Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,614.00 |
4,641.50 |
27.50 |
0.6% |
4,711.25 |
High |
4,668.50 |
4,653.50 |
-15.00 |
-0.3% |
4,724.25 |
Low |
4,612.50 |
4,521.50 |
-91.00 |
-2.0% |
4,521.50 |
Close |
4,638.25 |
4,532.50 |
-105.75 |
-2.3% |
4,532.50 |
Range |
56.00 |
132.00 |
76.00 |
135.7% |
202.75 |
ATR |
69.41 |
73.88 |
4.47 |
6.4% |
0.00 |
Volume |
108,319 |
321,094 |
212,775 |
196.4% |
470,100 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,965.25 |
4,880.75 |
4,605.00 |
|
R3 |
4,833.25 |
4,748.75 |
4,568.75 |
|
R2 |
4,701.25 |
4,701.25 |
4,556.75 |
|
R1 |
4,616.75 |
4,616.75 |
4,544.50 |
4,593.00 |
PP |
4,569.25 |
4,569.25 |
4,569.25 |
4,557.25 |
S1 |
4,484.75 |
4,484.75 |
4,520.50 |
4,461.00 |
S2 |
4,437.25 |
4,437.25 |
4,508.25 |
|
S3 |
4,305.25 |
4,352.75 |
4,496.25 |
|
S4 |
4,173.25 |
4,220.75 |
4,460.00 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,201.00 |
5,069.50 |
4,644.00 |
|
R3 |
4,998.25 |
4,866.75 |
4,588.25 |
|
R2 |
4,795.50 |
4,795.50 |
4,569.75 |
|
R1 |
4,664.00 |
4,664.00 |
4,551.00 |
4,628.50 |
PP |
4,592.75 |
4,592.75 |
4,592.75 |
4,575.00 |
S1 |
4,461.25 |
4,461.25 |
4,514.00 |
4,425.50 |
S2 |
4,390.00 |
4,390.00 |
4,495.25 |
|
S3 |
4,187.25 |
4,258.50 |
4,476.75 |
|
S4 |
3,984.50 |
4,055.75 |
4,421.00 |
|
|
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 |
4,521.50 |
202.75 |
4.5% |
85.75 |
1.9% |
5% |
False |
True |
94,020 |
10 |
4,734.75 |
4,521.50 |
213.25 |
4.7% |
84.50 |
1.9% |
5% |
False |
True |
47,979 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.2% |
72.00 |
1.6% |
28% |
False |
False |
24,214 |
40 |
4,734.75 |
4,387.25 |
347.50 |
7.7% |
64.00 |
1.4% |
42% |
False |
False |
12,232 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.5% |
69.50 |
1.5% |
71% |
False |
False |
8,220 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.7% |
67.25 |
1.5% |
73% |
False |
False |
6,166 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.7% |
61.50 |
1.4% |
73% |
False |
False |
4,933 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.7% |
55.00 |
1.2% |
73% |
False |
False |
4,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,214.50 |
2.618 |
4,999.00 |
1.618 |
4,867.00 |
1.000 |
4,785.50 |
0.618 |
4,735.00 |
HIGH |
4,653.50 |
0.618 |
4,603.00 |
0.500 |
4,587.50 |
0.382 |
4,572.00 |
LOW |
4,521.50 |
0.618 |
4,440.00 |
1.000 |
4,389.50 |
1.618 |
4,308.00 |
2.618 |
4,176.00 |
4.250 |
3,960.50 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,587.50 |
4,611.50 |
PP |
4,569.25 |
4,585.25 |
S1 |
4,550.75 |
4,559.00 |
|