Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,691.00 |
4,683.00 |
-8.00 |
-0.2% |
4,681.00 |
High |
4,703.50 |
4,701.75 |
-1.75 |
0.0% |
4,734.75 |
Low |
4,636.25 |
4,587.25 |
-49.00 |
-1.1% |
4,575.00 |
Close |
4,681.75 |
4,609.75 |
-72.00 |
-1.5% |
4,708.25 |
Range |
67.25 |
114.50 |
47.25 |
70.3% |
159.75 |
ATR |
66.83 |
70.23 |
3.41 |
5.1% |
0.00 |
Volume |
8,693 |
26,383 |
17,690 |
203.5% |
9,695 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,976.50 |
4,907.50 |
4,672.75 |
|
R3 |
4,862.00 |
4,793.00 |
4,641.25 |
|
R2 |
4,747.50 |
4,747.50 |
4,630.75 |
|
R1 |
4,678.50 |
4,678.50 |
4,620.25 |
4,655.75 |
PP |
4,633.00 |
4,633.00 |
4,633.00 |
4,621.50 |
S1 |
4,564.00 |
4,564.00 |
4,599.25 |
4,541.25 |
S2 |
4,518.50 |
4,518.50 |
4,588.75 |
|
S3 |
4,404.00 |
4,449.50 |
4,578.25 |
|
S4 |
4,289.50 |
4,335.00 |
4,546.75 |
|
|
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 |
4,725.25 |
4,575.00 |
150.25 |
3.3% |
102.00 |
2.2% |
23% |
False |
False |
9,402 |
10 |
4,734.75 |
4,575.00 |
159.75 |
3.5% |
71.75 |
1.6% |
22% |
False |
False |
5,144 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
68.00 |
1.5% |
56% |
False |
False |
2,773 |
40 |
4,734.75 |
4,311.25 |
423.50 |
9.2% |
62.00 |
1.3% |
70% |
False |
False |
1,526 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.2% |
68.25 |
1.5% |
82% |
False |
False |
1,063 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
65.25 |
1.4% |
84% |
False |
False |
798 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
60.25 |
1.3% |
84% |
False |
False |
638 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
53.50 |
1.2% |
84% |
False |
False |
532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,188.50 |
2.618 |
5,001.50 |
1.618 |
4,887.00 |
1.000 |
4,816.25 |
0.618 |
4,772.50 |
HIGH |
4,701.75 |
0.618 |
4,658.00 |
0.500 |
4,644.50 |
0.382 |
4,631.00 |
LOW |
4,587.25 |
0.618 |
4,516.50 |
1.000 |
4,472.75 |
1.618 |
4,402.00 |
2.618 |
4,287.50 |
4.250 |
4,100.50 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,644.50 |
4,655.75 |
PP |
4,633.00 |
4,640.50 |
S1 |
4,621.25 |
4,625.00 |
|