Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,868.0 |
4,898.0 |
30.0 |
0.6% |
5,185.0 |
High |
4,923.0 |
4,981.0 |
58.0 |
1.2% |
5,185.0 |
Low |
4,852.0 |
4,890.0 |
38.0 |
0.8% |
4,947.0 |
Close |
4,855.0 |
4,972.0 |
117.0 |
2.4% |
4,973.0 |
Range |
71.0 |
91.0 |
20.0 |
28.2% |
238.0 |
ATR |
63.9 |
68.4 |
4.4 |
6.9% |
0.0 |
Volume |
119,635 |
68,457 |
-51,178 |
-42.8% |
9,238 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,220.7 |
5,187.3 |
5,022.1 |
|
R3 |
5,129.7 |
5,096.3 |
4,997.0 |
|
R2 |
5,038.7 |
5,038.7 |
4,988.7 |
|
R1 |
5,005.3 |
5,005.3 |
4,980.3 |
5,022.0 |
PP |
4,947.7 |
4,947.7 |
4,947.7 |
4,956.0 |
S1 |
4,914.3 |
4,914.3 |
4,963.7 |
4,931.0 |
S2 |
4,856.7 |
4,856.7 |
4,955.3 |
|
S3 |
4,765.7 |
4,823.3 |
4,947.0 |
|
S4 |
4,674.7 |
4,732.3 |
4,922.0 |
|
|
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 |
5,031.0 |
4,852.0 |
179.0 |
3.6% |
72.4 |
1.5% |
67% |
False |
False |
53,668 |
10 |
5,224.0 |
4,852.0 |
372.0 |
7.5% |
69.5 |
1.4% |
32% |
False |
False |
27,004 |
20 |
5,238.0 |
4,852.0 |
386.0 |
7.8% |
53.5 |
1.1% |
31% |
False |
False |
13,535 |
40 |
5,307.0 |
4,852.0 |
455.0 |
9.2% |
42.6 |
0.9% |
26% |
False |
False |
6,863 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
39.6 |
0.8% |
30% |
False |
False |
4,597 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.6% |
33.4 |
0.7% |
30% |
False |
False |
3,468 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.4% |
31.0 |
0.6% |
19% |
False |
False |
2,799 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.4% |
27.1 |
0.5% |
19% |
False |
False |
2,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,367.8 |
2.618 |
5,219.2 |
1.618 |
5,128.2 |
1.000 |
5,072.0 |
0.618 |
5,037.2 |
HIGH |
4,981.0 |
0.618 |
4,946.2 |
0.500 |
4,935.5 |
0.382 |
4,924.8 |
LOW |
4,890.0 |
0.618 |
4,833.8 |
1.000 |
4,799.0 |
1.618 |
4,742.8 |
2.618 |
4,651.8 |
4.250 |
4,503.3 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,959.8 |
4,953.5 |
PP |
4,947.7 |
4,935.0 |
S1 |
4,935.5 |
4,916.5 |
|