Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,527.25 |
4,565.75 |
38.50 |
0.9% |
4,711.25 |
High |
4,573.50 |
4,633.00 |
59.50 |
1.3% |
4,724.25 |
Low |
4,471.25 |
4,560.50 |
89.25 |
2.0% |
4,521.50 |
Close |
4,560.50 |
4,601.00 |
40.50 |
0.9% |
4,532.50 |
Range |
102.25 |
72.50 |
-29.75 |
-29.1% |
202.75 |
ATR |
75.91 |
75.66 |
-0.24 |
-0.3% |
0.00 |
Volume |
423,297 |
329,055 |
-94,242 |
-22.3% |
470,100 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,815.75 |
4,780.75 |
4,641.00 |
|
R3 |
4,743.25 |
4,708.25 |
4,621.00 |
|
R2 |
4,670.75 |
4,670.75 |
4,614.25 |
|
R1 |
4,635.75 |
4,635.75 |
4,607.75 |
4,653.25 |
PP |
4,598.25 |
4,598.25 |
4,598.25 |
4,607.00 |
S1 |
4,563.25 |
4,563.25 |
4,594.25 |
4,580.75 |
S2 |
4,525.75 |
4,525.75 |
4,587.75 |
|
S3 |
4,453.25 |
4,490.75 |
4,581.00 |
|
S4 |
4,380.75 |
4,418.25 |
4,561.00 |
|
|
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 |
4,701.75 |
4,471.25 |
230.50 |
5.0% |
95.50 |
2.1% |
56% |
False |
False |
241,629 |
10 |
4,734.75 |
4,471.25 |
263.50 |
5.7% |
93.25 |
2.0% |
49% |
False |
False |
123,032 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.7% |
70.25 |
1.5% |
49% |
False |
False |
61,795 |
40 |
4,734.75 |
4,387.25 |
347.50 |
7.6% |
66.25 |
1.4% |
62% |
False |
False |
31,012 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.2% |
70.25 |
1.5% |
81% |
False |
False |
20,758 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
67.00 |
1.5% |
82% |
False |
False |
15,570 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
62.25 |
1.4% |
82% |
False |
False |
12,456 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
56.25 |
1.2% |
82% |
False |
False |
10,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,941.00 |
2.618 |
4,822.75 |
1.618 |
4,750.25 |
1.000 |
4,705.50 |
0.618 |
4,677.75 |
HIGH |
4,633.00 |
0.618 |
4,605.25 |
0.500 |
4,596.75 |
0.382 |
4,588.25 |
LOW |
4,560.50 |
0.618 |
4,515.75 |
1.000 |
4,488.00 |
1.618 |
4,443.25 |
2.618 |
4,370.75 |
4.250 |
4,252.50 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,599.50 |
4,588.00 |
PP |
4,598.25 |
4,575.25 |
S1 |
4,596.75 |
4,562.50 |
|