Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,013.0 |
5,015.0 |
2.0 |
0.0% |
4,897.0 |
High |
5,085.0 |
5,067.0 |
-18.0 |
-0.4% |
5,085.0 |
Low |
5,009.0 |
4,972.0 |
-37.0 |
-0.7% |
4,852.0 |
Close |
5,055.0 |
5,061.0 |
6.0 |
0.1% |
5,061.0 |
Range |
76.0 |
95.0 |
19.0 |
25.0% |
233.0 |
ATR |
71.6 |
73.2 |
1.7 |
2.3% |
0.0 |
Volume |
33,631 |
30,865 |
-2,766 |
-8.2% |
325,192 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,318.3 |
5,284.7 |
5,113.3 |
|
R3 |
5,223.3 |
5,189.7 |
5,087.1 |
|
R2 |
5,128.3 |
5,128.3 |
5,078.4 |
|
R1 |
5,094.7 |
5,094.7 |
5,069.7 |
5,111.5 |
PP |
5,033.3 |
5,033.3 |
5,033.3 |
5,041.8 |
S1 |
4,999.7 |
4,999.7 |
5,052.3 |
5,016.5 |
S2 |
4,938.3 |
4,938.3 |
5,043.6 |
|
S3 |
4,843.3 |
4,904.7 |
5,034.9 |
|
S4 |
4,748.3 |
4,809.7 |
5,008.8 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,698.3 |
5,612.7 |
5,189.2 |
|
R3 |
5,465.3 |
5,379.7 |
5,125.1 |
|
R2 |
5,232.3 |
5,232.3 |
5,103.7 |
|
R1 |
5,146.7 |
5,146.7 |
5,082.4 |
5,189.5 |
PP |
4,999.3 |
4,999.3 |
4,999.3 |
5,020.8 |
S1 |
4,913.7 |
4,913.7 |
5,039.6 |
4,956.5 |
S2 |
4,766.3 |
4,766.3 |
5,018.3 |
|
S3 |
4,533.3 |
4,680.7 |
4,996.9 |
|
S4 |
4,300.3 |
4,447.7 |
4,932.9 |
|
|
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% |
79.0 |
1.6% |
90% |
False |
False |
65,038 |
10 |
5,185.0 |
4,852.0 |
333.0 |
6.6% |
70.0 |
1.4% |
63% |
False |
False |
33,443 |
20 |
5,238.0 |
4,852.0 |
386.0 |
7.6% |
58.5 |
1.2% |
54% |
False |
False |
16,758 |
40 |
5,307.0 |
4,852.0 |
455.0 |
9.0% |
46.1 |
0.9% |
46% |
False |
False |
8,473 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
41.5 |
0.8% |
49% |
False |
False |
5,668 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
35.6 |
0.7% |
49% |
False |
False |
4,263 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
32.7 |
0.6% |
30% |
False |
False |
3,444 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
28.6 |
0.6% |
30% |
False |
False |
2,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,470.8 |
2.618 |
5,315.7 |
1.618 |
5,220.7 |
1.000 |
5,162.0 |
0.618 |
5,125.7 |
HIGH |
5,067.0 |
0.618 |
5,030.7 |
0.500 |
5,019.5 |
0.382 |
5,008.3 |
LOW |
4,972.0 |
0.618 |
4,913.3 |
1.000 |
4,877.0 |
1.618 |
4,818.3 |
2.618 |
4,723.3 |
4.250 |
4,568.3 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,047.2 |
5,036.5 |
PP |
5,033.3 |
5,012.0 |
S1 |
5,019.5 |
4,987.5 |
|