Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,590.50 |
4,607.75 |
17.25 |
0.4% |
4,527.25 |
High |
4,620.25 |
4,630.00 |
9.75 |
0.2% |
4,683.75 |
Low |
4,583.00 |
4,600.75 |
17.75 |
0.4% |
4,471.25 |
Close |
4,606.75 |
4,611.00 |
4.25 |
0.1% |
4,504.50 |
Range |
37.25 |
29.25 |
-8.00 |
-21.5% |
212.50 |
ATR |
74.75 |
71.50 |
-3.25 |
-4.3% |
0.00 |
Volume |
147,737 |
62,054 |
-85,683 |
-58.0% |
1,701,099 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,701.75 |
4,685.50 |
4,627.00 |
|
R3 |
4,672.50 |
4,656.25 |
4,619.00 |
|
R2 |
4,643.25 |
4,643.25 |
4,616.25 |
|
R1 |
4,627.00 |
4,627.00 |
4,613.75 |
4,635.00 |
PP |
4,614.00 |
4,614.00 |
4,614.00 |
4,618.00 |
S1 |
4,597.75 |
4,597.75 |
4,608.25 |
4,606.00 |
S2 |
4,584.75 |
4,584.75 |
4,605.75 |
|
S3 |
4,555.50 |
4,568.50 |
4,603.00 |
|
S4 |
4,526.25 |
4,539.25 |
4,595.00 |
|
|
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 |
4,630.00 |
4,502.25 |
127.75 |
2.8% |
53.25 |
1.2% |
85% |
True |
False |
178,706 |
10 |
4,683.75 |
4,471.25 |
212.50 |
4.6% |
78.50 |
1.7% |
66% |
False |
False |
257,524 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.7% |
76.75 |
1.7% |
53% |
False |
False |
136,706 |
40 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
66.75 |
1.4% |
56% |
False |
False |
68,520 |
60 |
4,734.75 |
4,105.25 |
629.50 |
13.7% |
66.00 |
1.4% |
80% |
False |
False |
45,781 |
80 |
4,734.75 |
4,034.25 |
700.50 |
15.2% |
66.25 |
1.4% |
82% |
False |
False |
34,342 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
64.75 |
1.4% |
84% |
False |
False |
27,474 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
59.00 |
1.3% |
84% |
False |
False |
22,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,754.25 |
2.618 |
4,706.50 |
1.618 |
4,677.25 |
1.000 |
4,659.25 |
0.618 |
4,648.00 |
HIGH |
4,630.00 |
0.618 |
4,618.75 |
0.500 |
4,615.50 |
0.382 |
4,612.00 |
LOW |
4,600.75 |
0.618 |
4,582.75 |
1.000 |
4,571.50 |
1.618 |
4,553.50 |
2.618 |
4,524.25 |
4.250 |
4,476.50 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,615.50 |
4,602.50 |
PP |
4,614.00 |
4,594.00 |
S1 |
4,612.50 |
4,585.50 |
|