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 |
4,966.0 |
4,897.0 |
-69.0 |
-1.4% |
5,185.0 |
High |
5,019.0 |
4,931.0 |
-88.0 |
-1.8% |
5,185.0 |
Low |
4,965.0 |
4,869.0 |
-96.0 |
-1.9% |
4,947.0 |
Close |
4,973.0 |
4,871.0 |
-102.0 |
-2.1% |
4,973.0 |
Range |
54.0 |
62.0 |
8.0 |
14.8% |
238.0 |
ATR |
60.3 |
63.4 |
3.1 |
5.2% |
0.0 |
Volume |
4,093 |
72,604 |
68,511 |
1,673.9% |
9,238 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,076.3 |
5,035.7 |
4,905.1 |
|
R3 |
5,014.3 |
4,973.7 |
4,888.1 |
|
R2 |
4,952.3 |
4,952.3 |
4,882.4 |
|
R1 |
4,911.7 |
4,911.7 |
4,876.7 |
4,901.0 |
PP |
4,890.3 |
4,890.3 |
4,890.3 |
4,885.0 |
S1 |
4,849.7 |
4,849.7 |
4,865.3 |
4,839.0 |
S2 |
4,828.3 |
4,828.3 |
4,859.6 |
|
S3 |
4,766.3 |
4,787.7 |
4,854.0 |
|
S4 |
4,704.3 |
4,725.7 |
4,836.9 |
|
|
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 |
5,094.0 |
4,869.0 |
225.0 |
4.6% |
59.0 |
1.2% |
1% |
False |
True |
16,336 |
10 |
5,232.0 |
4,869.0 |
363.0 |
7.5% |
65.7 |
1.3% |
1% |
False |
True |
8,204 |
20 |
5,238.0 |
4,869.0 |
369.0 |
7.6% |
50.0 |
1.0% |
1% |
False |
True |
4,186 |
40 |
5,307.0 |
4,869.0 |
438.0 |
9.0% |
38.5 |
0.8% |
0% |
False |
True |
2,161 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
37.6 |
0.8% |
9% |
False |
False |
1,462 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
33.7 |
0.7% |
9% |
False |
False |
1,133 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.7% |
29.4 |
0.6% |
5% |
False |
False |
918 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.7% |
25.8 |
0.5% |
5% |
False |
False |
767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,194.5 |
2.618 |
5,093.3 |
1.618 |
5,031.3 |
1.000 |
4,993.0 |
0.618 |
4,969.3 |
HIGH |
4,931.0 |
0.618 |
4,907.3 |
0.500 |
4,900.0 |
0.382 |
4,892.7 |
LOW |
4,869.0 |
0.618 |
4,830.7 |
1.000 |
4,807.0 |
1.618 |
4,768.7 |
2.618 |
4,706.7 |
4.250 |
4,605.5 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,900.0 |
4,950.0 |
PP |
4,890.3 |
4,923.7 |
S1 |
4,880.7 |
4,897.3 |
|