Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,106.0 |
5,097.0 |
-9.0 |
-0.2% |
4,897.0 |
High |
5,128.0 |
5,124.0 |
-4.0 |
-0.1% |
5,085.0 |
Low |
5,054.0 |
5,088.0 |
34.0 |
0.7% |
4,852.0 |
Close |
5,071.0 |
5,098.0 |
27.0 |
0.5% |
5,061.0 |
Range |
74.0 |
36.0 |
-38.0 |
-51.4% |
233.0 |
ATR |
73.7 |
72.3 |
-1.5 |
-2.0% |
0.0 |
Volume |
15,701 |
13,487 |
-2,214 |
-14.1% |
325,192 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,211.3 |
5,190.7 |
5,117.8 |
|
R3 |
5,175.3 |
5,154.7 |
5,107.9 |
|
R2 |
5,139.3 |
5,139.3 |
5,104.6 |
|
R1 |
5,118.7 |
5,118.7 |
5,101.3 |
5,129.0 |
PP |
5,103.3 |
5,103.3 |
5,103.3 |
5,108.5 |
S1 |
5,082.7 |
5,082.7 |
5,094.7 |
5,093.0 |
S2 |
5,067.3 |
5,067.3 |
5,091.4 |
|
S3 |
5,031.3 |
5,046.7 |
5,088.1 |
|
S4 |
4,995.3 |
5,010.7 |
5,078.2 |
|
|
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 |
4,972.0 |
156.0 |
3.1% |
72.2 |
1.4% |
81% |
False |
False |
22,190 |
10 |
5,128.0 |
4,852.0 |
276.0 |
5.4% |
72.3 |
1.4% |
89% |
False |
False |
37,929 |
20 |
5,232.0 |
4,852.0 |
380.0 |
7.5% |
63.8 |
1.3% |
65% |
False |
False |
19,076 |
40 |
5,238.0 |
4,852.0 |
386.0 |
7.6% |
50.1 |
1.0% |
64% |
False |
False |
9,633 |
60 |
5,307.0 |
4,852.0 |
455.0 |
8.9% |
42.0 |
0.8% |
54% |
False |
False |
6,441 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
36.9 |
0.7% |
56% |
False |
False |
4,844 |
100 |
5,583.0 |
4,829.0 |
754.0 |
14.8% |
34.1 |
0.7% |
36% |
False |
False |
3,908 |
120 |
5,595.0 |
4,829.0 |
766.0 |
15.0% |
29.4 |
0.6% |
35% |
False |
False |
3,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,277.0 |
2.618 |
5,218.2 |
1.618 |
5,182.2 |
1.000 |
5,160.0 |
0.618 |
5,146.2 |
HIGH |
5,124.0 |
0.618 |
5,110.2 |
0.500 |
5,106.0 |
0.382 |
5,101.8 |
LOW |
5,088.0 |
0.618 |
5,065.8 |
1.000 |
5,052.0 |
1.618 |
5,029.8 |
2.618 |
4,993.8 |
4.250 |
4,935.0 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,106.0 |
5,086.8 |
PP |
5,103.3 |
5,075.7 |
S1 |
5,100.7 |
5,064.5 |
|