Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,173.0 |
5,159.0 |
-14.0 |
-0.3% |
5,012.0 |
High |
5,181.0 |
5,253.0 |
72.0 |
1.4% |
5,181.0 |
Low |
5,137.0 |
5,146.0 |
9.0 |
0.2% |
5,001.0 |
Close |
5,154.0 |
5,249.0 |
95.0 |
1.8% |
5,154.0 |
Range |
44.0 |
107.0 |
63.0 |
143.2% |
180.0 |
ATR |
73.0 |
75.4 |
2.4 |
3.3% |
0.0 |
Volume |
11,258 |
24,148 |
12,890 |
114.5% |
57,713 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,537.0 |
5,500.0 |
5,307.9 |
|
R3 |
5,430.0 |
5,393.0 |
5,278.4 |
|
R2 |
5,323.0 |
5,323.0 |
5,268.6 |
|
R1 |
5,286.0 |
5,286.0 |
5,258.8 |
5,304.5 |
PP |
5,216.0 |
5,216.0 |
5,216.0 |
5,225.3 |
S1 |
5,179.0 |
5,179.0 |
5,239.2 |
5,197.5 |
S2 |
5,109.0 |
5,109.0 |
5,229.4 |
|
S3 |
5,002.0 |
5,072.0 |
5,219.6 |
|
S4 |
4,895.0 |
4,965.0 |
5,190.2 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,652.0 |
5,583.0 |
5,253.0 |
|
R3 |
5,472.0 |
5,403.0 |
5,203.5 |
|
R2 |
5,292.0 |
5,292.0 |
5,187.0 |
|
R1 |
5,223.0 |
5,223.0 |
5,170.5 |
5,257.5 |
PP |
5,112.0 |
5,112.0 |
5,112.0 |
5,129.3 |
S1 |
5,043.0 |
5,043.0 |
5,137.5 |
5,077.5 |
S2 |
4,932.0 |
4,932.0 |
5,121.0 |
|
S3 |
4,752.0 |
4,863.0 |
5,104.5 |
|
S4 |
4,572.0 |
4,683.0 |
5,055.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,253.0 |
5,001.0 |
252.0 |
4.8% |
68.2 |
1.3% |
98% |
True |
False |
16,372 |
10 |
5,253.0 |
4,852.0 |
401.0 |
7.6% |
73.6 |
1.4% |
99% |
True |
False |
40,705 |
20 |
5,253.0 |
4,852.0 |
401.0 |
7.6% |
67.0 |
1.3% |
99% |
True |
False |
20,842 |
40 |
5,253.0 |
4,852.0 |
401.0 |
7.6% |
51.6 |
1.0% |
99% |
True |
False |
10,517 |
60 |
5,307.0 |
4,852.0 |
455.0 |
8.7% |
42.5 |
0.8% |
87% |
False |
False |
7,031 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.1% |
38.1 |
0.7% |
88% |
False |
False |
5,282 |
100 |
5,385.0 |
4,829.0 |
556.0 |
10.6% |
34.4 |
0.7% |
76% |
False |
False |
4,262 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.6% |
30.6 |
0.6% |
55% |
False |
False |
3,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,707.8 |
2.618 |
5,533.1 |
1.618 |
5,426.1 |
1.000 |
5,360.0 |
0.618 |
5,319.1 |
HIGH |
5,253.0 |
0.618 |
5,212.1 |
0.500 |
5,199.5 |
0.382 |
5,186.9 |
LOW |
5,146.0 |
0.618 |
5,079.9 |
1.000 |
5,039.0 |
1.618 |
4,972.9 |
2.618 |
4,865.9 |
4.250 |
4,691.3 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,232.5 |
5,222.8 |
PP |
5,216.0 |
5,196.7 |
S1 |
5,199.5 |
5,170.5 |
|