Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,015.0 |
5,012.0 |
-3.0 |
-0.1% |
4,897.0 |
High |
5,067.0 |
5,081.0 |
14.0 |
0.3% |
5,085.0 |
Low |
4,972.0 |
5,001.0 |
29.0 |
0.6% |
4,852.0 |
Close |
5,061.0 |
5,069.0 |
8.0 |
0.2% |
5,061.0 |
Range |
95.0 |
80.0 |
-15.0 |
-15.8% |
233.0 |
ATR |
73.2 |
73.7 |
0.5 |
0.7% |
0.0 |
Volume |
30,865 |
17,267 |
-13,598 |
-44.1% |
325,192 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,290.3 |
5,259.7 |
5,113.0 |
|
R3 |
5,210.3 |
5,179.7 |
5,091.0 |
|
R2 |
5,130.3 |
5,130.3 |
5,083.7 |
|
R1 |
5,099.7 |
5,099.7 |
5,076.3 |
5,115.0 |
PP |
5,050.3 |
5,050.3 |
5,050.3 |
5,058.0 |
S1 |
5,019.7 |
5,019.7 |
5,061.7 |
5,035.0 |
S2 |
4,970.3 |
4,970.3 |
5,054.3 |
|
S3 |
4,890.3 |
4,939.7 |
5,047.0 |
|
S4 |
4,810.3 |
4,859.7 |
5,025.0 |
|
|
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% |
82.6 |
1.6% |
93% |
False |
False |
53,971 |
10 |
5,094.0 |
4,852.0 |
242.0 |
4.8% |
70.8 |
1.4% |
90% |
False |
False |
35,153 |
20 |
5,232.0 |
4,852.0 |
380.0 |
7.5% |
61.7 |
1.2% |
57% |
False |
False |
17,619 |
40 |
5,290.0 |
4,852.0 |
438.0 |
8.6% |
47.3 |
0.9% |
50% |
False |
False |
8,905 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
42.1 |
0.8% |
50% |
False |
False |
5,955 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
36.6 |
0.7% |
50% |
False |
False |
4,479 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
33.1 |
0.7% |
31% |
False |
False |
3,616 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
29.2 |
0.6% |
31% |
False |
False |
3,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,421.0 |
2.618 |
5,290.4 |
1.618 |
5,210.4 |
1.000 |
5,161.0 |
0.618 |
5,130.4 |
HIGH |
5,081.0 |
0.618 |
5,050.4 |
0.500 |
5,041.0 |
0.382 |
5,031.6 |
LOW |
5,001.0 |
0.618 |
4,951.6 |
1.000 |
4,921.0 |
1.618 |
4,871.6 |
2.618 |
4,791.6 |
4.250 |
4,661.0 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,059.7 |
5,055.5 |
PP |
5,050.3 |
5,042.0 |
S1 |
5,041.0 |
5,028.5 |
|