Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,237.0 |
3,233.0 |
-4.0 |
-0.1% |
3,191.0 |
High |
3,245.0 |
3,296.0 |
51.0 |
1.6% |
3,338.0 |
Low |
3,180.0 |
3,233.0 |
53.0 |
1.7% |
3,123.0 |
Close |
3,204.0 |
3,281.0 |
77.0 |
2.4% |
3,253.0 |
Range |
65.0 |
63.0 |
-2.0 |
-3.1% |
215.0 |
ATR |
79.6 |
80.4 |
0.9 |
1.1% |
0.0 |
Volume |
642,753 |
331,784 |
-310,969 |
-48.4% |
6,619,403 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,459.0 |
3,433.0 |
3,315.7 |
|
R3 |
3,396.0 |
3,370.0 |
3,298.3 |
|
R2 |
3,333.0 |
3,333.0 |
3,292.6 |
|
R1 |
3,307.0 |
3,307.0 |
3,286.8 |
3,320.0 |
PP |
3,270.0 |
3,270.0 |
3,270.0 |
3,276.5 |
S1 |
3,244.0 |
3,244.0 |
3,275.2 |
3,257.0 |
S2 |
3,207.0 |
3,207.0 |
3,269.5 |
|
S3 |
3,144.0 |
3,181.0 |
3,263.7 |
|
S4 |
3,081.0 |
3,118.0 |
3,246.4 |
|
|
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 |
3,180.0 |
158.0 |
4.8% |
69.6 |
2.1% |
64% |
False |
False |
825,084 |
10 |
3,338.0 |
3,123.0 |
215.0 |
6.6% |
76.9 |
2.3% |
73% |
False |
False |
1,066,948 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.3% |
78.2 |
2.4% |
39% |
False |
False |
607,759 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.3% |
66.3 |
2.0% |
39% |
False |
False |
312,253 |
60 |
3,525.0 |
3,019.0 |
506.0 |
15.4% |
62.2 |
1.9% |
52% |
False |
False |
210,558 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.9% |
61.4 |
1.9% |
56% |
False |
False |
159,490 |
100 |
3,659.0 |
2,969.0 |
690.0 |
21.0% |
57.3 |
1.7% |
45% |
False |
False |
127,594 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.6% |
48.8 |
1.5% |
44% |
False |
False |
106,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,563.8 |
2.618 |
3,460.9 |
1.618 |
3,397.9 |
1.000 |
3,359.0 |
0.618 |
3,334.9 |
HIGH |
3,296.0 |
0.618 |
3,271.9 |
0.500 |
3,264.5 |
0.382 |
3,257.1 |
LOW |
3,233.0 |
0.618 |
3,194.1 |
1.000 |
3,170.0 |
1.618 |
3,131.1 |
2.618 |
3,068.1 |
4.250 |
2,965.3 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,275.5 |
3,266.7 |
PP |
3,270.0 |
3,252.3 |
S1 |
3,264.5 |
3,238.0 |
|