Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,897.0 |
4,868.0 |
-29.0 |
-0.6% |
5,185.0 |
High |
4,931.0 |
4,923.0 |
-8.0 |
-0.2% |
5,185.0 |
Low |
4,869.0 |
4,852.0 |
-17.0 |
-0.3% |
4,947.0 |
Close |
4,871.0 |
4,855.0 |
-16.0 |
-0.3% |
4,973.0 |
Range |
62.0 |
71.0 |
9.0 |
14.5% |
238.0 |
ATR |
63.4 |
63.9 |
0.5 |
0.9% |
0.0 |
Volume |
72,604 |
119,635 |
47,031 |
64.8% |
9,238 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,089.7 |
5,043.3 |
4,894.1 |
|
R3 |
5,018.7 |
4,972.3 |
4,874.5 |
|
R2 |
4,947.7 |
4,947.7 |
4,868.0 |
|
R1 |
4,901.3 |
4,901.3 |
4,861.5 |
4,889.0 |
PP |
4,876.7 |
4,876.7 |
4,876.7 |
4,870.5 |
S1 |
4,830.3 |
4,830.3 |
4,848.5 |
4,818.0 |
S2 |
4,805.7 |
4,805.7 |
4,842.0 |
|
S3 |
4,734.7 |
4,759.3 |
4,835.5 |
|
S4 |
4,663.7 |
4,688.3 |
4,816.0 |
|
|
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 |
5,074.0 |
4,852.0 |
222.0 |
4.6% |
64.0 |
1.3% |
1% |
False |
True |
40,239 |
10 |
5,226.0 |
4,852.0 |
374.0 |
7.7% |
62.8 |
1.3% |
1% |
False |
True |
20,163 |
20 |
5,238.0 |
4,852.0 |
386.0 |
8.0% |
49.9 |
1.0% |
1% |
False |
True |
10,167 |
40 |
5,307.0 |
4,852.0 |
455.0 |
9.4% |
40.3 |
0.8% |
1% |
False |
True |
5,152 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
38.6 |
0.8% |
5% |
False |
False |
3,456 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.8% |
33.8 |
0.7% |
5% |
False |
False |
2,613 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.8% |
30.1 |
0.6% |
3% |
False |
False |
2,114 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.8% |
26.4 |
0.5% |
3% |
False |
False |
1,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,224.8 |
2.618 |
5,108.9 |
1.618 |
5,037.9 |
1.000 |
4,994.0 |
0.618 |
4,966.9 |
HIGH |
4,923.0 |
0.618 |
4,895.9 |
0.500 |
4,887.5 |
0.382 |
4,879.1 |
LOW |
4,852.0 |
0.618 |
4,808.1 |
1.000 |
4,781.0 |
1.618 |
4,737.1 |
2.618 |
4,666.1 |
4.250 |
4,550.3 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,887.5 |
4,935.5 |
PP |
4,876.7 |
4,908.7 |
S1 |
4,865.8 |
4,881.8 |
|