Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,641.50 |
4,527.25 |
-114.25 |
-2.5% |
4,711.25 |
High |
4,653.50 |
4,573.50 |
-80.00 |
-1.7% |
4,724.25 |
Low |
4,521.50 |
4,471.25 |
-50.25 |
-1.1% |
4,521.50 |
Close |
4,532.50 |
4,560.50 |
28.00 |
0.6% |
4,532.50 |
Range |
132.00 |
102.25 |
-29.75 |
-22.5% |
202.75 |
ATR |
73.88 |
75.91 |
2.03 |
2.7% |
0.00 |
Volume |
321,094 |
423,297 |
102,203 |
31.8% |
470,100 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,841.75 |
4,803.50 |
4,616.75 |
|
R3 |
4,739.50 |
4,701.25 |
4,588.50 |
|
R2 |
4,637.25 |
4,637.25 |
4,579.25 |
|
R1 |
4,599.00 |
4,599.00 |
4,569.75 |
4,618.00 |
PP |
4,535.00 |
4,535.00 |
4,535.00 |
4,544.75 |
S1 |
4,496.75 |
4,496.75 |
4,551.25 |
4,516.00 |
S2 |
4,432.75 |
4,432.75 |
4,541.75 |
|
S3 |
4,330.50 |
4,394.50 |
4,532.50 |
|
S4 |
4,228.25 |
4,292.25 |
4,504.25 |
|
|
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 |
4,703.50 |
4,471.25 |
232.25 |
5.1% |
94.50 |
2.1% |
38% |
False |
True |
177,557 |
10 |
4,734.75 |
4,471.25 |
263.50 |
5.8% |
90.00 |
2.0% |
34% |
False |
True |
90,218 |
20 |
4,734.75 |
4,452.75 |
282.00 |
6.2% |
72.00 |
1.6% |
38% |
False |
False |
45,373 |
40 |
4,734.75 |
4,387.25 |
347.50 |
7.6% |
65.50 |
1.4% |
50% |
False |
False |
22,813 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.4% |
70.00 |
1.5% |
75% |
False |
False |
15,274 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.6% |
67.00 |
1.5% |
77% |
False |
False |
11,457 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.6% |
62.25 |
1.4% |
77% |
False |
False |
9,166 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.6% |
55.75 |
1.2% |
77% |
False |
False |
7,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,008.00 |
2.618 |
4,841.25 |
1.618 |
4,739.00 |
1.000 |
4,675.75 |
0.618 |
4,636.75 |
HIGH |
4,573.50 |
0.618 |
4,534.50 |
0.500 |
4,522.50 |
0.382 |
4,510.25 |
LOW |
4,471.25 |
0.618 |
4,408.00 |
1.000 |
4,369.00 |
1.618 |
4,305.75 |
2.618 |
4,203.50 |
4.250 |
4,036.75 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,547.75 |
4,570.00 |
PP |
4,535.00 |
4,566.75 |
S1 |
4,522.50 |
4,563.50 |
|