Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,233.0 |
3,280.0 |
47.0 |
1.5% |
3,230.0 |
High |
3,296.0 |
3,288.0 |
-8.0 |
-0.2% |
3,296.0 |
Low |
3,233.0 |
3,243.0 |
10.0 |
0.3% |
3,180.0 |
Close |
3,281.0 |
3,248.0 |
-33.0 |
-1.0% |
3,281.0 |
Range |
63.0 |
45.0 |
-18.0 |
-28.6% |
116.0 |
ATR |
80.4 |
77.9 |
-2.5 |
-3.1% |
0.0 |
Volume |
331,784 |
450,666 |
118,882 |
35.8% |
1,815,009 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,394.7 |
3,366.3 |
3,272.8 |
|
R3 |
3,349.7 |
3,321.3 |
3,260.4 |
|
R2 |
3,304.7 |
3,304.7 |
3,256.3 |
|
R1 |
3,276.3 |
3,276.3 |
3,252.1 |
3,268.0 |
PP |
3,259.7 |
3,259.7 |
3,259.7 |
3,255.5 |
S1 |
3,231.3 |
3,231.3 |
3,243.9 |
3,223.0 |
S2 |
3,214.7 |
3,214.7 |
3,239.8 |
|
S3 |
3,169.7 |
3,186.3 |
3,235.6 |
|
S4 |
3,124.7 |
3,141.3 |
3,223.3 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,600.3 |
3,556.7 |
3,344.8 |
|
R3 |
3,484.3 |
3,440.7 |
3,312.9 |
|
R2 |
3,368.3 |
3,368.3 |
3,302.3 |
|
R1 |
3,324.7 |
3,324.7 |
3,291.6 |
3,346.5 |
PP |
3,252.3 |
3,252.3 |
3,252.3 |
3,263.3 |
S1 |
3,208.7 |
3,208.7 |
3,270.4 |
3,230.5 |
S2 |
3,136.3 |
3,136.3 |
3,259.7 |
|
S3 |
3,020.3 |
3,092.7 |
3,249.1 |
|
S4 |
2,904.3 |
2,976.7 |
3,217.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,296.0 |
3,180.0 |
116.0 |
3.6% |
65.8 |
2.0% |
59% |
False |
False |
620,222 |
10 |
3,338.0 |
3,123.0 |
215.0 |
6.6% |
77.0 |
2.4% |
58% |
False |
False |
1,046,647 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
78.0 |
2.4% |
31% |
False |
False |
628,319 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.4% |
66.4 |
2.0% |
31% |
False |
False |
323,520 |
60 |
3,525.0 |
3,019.0 |
506.0 |
15.6% |
61.4 |
1.9% |
45% |
False |
False |
218,069 |
80 |
3,525.0 |
2,969.0 |
556.0 |
17.1% |
61.1 |
1.9% |
50% |
False |
False |
165,123 |
100 |
3,659.0 |
2,969.0 |
690.0 |
21.2% |
57.7 |
1.8% |
40% |
False |
False |
132,101 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.9% |
49.2 |
1.5% |
39% |
False |
False |
110,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,479.3 |
2.618 |
3,405.8 |
1.618 |
3,360.8 |
1.000 |
3,333.0 |
0.618 |
3,315.8 |
HIGH |
3,288.0 |
0.618 |
3,270.8 |
0.500 |
3,265.5 |
0.382 |
3,260.2 |
LOW |
3,243.0 |
0.618 |
3,215.2 |
1.000 |
3,198.0 |
1.618 |
3,170.2 |
2.618 |
3,125.2 |
4.250 |
3,051.8 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,265.5 |
3,244.7 |
PP |
3,259.7 |
3,241.3 |
S1 |
3,253.8 |
3,238.0 |
|