Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,617.75 |
4,687.25 |
69.50 |
1.5% |
4,513.75 |
High |
4,697.75 |
4,695.00 |
-2.75 |
-0.1% |
4,630.00 |
Low |
4,610.50 |
4,643.50 |
33.00 |
0.7% |
4,511.75 |
Close |
4,690.50 |
4,646.00 |
-44.50 |
-0.9% |
4,611.00 |
Range |
87.25 |
51.50 |
-35.75 |
-41.0% |
118.25 |
ATR |
71.07 |
69.67 |
-1.40 |
-2.0% |
0.00 |
Volume |
158,098 |
117,427 |
-40,671 |
-25.7% |
553,051 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,816.00 |
4,782.50 |
4,674.25 |
|
R3 |
4,764.50 |
4,731.00 |
4,660.25 |
|
R2 |
4,713.00 |
4,713.00 |
4,655.50 |
|
R1 |
4,679.50 |
4,679.50 |
4,650.75 |
4,670.50 |
PP |
4,661.50 |
4,661.50 |
4,661.50 |
4,657.00 |
S1 |
4,628.00 |
4,628.00 |
4,641.25 |
4,619.00 |
S2 |
4,610.00 |
4,610.00 |
4,636.50 |
|
S3 |
4,558.50 |
4,576.50 |
4,631.75 |
|
S4 |
4,507.00 |
4,525.00 |
4,617.75 |
|
|
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 |
4,571.50 |
126.25 |
2.7% |
50.75 |
1.1% |
59% |
False |
False |
119,776 |
10 |
4,697.75 |
4,502.25 |
195.50 |
4.2% |
66.50 |
1.4% |
74% |
False |
False |
189,089 |
20 |
4,734.75 |
4,471.25 |
263.50 |
5.7% |
80.00 |
1.7% |
66% |
False |
False |
156,060 |
40 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
67.75 |
1.5% |
69% |
False |
False |
78,239 |
60 |
4,734.75 |
4,259.75 |
475.00 |
10.2% |
63.75 |
1.4% |
81% |
False |
False |
52,249 |
80 |
4,734.75 |
4,034.25 |
700.50 |
15.1% |
67.75 |
1.5% |
87% |
False |
False |
39,206 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.3% |
65.50 |
1.4% |
88% |
False |
False |
31,365 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.3% |
60.25 |
1.3% |
88% |
False |
False |
26,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,914.00 |
2.618 |
4,829.75 |
1.618 |
4,778.25 |
1.000 |
4,746.50 |
0.618 |
4,726.75 |
HIGH |
4,695.00 |
0.618 |
4,675.25 |
0.500 |
4,669.25 |
0.382 |
4,663.25 |
LOW |
4,643.50 |
0.618 |
4,611.75 |
1.000 |
4,592.00 |
1.618 |
4,560.25 |
2.618 |
4,508.75 |
4.250 |
4,424.50 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,669.25 |
4,642.25 |
PP |
4,661.50 |
4,638.50 |
S1 |
4,653.75 |
4,634.50 |
|