Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,650.25 |
4,569.50 |
-80.75 |
-1.7% |
4,527.25 |
High |
4,683.75 |
4,588.25 |
-95.50 |
-2.0% |
4,683.75 |
Low |
4,564.75 |
4,502.25 |
-62.50 |
-1.4% |
4,471.25 |
Close |
4,569.50 |
4,504.50 |
-65.00 |
-1.4% |
4,504.50 |
Range |
119.00 |
86.00 |
-33.00 |
-27.7% |
212.50 |
ATR |
80.03 |
80.45 |
0.43 |
0.5% |
0.00 |
Volume |
320,692 |
340,479 |
19,787 |
6.2% |
1,701,099 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,789.75 |
4,733.00 |
4,551.75 |
|
R3 |
4,703.75 |
4,647.00 |
4,528.25 |
|
R2 |
4,617.75 |
4,617.75 |
4,520.25 |
|
R1 |
4,561.00 |
4,561.00 |
4,512.50 |
4,546.50 |
PP |
4,531.75 |
4,531.75 |
4,531.75 |
4,524.25 |
S1 |
4,475.00 |
4,475.00 |
4,496.50 |
4,460.50 |
S2 |
4,445.75 |
4,445.75 |
4,488.75 |
|
S3 |
4,359.75 |
4,389.00 |
4,480.75 |
|
S4 |
4,273.75 |
4,303.00 |
4,457.25 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,190.75 |
5,060.00 |
4,621.50 |
|
R3 |
4,978.25 |
4,847.50 |
4,563.00 |
|
R2 |
4,765.75 |
4,765.75 |
4,543.50 |
|
R1 |
4,635.00 |
4,635.00 |
4,524.00 |
4,594.00 |
PP |
4,553.25 |
4,553.25 |
4,553.25 |
4,532.75 |
S1 |
4,422.50 |
4,422.50 |
4,485.00 |
4,381.50 |
S2 |
4,340.75 |
4,340.75 |
4,465.50 |
|
S3 |
4,128.25 |
4,210.00 |
4,446.00 |
|
S4 |
3,915.75 |
3,997.50 |
4,387.50 |
|
|
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% |
95.00 |
2.1% |
16% |
False |
False |
340,219 |
10 |
4,724.25 |
4,471.25 |
253.00 |
5.6% |
90.25 |
2.0% |
13% |
False |
False |
217,119 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.8% |
76.75 |
1.7% |
13% |
False |
False |
109,177 |
40 |
4,734.75 |
4,452.75 |
282.00 |
6.3% |
67.50 |
1.5% |
18% |
False |
False |
54,722 |
60 |
4,734.75 |
4,034.25 |
700.50 |
15.6% |
70.75 |
1.6% |
67% |
False |
False |
36,570 |
80 |
4,734.75 |
4,034.25 |
700.50 |
15.6% |
64.75 |
1.4% |
67% |
False |
False |
27,429 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.8% |
64.00 |
1.4% |
70% |
False |
False |
21,944 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.8% |
58.75 |
1.3% |
70% |
False |
False |
18,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,953.75 |
2.618 |
4,813.50 |
1.618 |
4,727.50 |
1.000 |
4,674.25 |
0.618 |
4,641.50 |
HIGH |
4,588.25 |
0.618 |
4,555.50 |
0.500 |
4,545.25 |
0.382 |
4,535.00 |
LOW |
4,502.25 |
0.618 |
4,449.00 |
1.000 |
4,416.25 |
1.618 |
4,363.00 |
2.618 |
4,277.00 |
4.250 |
4,136.75 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,545.25 |
4,593.00 |
PP |
4,531.75 |
4,563.50 |
S1 |
4,518.00 |
4,534.00 |
|