Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,569.00 |
4,590.50 |
21.50 |
0.5% |
4,527.25 |
High |
4,594.50 |
4,620.25 |
25.75 |
0.6% |
4,683.75 |
Low |
4,541.25 |
4,583.00 |
41.75 |
0.9% |
4,471.25 |
Close |
4,591.00 |
4,606.75 |
15.75 |
0.3% |
4,504.50 |
Range |
53.25 |
37.25 |
-16.00 |
-30.0% |
212.50 |
ATR |
77.63 |
74.75 |
-2.88 |
-3.7% |
0.00 |
Volume |
166,650 |
147,737 |
-18,913 |
-11.3% |
1,701,099 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,715.00 |
4,698.25 |
4,627.25 |
|
R3 |
4,677.75 |
4,661.00 |
4,617.00 |
|
R2 |
4,640.50 |
4,640.50 |
4,613.50 |
|
R1 |
4,623.75 |
4,623.75 |
4,610.25 |
4,632.00 |
PP |
4,603.25 |
4,603.25 |
4,603.25 |
4,607.50 |
S1 |
4,586.50 |
4,586.50 |
4,603.25 |
4,595.00 |
S2 |
4,566.00 |
4,566.00 |
4,600.00 |
|
S3 |
4,528.75 |
4,549.25 |
4,596.50 |
|
S4 |
4,491.50 |
4,512.00 |
4,586.25 |
|
|
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 |
4,502.25 |
181.50 |
3.9% |
71.00 |
1.5% |
58% |
False |
False |
230,433 |
10 |
4,683.75 |
4,471.25 |
212.50 |
4.6% |
81.25 |
1.8% |
64% |
False |
False |
262,150 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.7% |
76.50 |
1.7% |
51% |
False |
False |
133,647 |
40 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
67.75 |
1.5% |
55% |
False |
False |
66,974 |
60 |
4,734.75 |
4,060.00 |
674.75 |
14.6% |
67.25 |
1.5% |
81% |
False |
False |
44,748 |
80 |
4,734.75 |
4,034.25 |
700.50 |
15.2% |
66.00 |
1.4% |
82% |
False |
False |
33,567 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
64.75 |
1.4% |
83% |
False |
False |
26,854 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
59.50 |
1.3% |
83% |
False |
False |
22,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,778.50 |
2.618 |
4,717.75 |
1.618 |
4,680.50 |
1.000 |
4,657.50 |
0.618 |
4,643.25 |
HIGH |
4,620.25 |
0.618 |
4,606.00 |
0.500 |
4,601.50 |
0.382 |
4,597.25 |
LOW |
4,583.00 |
0.618 |
4,560.00 |
1.000 |
4,545.75 |
1.618 |
4,522.75 |
2.618 |
4,485.50 |
4.250 |
4,424.75 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,605.00 |
4,593.25 |
PP |
4,603.25 |
4,579.50 |
S1 |
4,601.50 |
4,566.00 |
|