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 |
5,013.0 |
4,966.0 |
-47.0 |
-0.9% |
5,185.0 |
High |
5,031.0 |
5,019.0 |
-12.0 |
-0.2% |
5,185.0 |
Low |
4,947.0 |
4,965.0 |
18.0 |
0.4% |
4,947.0 |
Close |
4,989.0 |
4,973.0 |
-16.0 |
-0.3% |
4,973.0 |
Range |
84.0 |
54.0 |
-30.0 |
-35.7% |
238.0 |
ATR |
60.7 |
60.3 |
-0.5 |
-0.8% |
0.0 |
Volume |
3,552 |
4,093 |
541 |
15.2% |
9,238 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,147.7 |
5,114.3 |
5,002.7 |
|
R3 |
5,093.7 |
5,060.3 |
4,987.9 |
|
R2 |
5,039.7 |
5,039.7 |
4,982.9 |
|
R1 |
5,006.3 |
5,006.3 |
4,978.0 |
5,023.0 |
PP |
4,985.7 |
4,985.7 |
4,985.7 |
4,994.0 |
S1 |
4,952.3 |
4,952.3 |
4,968.1 |
4,969.0 |
S2 |
4,931.7 |
4,931.7 |
4,963.1 |
|
S3 |
4,877.7 |
4,898.3 |
4,958.2 |
|
S4 |
4,823.7 |
4,844.3 |
4,943.3 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,749.0 |
5,599.0 |
5,103.9 |
|
R3 |
5,511.0 |
5,361.0 |
5,038.5 |
|
R2 |
5,273.0 |
5,273.0 |
5,016.6 |
|
R1 |
5,123.0 |
5,123.0 |
4,994.8 |
5,079.0 |
PP |
5,035.0 |
5,035.0 |
5,035.0 |
5,013.0 |
S1 |
4,885.0 |
4,885.0 |
4,951.2 |
4,841.0 |
S2 |
4,797.0 |
4,797.0 |
4,929.4 |
|
S3 |
4,559.0 |
4,647.0 |
4,907.6 |
|
S4 |
4,321.0 |
4,409.0 |
4,842.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,185.0 |
4,947.0 |
238.0 |
4.8% |
61.0 |
1.2% |
11% |
False |
False |
1,847 |
10 |
5,232.0 |
4,947.0 |
285.0 |
5.7% |
60.4 |
1.2% |
9% |
False |
False |
979 |
20 |
5,238.0 |
4,939.0 |
299.0 |
6.0% |
48.1 |
1.0% |
11% |
False |
False |
556 |
40 |
5,307.0 |
4,939.0 |
368.0 |
7.4% |
37.0 |
0.7% |
9% |
False |
False |
346 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
36.6 |
0.7% |
30% |
False |
False |
252 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
33.6 |
0.7% |
30% |
False |
False |
225 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.4% |
28.7 |
0.6% |
19% |
False |
False |
192 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.4% |
25.3 |
0.5% |
19% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,248.5 |
2.618 |
5,160.4 |
1.618 |
5,106.4 |
1.000 |
5,073.0 |
0.618 |
5,052.4 |
HIGH |
5,019.0 |
0.618 |
4,998.4 |
0.500 |
4,992.0 |
0.382 |
4,985.6 |
LOW |
4,965.0 |
0.618 |
4,931.6 |
1.000 |
4,911.0 |
1.618 |
4,877.6 |
2.618 |
4,823.6 |
4.250 |
4,735.5 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,992.0 |
5,010.5 |
PP |
4,985.7 |
4,998.0 |
S1 |
4,979.3 |
4,985.5 |
|