Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,059.7 |
1,061.6 |
1.9 |
0.2% |
1,086.1 |
High |
1,068.0 |
1,078.1 |
10.1 |
0.9% |
1,086.2 |
Low |
1,058.8 |
1,061.6 |
2.8 |
0.3% |
1,062.5 |
Close |
1,062.3 |
1,077.6 |
15.3 |
1.4% |
1,076.4 |
Range |
9.2 |
16.5 |
7.3 |
79.3% |
23.7 |
ATR |
15.1 |
15.2 |
0.1 |
0.7% |
0.0 |
Volume |
1,684 |
5,991 |
4,307 |
255.8% |
15,172 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.9 |
1,116.3 |
1,086.7 |
|
R3 |
1,105.4 |
1,099.8 |
1,082.1 |
|
R2 |
1,088.9 |
1,088.9 |
1,080.6 |
|
R1 |
1,083.3 |
1,083.3 |
1,079.1 |
1,086.1 |
PP |
1,072.4 |
1,072.4 |
1,072.4 |
1,073.9 |
S1 |
1,066.8 |
1,066.8 |
1,076.1 |
1,069.6 |
S2 |
1,055.9 |
1,055.9 |
1,074.6 |
|
S3 |
1,039.4 |
1,050.3 |
1,073.1 |
|
S4 |
1,022.9 |
1,033.8 |
1,068.5 |
|
|
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 |
1,079.8 |
1,058.8 |
21.0 |
1.9% |
13.4 |
1.2% |
90% |
False |
False |
3,021 |
10 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
16.2 |
1.5% |
73% |
False |
False |
3,436 |
20 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
15.3 |
1.4% |
73% |
False |
False |
4,938 |
40 |
1,184.0 |
1,046.6 |
137.4 |
12.8% |
14.1 |
1.3% |
23% |
False |
False |
3,663 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.1 |
1.3% |
21% |
False |
False |
2,952 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.1 |
1.2% |
21% |
False |
False |
2,494 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.6 |
1.2% |
21% |
False |
False |
2,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,148.2 |
2.618 |
1,121.3 |
1.618 |
1,104.8 |
1.000 |
1,094.6 |
0.618 |
1,088.3 |
HIGH |
1,078.1 |
0.618 |
1,071.8 |
0.500 |
1,069.9 |
0.382 |
1,067.9 |
LOW |
1,061.6 |
0.618 |
1,051.4 |
1.000 |
1,045.1 |
1.618 |
1,034.9 |
2.618 |
1,018.4 |
4.250 |
991.5 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.0 |
1,074.6 |
PP |
1,072.4 |
1,071.5 |
S1 |
1,069.9 |
1,068.5 |
|