Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,097.0 |
5,173.0 |
76.0 |
1.5% |
4,897.0 |
High |
5,124.0 |
5,181.0 |
57.0 |
1.1% |
5,085.0 |
Low |
5,088.0 |
5,137.0 |
49.0 |
1.0% |
4,852.0 |
Close |
5,098.0 |
5,154.0 |
56.0 |
1.1% |
5,061.0 |
Range |
36.0 |
44.0 |
8.0 |
22.2% |
233.0 |
ATR |
72.3 |
73.0 |
0.8 |
1.1% |
0.0 |
Volume |
13,487 |
11,258 |
-2,229 |
-16.5% |
325,192 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,289.3 |
5,265.7 |
5,178.2 |
|
R3 |
5,245.3 |
5,221.7 |
5,166.1 |
|
R2 |
5,201.3 |
5,201.3 |
5,162.1 |
|
R1 |
5,177.7 |
5,177.7 |
5,158.0 |
5,167.5 |
PP |
5,157.3 |
5,157.3 |
5,157.3 |
5,152.3 |
S1 |
5,133.7 |
5,133.7 |
5,150.0 |
5,123.5 |
S2 |
5,113.3 |
5,113.3 |
5,145.9 |
|
S3 |
5,069.3 |
5,089.7 |
5,141.9 |
|
S4 |
5,025.3 |
5,045.7 |
5,129.8 |
|
|
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 |
5,181.0 |
4,972.0 |
209.0 |
4.1% |
65.8 |
1.3% |
87% |
True |
False |
17,715 |
10 |
5,181.0 |
4,852.0 |
329.0 |
6.4% |
68.3 |
1.3% |
92% |
True |
False |
38,699 |
20 |
5,232.0 |
4,852.0 |
380.0 |
7.4% |
62.7 |
1.2% |
79% |
False |
False |
19,639 |
40 |
5,238.0 |
4,852.0 |
386.0 |
7.5% |
50.0 |
1.0% |
78% |
False |
False |
9,914 |
60 |
5,307.0 |
4,852.0 |
455.0 |
8.8% |
41.8 |
0.8% |
66% |
False |
False |
6,629 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.3% |
37.5 |
0.7% |
68% |
False |
False |
4,983 |
100 |
5,385.0 |
4,829.0 |
556.0 |
10.8% |
33.3 |
0.6% |
58% |
False |
False |
4,021 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.9% |
29.7 |
0.6% |
42% |
False |
False |
3,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,368.0 |
2.618 |
5,296.2 |
1.618 |
5,252.2 |
1.000 |
5,225.0 |
0.618 |
5,208.2 |
HIGH |
5,181.0 |
0.618 |
5,164.2 |
0.500 |
5,159.0 |
0.382 |
5,153.8 |
LOW |
5,137.0 |
0.618 |
5,109.8 |
1.000 |
5,093.0 |
1.618 |
5,065.8 |
2.618 |
5,021.8 |
4.250 |
4,950.0 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,159.0 |
5,141.8 |
PP |
5,157.3 |
5,129.7 |
S1 |
5,155.7 |
5,117.5 |
|