Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,048.0 |
5,038.0 |
-10.0 |
-0.2% |
5,133.0 |
High |
5,094.0 |
5,074.0 |
-20.0 |
-0.4% |
5,232.0 |
Low |
5,048.0 |
5,025.0 |
-23.0 |
-0.5% |
5,066.0 |
Close |
5,058.0 |
5,031.0 |
-27.0 |
-0.5% |
5,104.0 |
Range |
46.0 |
49.0 |
3.0 |
6.5% |
166.0 |
ATR |
59.7 |
59.0 |
-0.8 |
-1.3% |
0.0 |
Volume |
120 |
1,313 |
1,193 |
994.2% |
556 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,190.3 |
5,159.7 |
5,058.0 |
|
R3 |
5,141.3 |
5,110.7 |
5,044.5 |
|
R2 |
5,092.3 |
5,092.3 |
5,040.0 |
|
R1 |
5,061.7 |
5,061.7 |
5,035.5 |
5,052.5 |
PP |
5,043.3 |
5,043.3 |
5,043.3 |
5,038.8 |
S1 |
5,012.7 |
5,012.7 |
5,026.5 |
5,003.5 |
S2 |
4,994.3 |
4,994.3 |
5,022.0 |
|
S3 |
4,945.3 |
4,963.7 |
5,017.5 |
|
S4 |
4,896.3 |
4,914.7 |
5,004.1 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,632.0 |
5,534.0 |
5,195.3 |
|
R3 |
5,466.0 |
5,368.0 |
5,149.7 |
|
R2 |
5,300.0 |
5,300.0 |
5,134.4 |
|
R1 |
5,202.0 |
5,202.0 |
5,119.2 |
5,168.0 |
PP |
5,134.0 |
5,134.0 |
5,134.0 |
5,117.0 |
S1 |
5,036.0 |
5,036.0 |
5,088.8 |
5,002.0 |
S2 |
4,968.0 |
4,968.0 |
5,073.6 |
|
S3 |
4,802.0 |
4,870.0 |
5,058.4 |
|
S4 |
4,636.0 |
4,704.0 |
5,012.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,224.0 |
5,025.0 |
199.0 |
4.0% |
66.6 |
1.3% |
3% |
False |
True |
341 |
10 |
5,232.0 |
5,025.0 |
207.0 |
4.1% |
55.2 |
1.1% |
3% |
False |
True |
224 |
20 |
5,238.0 |
4,939.0 |
299.0 |
5.9% |
42.6 |
0.8% |
31% |
False |
False |
174 |
40 |
5,307.0 |
4,939.0 |
368.0 |
7.3% |
33.5 |
0.7% |
25% |
False |
False |
156 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.5% |
35.2 |
0.7% |
42% |
False |
False |
125 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.5% |
31.9 |
0.6% |
42% |
False |
False |
131 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.2% |
27.4 |
0.5% |
26% |
False |
False |
115 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.2% |
24.1 |
0.5% |
26% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,282.3 |
2.618 |
5,202.3 |
1.618 |
5,153.3 |
1.000 |
5,123.0 |
0.618 |
5,104.3 |
HIGH |
5,074.0 |
0.618 |
5,055.3 |
0.500 |
5,049.5 |
0.382 |
5,043.7 |
LOW |
5,025.0 |
0.618 |
4,994.7 |
1.000 |
4,976.0 |
1.618 |
4,945.7 |
2.618 |
4,896.7 |
4.250 |
4,816.8 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,049.5 |
5,105.0 |
PP |
5,043.3 |
5,080.3 |
S1 |
5,037.2 |
5,055.7 |
|