Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,711.25 |
4,691.00 |
-20.25 |
-0.4% |
4,681.00 |
High |
4,724.25 |
4,703.50 |
-20.75 |
-0.4% |
4,734.75 |
Low |
4,665.75 |
4,636.25 |
-29.50 |
-0.6% |
4,575.00 |
Close |
4,696.00 |
4,681.75 |
-14.25 |
-0.3% |
4,708.25 |
Range |
58.50 |
67.25 |
8.75 |
15.0% |
159.75 |
ATR |
66.79 |
66.83 |
0.03 |
0.0% |
0.00 |
Volume |
5,611 |
8,693 |
3,082 |
54.9% |
9,695 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,875.50 |
4,846.00 |
4,718.75 |
|
R3 |
4,808.25 |
4,778.75 |
4,700.25 |
|
R2 |
4,741.00 |
4,741.00 |
4,694.00 |
|
R1 |
4,711.50 |
4,711.50 |
4,688.00 |
4,692.50 |
PP |
4,673.75 |
4,673.75 |
4,673.75 |
4,664.50 |
S1 |
4,644.25 |
4,644.25 |
4,675.50 |
4,625.50 |
S2 |
4,606.50 |
4,606.50 |
4,669.50 |
|
S3 |
4,539.25 |
4,577.00 |
4,663.25 |
|
S4 |
4,472.00 |
4,509.75 |
4,644.75 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,152.00 |
5,089.75 |
4,796.00 |
|
R3 |
4,992.25 |
4,930.00 |
4,752.25 |
|
R2 |
4,832.50 |
4,832.50 |
4,737.50 |
|
R1 |
4,770.25 |
4,770.25 |
4,723.00 |
4,801.50 |
PP |
4,672.75 |
4,672.75 |
4,672.75 |
4,688.25 |
S1 |
4,610.50 |
4,610.50 |
4,693.50 |
4,641.50 |
S2 |
4,513.00 |
4,513.00 |
4,679.00 |
|
S3 |
4,353.25 |
4,450.75 |
4,664.25 |
|
S4 |
4,193.50 |
4,291.00 |
4,620.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,734.75 |
4,575.00 |
159.75 |
3.4% |
91.25 |
1.9% |
67% |
False |
False |
4,435 |
10 |
4,734.75 |
4,575.00 |
159.75 |
3.4% |
66.50 |
1.4% |
67% |
False |
False |
2,612 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.0% |
64.75 |
1.4% |
81% |
False |
False |
1,463 |
40 |
4,734.75 |
4,311.25 |
423.50 |
9.0% |
60.25 |
1.3% |
87% |
False |
False |
868 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.0% |
67.50 |
1.4% |
92% |
False |
False |
624 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
64.25 |
1.4% |
93% |
False |
False |
468 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
59.00 |
1.3% |
93% |
False |
False |
375 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
52.50 |
1.1% |
93% |
False |
False |
312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,989.25 |
2.618 |
4,879.50 |
1.618 |
4,812.25 |
1.000 |
4,770.75 |
0.618 |
4,745.00 |
HIGH |
4,703.50 |
0.618 |
4,677.75 |
0.500 |
4,670.00 |
0.382 |
4,662.00 |
LOW |
4,636.25 |
0.618 |
4,594.75 |
1.000 |
4,569.00 |
1.618 |
4,527.50 |
2.618 |
4,460.25 |
4.250 |
4,350.50 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,677.75 |
4,675.00 |
PP |
4,673.75 |
4,668.00 |
S1 |
4,670.00 |
4,661.00 |
|