Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,565.75 |
4,603.50 |
37.75 |
0.8% |
4,711.25 |
High |
4,633.00 |
4,669.75 |
36.75 |
0.8% |
4,724.25 |
Low |
4,560.50 |
4,575.00 |
14.50 |
0.3% |
4,521.50 |
Close |
4,601.00 |
4,657.75 |
56.75 |
1.2% |
4,532.50 |
Range |
72.50 |
94.75 |
22.25 |
30.7% |
202.75 |
ATR |
75.66 |
77.03 |
1.36 |
1.8% |
0.00 |
Volume |
329,055 |
287,576 |
-41,479 |
-12.6% |
470,100 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,918.50 |
4,882.75 |
4,709.75 |
|
R3 |
4,823.75 |
4,788.00 |
4,683.75 |
|
R2 |
4,729.00 |
4,729.00 |
4,675.00 |
|
R1 |
4,693.25 |
4,693.25 |
4,666.50 |
4,711.00 |
PP |
4,634.25 |
4,634.25 |
4,634.25 |
4,643.00 |
S1 |
4,598.50 |
4,598.50 |
4,649.00 |
4,616.50 |
S2 |
4,539.50 |
4,539.50 |
4,640.50 |
|
S3 |
4,444.75 |
4,503.75 |
4,631.75 |
|
S4 |
4,350.00 |
4,409.00 |
4,605.75 |
|
|
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 |
4,669.75 |
4,471.25 |
198.50 |
4.3% |
91.50 |
2.0% |
94% |
True |
False |
293,868 |
10 |
4,725.25 |
4,471.25 |
254.00 |
5.5% |
96.75 |
2.1% |
73% |
False |
False |
151,635 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.7% |
73.00 |
1.6% |
71% |
False |
False |
76,169 |
40 |
4,734.75 |
4,387.25 |
347.50 |
7.5% |
67.75 |
1.5% |
78% |
False |
False |
38,199 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.0% |
70.00 |
1.5% |
89% |
False |
False |
25,551 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.3% |
67.00 |
1.4% |
90% |
False |
False |
19,165 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.3% |
62.75 |
1.3% |
90% |
False |
False |
15,332 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.3% |
57.00 |
1.2% |
90% |
False |
False |
12,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,072.50 |
2.618 |
4,917.75 |
1.618 |
4,823.00 |
1.000 |
4,764.50 |
0.618 |
4,728.25 |
HIGH |
4,669.75 |
0.618 |
4,633.50 |
0.500 |
4,622.50 |
0.382 |
4,611.25 |
LOW |
4,575.00 |
0.618 |
4,516.50 |
1.000 |
4,480.25 |
1.618 |
4,421.75 |
2.618 |
4,327.00 |
4.250 |
4,172.25 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,646.00 |
4,628.75 |
PP |
4,634.25 |
4,599.50 |
S1 |
4,622.50 |
4,570.50 |
|