Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
2,042.50 |
2,001.50 |
-41.00 |
-2.0% |
2,084.50 |
High |
2,047.75 |
2,019.50 |
-28.25 |
-1.4% |
2,088.75 |
Low |
1,996.25 |
1,983.25 |
-13.00 |
-0.7% |
1,996.25 |
Close |
2,001.25 |
2,009.50 |
8.25 |
0.4% |
2,001.25 |
Range |
51.50 |
36.25 |
-15.25 |
-29.6% |
92.50 |
ATR |
30.50 |
30.91 |
0.41 |
1.3% |
0.00 |
Volume |
2,345,329 |
2,652,781 |
307,452 |
13.1% |
3,734,780 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.75 |
2,097.50 |
2,029.50 |
|
R3 |
2,076.50 |
2,061.25 |
2,019.50 |
|
R2 |
2,040.25 |
2,040.25 |
2,016.25 |
|
R1 |
2,025.00 |
2,025.00 |
2,012.75 |
2,032.50 |
PP |
2,004.00 |
2,004.00 |
2,004.00 |
2,008.00 |
S1 |
1,988.75 |
1,988.75 |
2,006.25 |
1,996.50 |
S2 |
1,967.75 |
1,967.75 |
2,002.75 |
|
S3 |
1,931.50 |
1,952.50 |
1,999.50 |
|
S4 |
1,895.25 |
1,916.25 |
1,989.50 |
|
|
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 |
2,074.00 |
1,983.25 |
90.75 |
4.5% |
37.50 |
1.9% |
29% |
False |
True |
1,264,893 |
10 |
2,097.75 |
1,983.25 |
114.50 |
5.7% |
36.75 |
1.8% |
23% |
False |
True |
655,334 |
20 |
2,097.75 |
1,983.25 |
114.50 |
5.7% |
29.75 |
1.5% |
23% |
False |
True |
330,879 |
40 |
2,102.75 |
1,983.25 |
119.50 |
5.9% |
26.50 |
1.3% |
22% |
False |
True |
167,522 |
60 |
2,102.75 |
1,853.00 |
249.75 |
12.4% |
28.75 |
1.4% |
63% |
False |
False |
113,716 |
80 |
2,102.75 |
1,819.25 |
283.50 |
14.1% |
33.75 |
1.7% |
67% |
False |
False |
85,525 |
100 |
2,102.75 |
1,819.25 |
283.50 |
14.1% |
31.50 |
1.6% |
67% |
False |
False |
68,465 |
120 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
29.50 |
1.5% |
65% |
False |
False |
57,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,173.50 |
2.618 |
2,114.50 |
1.618 |
2,078.25 |
1.000 |
2,055.75 |
0.618 |
2,042.00 |
HIGH |
2,019.50 |
0.618 |
2,005.75 |
0.500 |
2,001.50 |
0.382 |
1,997.00 |
LOW |
1,983.25 |
0.618 |
1,960.75 |
1.000 |
1,947.00 |
1.618 |
1,924.50 |
2.618 |
1,888.25 |
4.250 |
1,829.25 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
2,006.75 |
2,021.00 |
PP |
2,004.00 |
2,017.25 |
S1 |
2,001.50 |
2,013.25 |
|