
R1 |
3,353.0 |
3,353.0 |
3,272.7 |
3,403.0 |
PP |
3,238.0 |
3,238.0 |
3,238.0 |
3,263.0 |
S1 |
3,138.0 |
3,138.0 |
3,233.3 |
3,188.0 |
S2 |
3,023.0 |
3,023.0 |
3,213.6 |
|
S3 |
2,808.0 |
2,923.0 |
3,193.9 |
|
S4 |
2,593.0 |
2,708.0 |
3,134.8 |
|
|
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 |
3,157.0 |
181.0 |
5.6% |
78.6 |
2.4% |
36% |
False |
False |
1,146,580 |
10 |
3,350.0 |
3,123.0 |
227.0 |
7.0% |
80.4 |
2.5% |
44% |
False |
False |
1,045,209 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.5% |
78.4 |
2.4% |
25% |
False |
False |
563,290 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.5% |
65.3 |
2.0% |
25% |
False |
False |
287,904 |
60 |
3,525.0 |
2,969.0 |
556.0 |
17.3% |
62.0 |
1.9% |
46% |
False |
False |
194,320 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.3% |
60.8 |
1.9% |
46% |
False |
False |
147,308 |
100 |
3,664.0 |
2,969.0 |
695.0 |
21.6% |
56.3 |
1.7% |
36% |
False |
False |
117,849 |
120 |
3,679.0 |
2,969.0 |
710.0 |
22.0% |
48.3 |
1.5% |
36% |
False |
False |
98,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.3 |
2.618 |
3,509.5 |
1.618 |
3,424.5 |
1.000 |
3,372.0 |
0.618 |
3,339.5 |
HIGH |
3,287.0 |
0.618 |
3,254.5 |
0.500 |
3,244.5 |
0.382 |
3,234.5 |
LOW |
3,202.0 |
0.618 |
3,149.5 |
1.000 |
3,117.0 |
1.618 |
3,064.5 |
2.618 |
2,979.5 |
4.250 |
2,840.8 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,244.5 |
3,270.0 |
PP |
3,237.0 |
3,254.0 |
S1 |
3,229.5 |
3,238.0 |
|