Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,038.0 |
5,013.0 |
-25.0 |
-0.5% |
5,133.0 |
High |
5,074.0 |
5,031.0 |
-43.0 |
-0.8% |
5,232.0 |
Low |
5,025.0 |
4,947.0 |
-78.0 |
-1.6% |
5,066.0 |
Close |
5,031.0 |
4,989.0 |
-42.0 |
-0.8% |
5,104.0 |
Range |
49.0 |
84.0 |
35.0 |
71.4% |
166.0 |
ATR |
59.0 |
60.7 |
1.8 |
3.0% |
0.0 |
Volume |
1,313 |
3,552 |
2,239 |
170.5% |
556 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,241.0 |
5,199.0 |
5,035.2 |
|
R3 |
5,157.0 |
5,115.0 |
5,012.1 |
|
R2 |
5,073.0 |
5,073.0 |
5,004.4 |
|
R1 |
5,031.0 |
5,031.0 |
4,996.7 |
5,010.0 |
PP |
4,989.0 |
4,989.0 |
4,989.0 |
4,978.5 |
S1 |
4,947.0 |
4,947.0 |
4,981.3 |
4,926.0 |
S2 |
4,905.0 |
4,905.0 |
4,973.6 |
|
S3 |
4,821.0 |
4,863.0 |
4,965.9 |
|
S4 |
4,737.0 |
4,779.0 |
4,942.8 |
|
|
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 |
5,187.0 |
4,947.0 |
240.0 |
4.8% |
74.4 |
1.5% |
18% |
False |
True |
1,040 |
10 |
5,232.0 |
4,947.0 |
285.0 |
5.7% |
57.1 |
1.1% |
15% |
False |
True |
579 |
20 |
5,238.0 |
4,939.0 |
299.0 |
6.0% |
45.6 |
0.9% |
17% |
False |
False |
352 |
40 |
5,307.0 |
4,939.0 |
368.0 |
7.4% |
35.6 |
0.7% |
14% |
False |
False |
244 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
35.7 |
0.7% |
33% |
False |
False |
184 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
32.9 |
0.7% |
33% |
False |
False |
175 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.4% |
28.2 |
0.6% |
21% |
False |
False |
151 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.4% |
24.8 |
0.5% |
21% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,388.0 |
2.618 |
5,250.9 |
1.618 |
5,166.9 |
1.000 |
5,115.0 |
0.618 |
5,082.9 |
HIGH |
5,031.0 |
0.618 |
4,998.9 |
0.500 |
4,989.0 |
0.382 |
4,979.1 |
LOW |
4,947.0 |
0.618 |
4,895.1 |
1.000 |
4,863.0 |
1.618 |
4,811.1 |
2.618 |
4,727.1 |
4.250 |
4,590.0 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,989.0 |
5,020.5 |
PP |
4,989.0 |
5,010.0 |
S1 |
4,989.0 |
4,999.5 |
|