Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,012.0 |
5,106.0 |
94.0 |
1.9% |
4,897.0 |
High |
5,081.0 |
5,128.0 |
47.0 |
0.9% |
5,085.0 |
Low |
5,001.0 |
5,054.0 |
53.0 |
1.1% |
4,852.0 |
Close |
5,069.0 |
5,071.0 |
2.0 |
0.0% |
5,061.0 |
Range |
80.0 |
74.0 |
-6.0 |
-7.5% |
233.0 |
ATR |
73.7 |
73.7 |
0.0 |
0.0% |
0.0 |
Volume |
17,267 |
15,701 |
-1,566 |
-9.1% |
325,192 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,306.3 |
5,262.7 |
5,111.7 |
|
R3 |
5,232.3 |
5,188.7 |
5,091.4 |
|
R2 |
5,158.3 |
5,158.3 |
5,084.6 |
|
R1 |
5,114.7 |
5,114.7 |
5,077.8 |
5,099.5 |
PP |
5,084.3 |
5,084.3 |
5,084.3 |
5,076.8 |
S1 |
5,040.7 |
5,040.7 |
5,064.2 |
5,025.5 |
S2 |
5,010.3 |
5,010.3 |
5,057.4 |
|
S3 |
4,936.3 |
4,966.7 |
5,050.7 |
|
S4 |
4,862.3 |
4,892.7 |
5,030.3 |
|
|
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 |
5,128.0 |
4,890.0 |
238.0 |
4.7% |
83.2 |
1.6% |
76% |
True |
False |
33,184 |
10 |
5,128.0 |
4,852.0 |
276.0 |
5.4% |
73.6 |
1.5% |
79% |
True |
False |
36,711 |
20 |
5,232.0 |
4,852.0 |
380.0 |
7.5% |
62.5 |
1.2% |
58% |
False |
False |
18,402 |
40 |
5,250.0 |
4,852.0 |
398.0 |
7.8% |
49.2 |
1.0% |
55% |
False |
False |
9,296 |
60 |
5,307.0 |
4,852.0 |
455.0 |
9.0% |
42.2 |
0.8% |
48% |
False |
False |
6,217 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
37.5 |
0.7% |
51% |
False |
False |
4,675 |
100 |
5,583.0 |
4,829.0 |
754.0 |
14.9% |
33.7 |
0.7% |
32% |
False |
False |
3,773 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
29.9 |
0.6% |
32% |
False |
False |
3,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,442.5 |
2.618 |
5,321.7 |
1.618 |
5,247.7 |
1.000 |
5,202.0 |
0.618 |
5,173.7 |
HIGH |
5,128.0 |
0.618 |
5,099.7 |
0.500 |
5,091.0 |
0.382 |
5,082.3 |
LOW |
5,054.0 |
0.618 |
5,008.3 |
1.000 |
4,980.0 |
1.618 |
4,934.3 |
2.618 |
4,860.3 |
4.250 |
4,739.5 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,091.0 |
5,064.0 |
PP |
5,084.3 |
5,057.0 |
S1 |
5,077.7 |
5,050.0 |
|