Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,280.0 |
3,274.0 |
-6.0 |
-0.2% |
3,230.0 |
High |
3,288.0 |
3,310.0 |
22.0 |
0.7% |
3,296.0 |
Low |
3,243.0 |
3,270.0 |
27.0 |
0.8% |
3,180.0 |
Close |
3,248.0 |
3,299.0 |
51.0 |
1.6% |
3,281.0 |
Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
116.0 |
ATR |
77.9 |
76.8 |
-1.1 |
-1.5% |
0.0 |
Volume |
450,666 |
505,346 |
54,680 |
12.1% |
1,815,009 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,413.0 |
3,396.0 |
3,321.0 |
|
R3 |
3,373.0 |
3,356.0 |
3,310.0 |
|
R2 |
3,333.0 |
3,333.0 |
3,306.3 |
|
R1 |
3,316.0 |
3,316.0 |
3,302.7 |
3,324.5 |
PP |
3,293.0 |
3,293.0 |
3,293.0 |
3,297.3 |
S1 |
3,276.0 |
3,276.0 |
3,295.3 |
3,284.5 |
S2 |
3,253.0 |
3,253.0 |
3,291.7 |
|
S3 |
3,213.0 |
3,236.0 |
3,288.0 |
|
S4 |
3,173.0 |
3,196.0 |
3,277.0 |
|
|
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 |
3,310.0 |
3,180.0 |
130.0 |
3.9% |
59.6 |
1.8% |
92% |
True |
False |
554,204 |
10 |
3,338.0 |
3,123.0 |
215.0 |
6.5% |
71.9 |
2.2% |
82% |
False |
False |
939,042 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.2% |
77.9 |
2.4% |
44% |
False |
False |
653,148 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.2% |
66.5 |
2.0% |
44% |
False |
False |
336,154 |
60 |
3,525.0 |
3,116.0 |
409.0 |
12.4% |
60.4 |
1.8% |
45% |
False |
False |
226,427 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.9% |
61.0 |
1.8% |
59% |
False |
False |
171,440 |
100 |
3,659.0 |
2,969.0 |
690.0 |
20.9% |
58.1 |
1.8% |
48% |
False |
False |
137,154 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.5% |
49.4 |
1.5% |
46% |
False |
False |
114,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,480.0 |
2.618 |
3,414.7 |
1.618 |
3,374.7 |
1.000 |
3,350.0 |
0.618 |
3,334.7 |
HIGH |
3,310.0 |
0.618 |
3,294.7 |
0.500 |
3,290.0 |
0.382 |
3,285.3 |
LOW |
3,270.0 |
0.618 |
3,245.3 |
1.000 |
3,230.0 |
1.618 |
3,205.3 |
2.618 |
3,165.3 |
4.250 |
3,100.0 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,296.0 |
3,289.8 |
PP |
3,293.0 |
3,280.7 |
S1 |
3,290.0 |
3,271.5 |
|