Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,073.7 |
1,059.7 |
-14.0 |
-1.3% |
1,086.1 |
High |
1,077.0 |
1,068.0 |
-9.0 |
-0.8% |
1,086.2 |
Low |
1,058.8 |
1,058.8 |
0.0 |
0.0% |
1,062.5 |
Close |
1,064.1 |
1,062.3 |
-1.8 |
-0.2% |
1,076.4 |
Range |
18.2 |
9.2 |
-9.0 |
-49.5% |
23.7 |
ATR |
15.5 |
15.1 |
-0.5 |
-2.9% |
0.0 |
Volume |
1,672 |
1,684 |
12 |
0.7% |
15,172 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.6 |
1,085.7 |
1,067.4 |
|
R3 |
1,081.4 |
1,076.5 |
1,064.8 |
|
R2 |
1,072.2 |
1,072.2 |
1,064.0 |
|
R1 |
1,067.3 |
1,067.3 |
1,063.1 |
1,069.8 |
PP |
1,063.0 |
1,063.0 |
1,063.0 |
1,064.3 |
S1 |
1,058.1 |
1,058.1 |
1,061.5 |
1,060.6 |
S2 |
1,053.8 |
1,053.8 |
1,060.6 |
|
S3 |
1,044.6 |
1,048.9 |
1,059.8 |
|
S4 |
1,035.4 |
1,039.7 |
1,057.2 |
|
|
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% |
13.2 |
1.2% |
13% |
False |
True |
2,295 |
10 |
1,088.8 |
1,046.6 |
42.2 |
4.0% |
16.7 |
1.6% |
37% |
False |
False |
3,113 |
20 |
1,088.8 |
1,046.6 |
42.2 |
4.0% |
15.4 |
1.4% |
37% |
False |
False |
4,803 |
40 |
1,184.0 |
1,046.6 |
137.4 |
12.9% |
14.0 |
1.3% |
11% |
False |
False |
3,527 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
14.0 |
1.3% |
11% |
False |
False |
2,869 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
13.1 |
1.2% |
11% |
False |
False |
2,438 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
12.5 |
1.2% |
11% |
False |
False |
2,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.1 |
2.618 |
1,092.1 |
1.618 |
1,082.9 |
1.000 |
1,077.2 |
0.618 |
1,073.7 |
HIGH |
1,068.0 |
0.618 |
1,064.5 |
0.500 |
1,063.4 |
0.382 |
1,062.3 |
LOW |
1,058.8 |
0.618 |
1,053.1 |
1.000 |
1,049.6 |
1.618 |
1,043.9 |
2.618 |
1,034.7 |
4.250 |
1,019.7 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,063.4 |
1,069.3 |
PP |
1,063.0 |
1,067.0 |
S1 |
1,062.7 |
1,064.6 |
|