Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
2,037.25 |
2,042.50 |
5.25 |
0.3% |
2,084.50 |
High |
2,058.75 |
2,047.75 |
-11.00 |
-0.5% |
2,088.75 |
Low |
2,035.75 |
1,996.25 |
-39.50 |
-1.9% |
1,996.25 |
Close |
2,041.00 |
2,001.25 |
-39.75 |
-1.9% |
2,001.25 |
Range |
23.00 |
51.50 |
28.50 |
123.9% |
92.50 |
ATR |
28.89 |
30.50 |
1.62 |
5.6% |
0.00 |
Volume |
783,692 |
2,345,329 |
1,561,637 |
199.3% |
3,734,780 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,169.50 |
2,137.00 |
2,029.50 |
|
R3 |
2,118.00 |
2,085.50 |
2,015.50 |
|
R2 |
2,066.50 |
2,066.50 |
2,010.75 |
|
R1 |
2,034.00 |
2,034.00 |
2,006.00 |
2,024.50 |
PP |
2,015.00 |
2,015.00 |
2,015.00 |
2,010.50 |
S1 |
1,982.50 |
1,982.50 |
1,996.50 |
1,973.00 |
S2 |
1,963.50 |
1,963.50 |
1,991.75 |
|
S3 |
1,912.00 |
1,931.00 |
1,987.00 |
|
S4 |
1,860.50 |
1,879.50 |
1,973.00 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,306.25 |
2,246.25 |
2,052.00 |
|
R3 |
2,213.75 |
2,153.75 |
2,026.75 |
|
R2 |
2,121.25 |
2,121.25 |
2,018.25 |
|
R1 |
2,061.25 |
2,061.25 |
2,009.75 |
2,045.00 |
PP |
2,028.75 |
2,028.75 |
2,028.75 |
2,020.50 |
S1 |
1,968.75 |
1,968.75 |
1,992.75 |
1,952.50 |
S2 |
1,936.25 |
1,936.25 |
1,984.25 |
|
S3 |
1,843.75 |
1,876.25 |
1,975.75 |
|
S4 |
1,751.25 |
1,783.75 |
1,950.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,088.75 |
1,996.25 |
92.50 |
4.6% |
36.50 |
1.8% |
5% |
False |
True |
746,956 |
10 |
2,097.75 |
1,996.25 |
101.50 |
5.1% |
34.75 |
1.7% |
5% |
False |
True |
391,421 |
20 |
2,097.75 |
1,991.75 |
106.00 |
5.3% |
29.50 |
1.5% |
9% |
False |
False |
198,479 |
40 |
2,102.75 |
1,991.75 |
111.00 |
5.5% |
26.00 |
1.3% |
9% |
False |
False |
101,262 |
60 |
2,102.75 |
1,853.00 |
249.75 |
12.5% |
28.75 |
1.4% |
59% |
False |
False |
69,543 |
80 |
2,102.75 |
1,819.25 |
283.50 |
14.2% |
33.75 |
1.7% |
64% |
False |
False |
52,368 |
100 |
2,102.75 |
1,819.25 |
283.50 |
14.2% |
31.50 |
1.6% |
64% |
False |
False |
41,938 |
120 |
2,111.25 |
1,819.25 |
292.00 |
14.6% |
29.25 |
1.5% |
62% |
False |
False |
34,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,266.50 |
2.618 |
2,182.50 |
1.618 |
2,131.00 |
1.000 |
2,099.25 |
0.618 |
2,079.50 |
HIGH |
2,047.75 |
0.618 |
2,028.00 |
0.500 |
2,022.00 |
0.382 |
2,016.00 |
LOW |
1,996.25 |
0.618 |
1,964.50 |
1.000 |
1,944.75 |
1.618 |
1,913.00 |
2.618 |
1,861.50 |
4.250 |
1,777.50 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
2,022.00 |
2,034.00 |
PP |
2,015.00 |
2,023.00 |
S1 |
2,008.25 |
2,012.25 |
|