Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,071.6 |
1,073.7 |
2.1 |
0.2% |
1,086.1 |
High |
1,079.8 |
1,077.0 |
-2.8 |
-0.3% |
1,086.2 |
Low |
1,062.5 |
1,058.8 |
-3.7 |
-0.3% |
1,062.5 |
Close |
1,076.4 |
1,064.1 |
-12.3 |
-1.1% |
1,076.4 |
Range |
17.3 |
18.2 |
0.9 |
5.2% |
23.7 |
ATR |
15.3 |
15.5 |
0.2 |
1.3% |
0.0 |
Volume |
3,674 |
1,672 |
-2,002 |
-54.5% |
15,172 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.2 |
1,110.9 |
1,074.1 |
|
R3 |
1,103.0 |
1,092.7 |
1,069.1 |
|
R2 |
1,084.8 |
1,084.8 |
1,067.4 |
|
R1 |
1,074.5 |
1,074.5 |
1,065.8 |
1,070.6 |
PP |
1,066.6 |
1,066.6 |
1,066.6 |
1,064.7 |
S1 |
1,056.3 |
1,056.3 |
1,062.4 |
1,052.4 |
S2 |
1,048.4 |
1,048.4 |
1,060.8 |
|
S3 |
1,030.2 |
1,038.1 |
1,059.1 |
|
S4 |
1,012.0 |
1,019.9 |
1,054.1 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.1 |
1,135.0 |
1,089.4 |
|
R3 |
1,122.4 |
1,111.3 |
1,082.9 |
|
R2 |
1,098.7 |
1,098.7 |
1,080.7 |
|
R1 |
1,087.6 |
1,087.6 |
1,078.6 |
1,081.3 |
PP |
1,075.0 |
1,075.0 |
1,075.0 |
1,071.9 |
S1 |
1,063.9 |
1,063.9 |
1,074.2 |
1,057.6 |
S2 |
1,051.3 |
1,051.3 |
1,072.1 |
|
S3 |
1,027.6 |
1,040.2 |
1,069.9 |
|
S4 |
1,003.9 |
1,016.5 |
1,063.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,085.3 |
1,058.8 |
26.5 |
2.5% |
13.4 |
1.3% |
20% |
False |
True |
2,689 |
10 |
1,088.8 |
1,046.6 |
42.2 |
4.0% |
16.9 |
1.6% |
41% |
False |
False |
3,303 |
20 |
1,097.5 |
1,046.6 |
50.9 |
4.8% |
15.7 |
1.5% |
34% |
False |
False |
4,889 |
40 |
1,184.0 |
1,046.6 |
137.4 |
12.9% |
14.0 |
1.3% |
13% |
False |
False |
3,506 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
14.0 |
1.3% |
12% |
False |
False |
2,859 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
13.1 |
1.2% |
12% |
False |
False |
2,422 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
12.6 |
1.2% |
12% |
False |
False |
2,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.4 |
2.618 |
1,124.6 |
1.618 |
1,106.4 |
1.000 |
1,095.2 |
0.618 |
1,088.2 |
HIGH |
1,077.0 |
0.618 |
1,070.0 |
0.500 |
1,067.9 |
0.382 |
1,065.8 |
LOW |
1,058.8 |
0.618 |
1,047.6 |
1.000 |
1,040.6 |
1.618 |
1,029.4 |
2.618 |
1,011.2 |
4.250 |
981.5 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,067.9 |
1,069.3 |
PP |
1,066.6 |
1,067.6 |
S1 |
1,065.4 |
1,065.8 |
|