Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,288.0 |
5,289.0 |
1.0 |
0.0% |
5,012.0 |
High |
5,296.0 |
5,297.0 |
1.0 |
0.0% |
5,181.0 |
Low |
5,264.0 |
5,242.0 |
-22.0 |
-0.4% |
5,001.0 |
Close |
5,290.0 |
5,257.0 |
-33.0 |
-0.6% |
5,154.0 |
Range |
32.0 |
55.0 |
23.0 |
71.9% |
180.0 |
ATR |
73.4 |
72.1 |
-1.3 |
-1.8% |
0.0 |
Volume |
20,973 |
18,095 |
-2,878 |
-13.7% |
57,713 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,430.3 |
5,398.7 |
5,287.3 |
|
R3 |
5,375.3 |
5,343.7 |
5,272.1 |
|
R2 |
5,320.3 |
5,320.3 |
5,267.1 |
|
R1 |
5,288.7 |
5,288.7 |
5,262.0 |
5,277.0 |
PP |
5,265.3 |
5,265.3 |
5,265.3 |
5,259.5 |
S1 |
5,233.7 |
5,233.7 |
5,252.0 |
5,222.0 |
S2 |
5,210.3 |
5,210.3 |
5,246.9 |
|
S3 |
5,155.3 |
5,178.7 |
5,241.9 |
|
S4 |
5,100.3 |
5,123.7 |
5,226.8 |
|
|
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 |
5,297.0 |
5,088.0 |
209.0 |
4.0% |
54.8 |
1.0% |
81% |
True |
False |
17,592 |
10 |
5,297.0 |
4,890.0 |
407.0 |
7.7% |
69.0 |
1.3% |
90% |
True |
False |
25,388 |
20 |
5,297.0 |
4,852.0 |
445.0 |
8.5% |
65.9 |
1.3% |
91% |
True |
False |
22,775 |
40 |
5,297.0 |
4,852.0 |
445.0 |
8.5% |
51.3 |
1.0% |
91% |
True |
False |
11,469 |
60 |
5,307.0 |
4,852.0 |
455.0 |
8.7% |
41.5 |
0.8% |
89% |
False |
False |
7,682 |
80 |
5,307.0 |
4,829.0 |
478.0 |
9.1% |
38.9 |
0.7% |
90% |
False |
False |
5,766 |
100 |
5,307.0 |
4,829.0 |
478.0 |
9.1% |
35.2 |
0.7% |
90% |
False |
False |
4,653 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.6% |
30.8 |
0.6% |
56% |
False |
False |
3,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,530.8 |
2.618 |
5,441.0 |
1.618 |
5,386.0 |
1.000 |
5,352.0 |
0.618 |
5,331.0 |
HIGH |
5,297.0 |
0.618 |
5,276.0 |
0.500 |
5,269.5 |
0.382 |
5,263.0 |
LOW |
5,242.0 |
0.618 |
5,208.0 |
1.000 |
5,187.0 |
1.618 |
5,153.0 |
2.618 |
5,098.0 |
4.250 |
5,008.3 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,269.5 |
5,245.2 |
PP |
5,265.3 |
5,233.3 |
S1 |
5,261.2 |
5,221.5 |
|