Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,274.0 |
3,309.0 |
35.0 |
1.1% |
3,230.0 |
High |
3,310.0 |
3,309.0 |
-1.0 |
0.0% |
3,296.0 |
Low |
3,270.0 |
3,267.0 |
-3.0 |
-0.1% |
3,180.0 |
Close |
3,299.0 |
3,282.0 |
-17.0 |
-0.5% |
3,281.0 |
Range |
40.0 |
42.0 |
2.0 |
5.0% |
116.0 |
ATR |
76.8 |
74.3 |
-2.5 |
-3.2% |
0.0 |
Volume |
505,346 |
1,455,667 |
950,321 |
188.1% |
1,815,009 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,412.0 |
3,389.0 |
3,305.1 |
|
R3 |
3,370.0 |
3,347.0 |
3,293.6 |
|
R2 |
3,328.0 |
3,328.0 |
3,289.7 |
|
R1 |
3,305.0 |
3,305.0 |
3,285.9 |
3,295.5 |
PP |
3,286.0 |
3,286.0 |
3,286.0 |
3,281.3 |
S1 |
3,263.0 |
3,263.0 |
3,278.2 |
3,253.5 |
S2 |
3,244.0 |
3,244.0 |
3,274.3 |
|
S3 |
3,202.0 |
3,221.0 |
3,270.5 |
|
S4 |
3,160.0 |
3,179.0 |
3,258.9 |
|
|
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 |
4.0% |
51.0 |
1.6% |
78% |
False |
False |
677,243 |
10 |
3,338.0 |
3,157.0 |
181.0 |
5.5% |
64.8 |
2.0% |
69% |
False |
False |
911,911 |
20 |
3,525.0 |
3,123.0 |
402.0 |
12.2% |
77.4 |
2.4% |
40% |
False |
False |
725,817 |
40 |
3,525.0 |
3,123.0 |
402.0 |
12.2% |
65.9 |
2.0% |
40% |
False |
False |
372,310 |
60 |
3,525.0 |
3,123.0 |
402.0 |
12.2% |
59.7 |
1.8% |
40% |
False |
False |
250,685 |
80 |
3,525.0 |
2,969.0 |
556.0 |
16.9% |
61.1 |
1.9% |
56% |
False |
False |
189,636 |
100 |
3,595.0 |
2,969.0 |
626.0 |
19.1% |
58.5 |
1.8% |
50% |
False |
False |
151,710 |
120 |
3,679.0 |
2,969.0 |
710.0 |
21.6% |
49.7 |
1.5% |
44% |
False |
False |
126,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,487.5 |
2.618 |
3,419.0 |
1.618 |
3,377.0 |
1.000 |
3,351.0 |
0.618 |
3,335.0 |
HIGH |
3,309.0 |
0.618 |
3,293.0 |
0.500 |
3,288.0 |
0.382 |
3,283.0 |
LOW |
3,267.0 |
0.618 |
3,241.0 |
1.000 |
3,225.0 |
1.618 |
3,199.0 |
2.618 |
3,157.0 |
4.250 |
3,088.5 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,288.0 |
3,280.2 |
PP |
3,286.0 |
3,278.3 |
S1 |
3,284.0 |
3,276.5 |
|