Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,159.0 |
5,288.0 |
129.0 |
2.5% |
5,012.0 |
High |
5,253.0 |
5,296.0 |
43.0 |
0.8% |
5,181.0 |
Low |
5,146.0 |
5,264.0 |
118.0 |
2.3% |
5,001.0 |
Close |
5,249.0 |
5,290.0 |
41.0 |
0.8% |
5,154.0 |
Range |
107.0 |
32.0 |
-75.0 |
-70.1% |
180.0 |
ATR |
75.4 |
73.4 |
-2.0 |
-2.7% |
0.0 |
Volume |
24,148 |
20,973 |
-3,175 |
-13.1% |
57,713 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,379.3 |
5,366.7 |
5,307.6 |
|
R3 |
5,347.3 |
5,334.7 |
5,298.8 |
|
R2 |
5,315.3 |
5,315.3 |
5,295.9 |
|
R1 |
5,302.7 |
5,302.7 |
5,292.9 |
5,309.0 |
PP |
5,283.3 |
5,283.3 |
5,283.3 |
5,286.5 |
S1 |
5,270.7 |
5,270.7 |
5,287.1 |
5,277.0 |
S2 |
5,251.3 |
5,251.3 |
5,284.1 |
|
S3 |
5,219.3 |
5,238.7 |
5,281.2 |
|
S4 |
5,187.3 |
5,206.7 |
5,272.4 |
|
|
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 |
5,296.0 |
5,054.0 |
242.0 |
4.6% |
58.6 |
1.1% |
98% |
True |
False |
17,113 |
10 |
5,296.0 |
4,852.0 |
444.0 |
8.4% |
70.6 |
1.3% |
99% |
True |
False |
35,542 |
20 |
5,296.0 |
4,852.0 |
444.0 |
8.4% |
68.2 |
1.3% |
99% |
True |
False |
21,873 |
40 |
5,296.0 |
4,852.0 |
444.0 |
8.4% |
51.8 |
1.0% |
99% |
True |
False |
11,027 |
60 |
5,307.0 |
4,852.0 |
455.0 |
8.6% |
40.8 |
0.8% |
96% |
False |
False |
7,380 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.0% |
38.2 |
0.7% |
96% |
False |
False |
5,544 |
100 |
5,358.0 |
4,829.0 |
529.0 |
10.0% |
34.7 |
0.7% |
87% |
False |
False |
4,472 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.5% |
30.3 |
0.6% |
60% |
False |
False |
3,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,432.0 |
2.618 |
5,379.8 |
1.618 |
5,347.8 |
1.000 |
5,328.0 |
0.618 |
5,315.8 |
HIGH |
5,296.0 |
0.618 |
5,283.8 |
0.500 |
5,280.0 |
0.382 |
5,276.2 |
LOW |
5,264.0 |
0.618 |
5,244.2 |
1.000 |
5,232.0 |
1.618 |
5,212.2 |
2.618 |
5,180.2 |
4.250 |
5,128.0 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,286.7 |
5,265.5 |
PP |
5,283.3 |
5,241.0 |
S1 |
5,280.0 |
5,216.5 |
|