Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,898.0 |
5,013.0 |
115.0 |
2.3% |
5,185.0 |
High |
4,981.0 |
5,085.0 |
104.0 |
2.1% |
5,185.0 |
Low |
4,890.0 |
5,009.0 |
119.0 |
2.4% |
4,947.0 |
Close |
4,972.0 |
5,055.0 |
83.0 |
1.7% |
4,973.0 |
Range |
91.0 |
76.0 |
-15.0 |
-16.5% |
238.0 |
ATR |
68.4 |
71.6 |
3.2 |
4.7% |
0.0 |
Volume |
68,457 |
33,631 |
-34,826 |
-50.9% |
9,238 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,277.7 |
5,242.3 |
5,096.8 |
|
R3 |
5,201.7 |
5,166.3 |
5,075.9 |
|
R2 |
5,125.7 |
5,125.7 |
5,068.9 |
|
R1 |
5,090.3 |
5,090.3 |
5,062.0 |
5,108.0 |
PP |
5,049.7 |
5,049.7 |
5,049.7 |
5,058.5 |
S1 |
5,014.3 |
5,014.3 |
5,048.0 |
5,032.0 |
S2 |
4,973.7 |
4,973.7 |
5,041.1 |
|
S3 |
4,897.7 |
4,938.3 |
5,034.1 |
|
S4 |
4,821.7 |
4,862.3 |
5,013.2 |
|
|
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 |
5,085.0 |
4,852.0 |
233.0 |
4.6% |
70.8 |
1.4% |
87% |
True |
False |
59,684 |
10 |
5,187.0 |
4,852.0 |
335.0 |
6.6% |
72.6 |
1.4% |
61% |
False |
False |
30,362 |
20 |
5,238.0 |
4,852.0 |
386.0 |
7.6% |
53.7 |
1.1% |
53% |
False |
False |
15,216 |
40 |
5,307.0 |
4,852.0 |
455.0 |
9.0% |
44.5 |
0.9% |
45% |
False |
False |
7,704 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.5% |
40.2 |
0.8% |
47% |
False |
False |
5,157 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.5% |
34.4 |
0.7% |
47% |
False |
False |
3,883 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.2% |
31.7 |
0.6% |
30% |
False |
False |
3,135 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.2% |
27.8 |
0.5% |
30% |
False |
False |
2,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,408.0 |
2.618 |
5,284.0 |
1.618 |
5,208.0 |
1.000 |
5,161.0 |
0.618 |
5,132.0 |
HIGH |
5,085.0 |
0.618 |
5,056.0 |
0.500 |
5,047.0 |
0.382 |
5,038.0 |
LOW |
5,009.0 |
0.618 |
4,962.0 |
1.000 |
4,933.0 |
1.618 |
4,886.0 |
2.618 |
4,810.0 |
4.250 |
4,686.0 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,052.3 |
5,026.2 |
PP |
5,049.7 |
4,997.3 |
S1 |
5,047.0 |
4,968.5 |
|