Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,683.00 |
4,614.00 |
-69.00 |
-1.5% |
4,681.00 |
High |
4,701.75 |
4,668.50 |
-33.25 |
-0.7% |
4,734.75 |
Low |
4,587.25 |
4,612.50 |
25.25 |
0.6% |
4,575.00 |
Close |
4,609.75 |
4,638.25 |
28.50 |
0.6% |
4,708.25 |
Range |
114.50 |
56.00 |
-58.50 |
-51.1% |
159.75 |
ATR |
70.23 |
69.41 |
-0.82 |
-1.2% |
0.00 |
Volume |
26,383 |
108,319 |
81,936 |
310.6% |
9,695 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,807.75 |
4,779.00 |
4,669.00 |
|
R3 |
4,751.75 |
4,723.00 |
4,653.75 |
|
R2 |
4,695.75 |
4,695.75 |
4,648.50 |
|
R1 |
4,667.00 |
4,667.00 |
4,643.50 |
4,681.50 |
PP |
4,639.75 |
4,639.75 |
4,639.75 |
4,647.00 |
S1 |
4,611.00 |
4,611.00 |
4,633.00 |
4,625.50 |
S2 |
4,583.75 |
4,583.75 |
4,628.00 |
|
S3 |
4,527.75 |
4,555.00 |
4,622.75 |
|
S4 |
4,471.75 |
4,499.00 |
4,607.50 |
|
|
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 |
4,724.25 |
4,587.25 |
137.00 |
3.0% |
83.25 |
1.8% |
37% |
False |
False |
30,463 |
10 |
4,734.75 |
4,575.00 |
159.75 |
3.4% |
75.00 |
1.6% |
40% |
False |
False |
15,889 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
68.50 |
1.5% |
66% |
False |
False |
8,173 |
40 |
4,734.75 |
4,342.00 |
392.75 |
8.5% |
62.25 |
1.3% |
75% |
False |
False |
4,231 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.1% |
68.50 |
1.5% |
86% |
False |
False |
2,868 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.4% |
65.75 |
1.4% |
87% |
False |
False |
2,152 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.4% |
60.50 |
1.3% |
87% |
False |
False |
1,722 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.4% |
53.75 |
1.2% |
87% |
False |
False |
1,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,906.50 |
2.618 |
4,815.00 |
1.618 |
4,759.00 |
1.000 |
4,724.50 |
0.618 |
4,703.00 |
HIGH |
4,668.50 |
0.618 |
4,647.00 |
0.500 |
4,640.50 |
0.382 |
4,634.00 |
LOW |
4,612.50 |
0.618 |
4,578.00 |
1.000 |
4,556.50 |
1.618 |
4,522.00 |
2.618 |
4,466.00 |
4.250 |
4,374.50 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,640.50 |
4,645.50 |
PP |
4,639.75 |
4,643.00 |
S1 |
4,639.00 |
4,640.50 |
|