Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,611.00 |
4,617.75 |
6.75 |
0.1% |
4,513.75 |
High |
4,619.50 |
4,697.75 |
78.25 |
1.7% |
4,630.00 |
Low |
4,571.50 |
4,610.50 |
39.00 |
0.9% |
4,511.75 |
Close |
4,613.75 |
4,690.50 |
76.75 |
1.7% |
4,611.00 |
Range |
48.00 |
87.25 |
39.25 |
81.8% |
118.25 |
ATR |
69.82 |
71.07 |
1.24 |
1.8% |
0.00 |
Volume |
113,567 |
158,098 |
44,531 |
39.2% |
553,051 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,928.00 |
4,896.50 |
4,738.50 |
|
R3 |
4,840.75 |
4,809.25 |
4,714.50 |
|
R2 |
4,753.50 |
4,753.50 |
4,706.50 |
|
R1 |
4,722.00 |
4,722.00 |
4,698.50 |
4,737.75 |
PP |
4,666.25 |
4,666.25 |
4,666.25 |
4,674.00 |
S1 |
4,634.75 |
4,634.75 |
4,682.50 |
4,650.50 |
S2 |
4,579.00 |
4,579.00 |
4,674.50 |
|
S3 |
4,491.75 |
4,547.50 |
4,666.50 |
|
S4 |
4,404.50 |
4,460.25 |
4,642.50 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,939.00 |
4,893.25 |
4,676.00 |
|
R3 |
4,820.75 |
4,775.00 |
4,643.50 |
|
R2 |
4,702.50 |
4,702.50 |
4,632.75 |
|
R1 |
4,656.75 |
4,656.75 |
4,621.75 |
4,679.50 |
PP |
4,584.25 |
4,584.25 |
4,584.25 |
4,595.75 |
S1 |
4,538.50 |
4,538.50 |
4,600.25 |
4,561.50 |
S2 |
4,466.00 |
4,466.00 |
4,589.25 |
|
S3 |
4,347.75 |
4,420.25 |
4,578.50 |
|
S4 |
4,229.50 |
4,302.00 |
4,546.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,697.75 |
4,541.25 |
156.50 |
3.3% |
51.00 |
1.1% |
95% |
True |
False |
129,621 |
10 |
4,697.75 |
4,502.25 |
195.50 |
4.2% |
68.75 |
1.5% |
96% |
True |
False |
210,251 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.6% |
79.25 |
1.7% |
83% |
False |
False |
150,235 |
40 |
4,734.75 |
4,452.75 |
282.00 |
6.0% |
68.25 |
1.5% |
84% |
False |
False |
75,307 |
60 |
4,734.75 |
4,245.00 |
489.75 |
10.4% |
64.00 |
1.4% |
91% |
False |
False |
50,296 |
80 |
4,734.75 |
4,034.25 |
700.50 |
14.9% |
67.25 |
1.4% |
94% |
False |
False |
37,738 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
65.25 |
1.4% |
94% |
False |
False |
30,191 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.2% |
59.75 |
1.3% |
94% |
False |
False |
25,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,068.50 |
2.618 |
4,926.25 |
1.618 |
4,839.00 |
1.000 |
4,785.00 |
0.618 |
4,751.75 |
HIGH |
4,697.75 |
0.618 |
4,664.50 |
0.500 |
4,654.00 |
0.382 |
4,643.75 |
LOW |
4,610.50 |
0.618 |
4,556.50 |
1.000 |
4,523.25 |
1.618 |
4,469.25 |
2.618 |
4,382.00 |
4.250 |
4,239.75 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,678.50 |
4,672.00 |
PP |
4,666.25 |
4,653.25 |
S1 |
4,654.00 |
4,634.50 |
|