Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,687.25 |
4,648.00 |
-39.25 |
-0.8% |
4,513.75 |
High |
4,695.00 |
4,655.00 |
-40.00 |
-0.9% |
4,630.00 |
Low |
4,643.50 |
4,579.50 |
-64.00 |
-1.4% |
4,511.75 |
Close |
4,646.00 |
4,587.75 |
-58.25 |
-1.3% |
4,611.00 |
Range |
51.50 |
75.50 |
24.00 |
46.6% |
118.25 |
ATR |
69.67 |
70.08 |
0.42 |
0.6% |
0.00 |
Volume |
117,427 |
160,705 |
43,278 |
36.9% |
553,051 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,834.00 |
4,786.25 |
4,629.25 |
|
R3 |
4,758.50 |
4,710.75 |
4,608.50 |
|
R2 |
4,683.00 |
4,683.00 |
4,601.50 |
|
R1 |
4,635.25 |
4,635.25 |
4,594.75 |
4,621.50 |
PP |
4,607.50 |
4,607.50 |
4,607.50 |
4,600.50 |
S1 |
4,559.75 |
4,559.75 |
4,580.75 |
4,546.00 |
S2 |
4,532.00 |
4,532.00 |
4,574.00 |
|
S3 |
4,456.50 |
4,484.25 |
4,567.00 |
|
S4 |
4,381.00 |
4,408.75 |
4,546.25 |
|
|
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 |
2.8% |
58.25 |
1.3% |
13% |
False |
False |
122,370 |
10 |
4,697.75 |
4,502.25 |
195.50 |
4.3% |
64.75 |
1.4% |
44% |
False |
False |
176,401 |
20 |
4,725.25 |
4,471.25 |
254.00 |
5.5% |
80.75 |
1.8% |
46% |
False |
False |
164,018 |
40 |
4,734.75 |
4,452.75 |
282.00 |
6.1% |
68.50 |
1.5% |
48% |
False |
False |
82,250 |
60 |
4,734.75 |
4,261.00 |
473.75 |
10.3% |
64.00 |
1.4% |
69% |
False |
False |
54,927 |
80 |
4,734.75 |
4,034.25 |
700.50 |
15.3% |
68.75 |
1.5% |
79% |
False |
False |
41,215 |
100 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
66.00 |
1.4% |
81% |
False |
False |
32,972 |
120 |
4,734.75 |
3,975.75 |
759.00 |
16.5% |
60.00 |
1.3% |
81% |
False |
False |
27,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,976.00 |
2.618 |
4,852.75 |
1.618 |
4,777.25 |
1.000 |
4,730.50 |
0.618 |
4,701.75 |
HIGH |
4,655.00 |
0.618 |
4,626.25 |
0.500 |
4,617.25 |
0.382 |
4,608.25 |
LOW |
4,579.50 |
0.618 |
4,532.75 |
1.000 |
4,504.00 |
1.618 |
4,457.25 |
2.618 |
4,381.75 |
4.250 |
4,258.50 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,617.25 |
4,638.50 |
PP |
4,607.50 |
4,621.75 |
S1 |
4,597.50 |
4,604.75 |
|