Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,086.1 |
1,070.4 |
-15.7 |
-1.4% |
1,057.6 |
High |
1,086.2 |
1,078.9 |
-7.3 |
-0.7% |
1,088.8 |
Low |
1,065.7 |
1,068.4 |
2.7 |
0.3% |
1,046.6 |
Close |
1,075.9 |
1,076.0 |
0.1 |
0.0% |
1,084.8 |
Range |
20.5 |
10.5 |
-10.0 |
-48.8% |
42.2 |
ATR |
16.2 |
15.8 |
-0.4 |
-2.5% |
0.0 |
Volume |
3,396 |
3,655 |
259 |
7.6% |
18,880 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.9 |
1,101.5 |
1,081.8 |
|
R3 |
1,095.4 |
1,091.0 |
1,078.9 |
|
R2 |
1,084.9 |
1,084.9 |
1,077.9 |
|
R1 |
1,080.5 |
1,080.5 |
1,077.0 |
1,082.7 |
PP |
1,074.4 |
1,074.4 |
1,074.4 |
1,075.6 |
S1 |
1,070.0 |
1,070.0 |
1,075.0 |
1,072.2 |
S2 |
1,063.9 |
1,063.9 |
1,074.1 |
|
S3 |
1,053.4 |
1,059.5 |
1,073.1 |
|
S4 |
1,042.9 |
1,049.0 |
1,070.2 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.0 |
1,184.6 |
1,108.0 |
|
R3 |
1,157.8 |
1,142.4 |
1,096.4 |
|
R2 |
1,115.6 |
1,115.6 |
1,092.5 |
|
R1 |
1,100.2 |
1,100.2 |
1,088.7 |
1,107.9 |
PP |
1,073.4 |
1,073.4 |
1,073.4 |
1,077.3 |
S1 |
1,058.0 |
1,058.0 |
1,080.9 |
1,065.7 |
S2 |
1,031.2 |
1,031.2 |
1,077.1 |
|
S3 |
989.0 |
1,015.8 |
1,073.2 |
|
S4 |
946.8 |
973.6 |
1,061.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
20.2 |
1.9% |
70% |
False |
False |
3,931 |
10 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
17.5 |
1.6% |
70% |
False |
False |
6,230 |
20 |
1,097.5 |
1,046.6 |
50.9 |
4.7% |
14.8 |
1.4% |
58% |
False |
False |
5,201 |
40 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.2 |
1.3% |
20% |
False |
False |
3,469 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.8 |
1.3% |
20% |
False |
False |
2,758 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.0 |
1.2% |
20% |
False |
False |
2,350 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.4 |
1.2% |
20% |
False |
False |
2,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.5 |
2.618 |
1,106.4 |
1.618 |
1,095.9 |
1.000 |
1,089.4 |
0.618 |
1,085.4 |
HIGH |
1,078.9 |
0.618 |
1,074.9 |
0.500 |
1,073.7 |
0.382 |
1,072.4 |
LOW |
1,068.4 |
0.618 |
1,061.9 |
1.000 |
1,057.9 |
1.618 |
1,051.4 |
2.618 |
1,040.9 |
4.250 |
1,023.8 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.2 |
1,075.2 |
PP |
1,074.4 |
1,074.4 |
S1 |
1,073.7 |
1,073.6 |
|