Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,603.50 |
4,650.25 |
46.75 |
1.0% |
4,711.25 |
High |
4,669.75 |
4,683.75 |
14.00 |
0.3% |
4,724.25 |
Low |
4,575.00 |
4,564.75 |
-10.25 |
-0.2% |
4,521.50 |
Close |
4,657.75 |
4,569.50 |
-88.25 |
-1.9% |
4,532.50 |
Range |
94.75 |
119.00 |
24.25 |
25.6% |
202.75 |
ATR |
77.03 |
80.03 |
3.00 |
3.9% |
0.00 |
Volume |
287,576 |
320,692 |
33,116 |
11.5% |
470,100 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,963.00 |
4,885.25 |
4,635.00 |
|
R3 |
4,844.00 |
4,766.25 |
4,602.25 |
|
R2 |
4,725.00 |
4,725.00 |
4,591.25 |
|
R1 |
4,647.25 |
4,647.25 |
4,580.50 |
4,626.50 |
PP |
4,606.00 |
4,606.00 |
4,606.00 |
4,595.75 |
S1 |
4,528.25 |
4,528.25 |
4,558.50 |
4,507.50 |
S2 |
4,487.00 |
4,487.00 |
4,547.75 |
|
S3 |
4,368.00 |
4,409.25 |
4,536.75 |
|
S4 |
4,249.00 |
4,290.25 |
4,504.00 |
|
|
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 |
4,683.75 |
4,471.25 |
212.50 |
4.7% |
104.00 |
2.3% |
46% |
True |
False |
336,342 |
10 |
4,724.25 |
4,471.25 |
253.00 |
5.5% |
93.75 |
2.0% |
39% |
False |
False |
183,403 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.8% |
73.75 |
1.6% |
37% |
False |
False |
92,189 |
40 |
4,734.75 |
4,404.00 |
330.75 |
7.2% |
69.25 |
1.5% |
50% |
False |
False |
46,215 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.3% |
70.75 |
1.5% |
76% |
False |
False |
30,895 |
80 |
4,734.75 |
3,975.75 |
759.00 |
16.6% |
66.50 |
1.5% |
78% |
False |
False |
23,173 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.6% |
63.50 |
1.4% |
78% |
False |
False |
18,539 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.6% |
58.00 |
1.3% |
78% |
False |
False |
15,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,189.50 |
2.618 |
4,995.25 |
1.618 |
4,876.25 |
1.000 |
4,802.75 |
0.618 |
4,757.25 |
HIGH |
4,683.75 |
0.618 |
4,638.25 |
0.500 |
4,624.25 |
0.382 |
4,610.25 |
LOW |
4,564.75 |
0.618 |
4,491.25 |
1.000 |
4,445.75 |
1.618 |
4,372.25 |
2.618 |
4,253.25 |
4.250 |
4,059.00 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,624.25 |
4,622.00 |
PP |
4,606.00 |
4,604.50 |
S1 |
4,587.75 |
4,587.00 |
|