Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,061.6 |
1,073.3 |
11.7 |
1.1% |
1,086.1 |
High |
1,078.1 |
1,073.3 |
-4.8 |
-0.4% |
1,086.2 |
Low |
1,061.6 |
1,047.4 |
-14.2 |
-1.3% |
1,062.5 |
Close |
1,077.6 |
1,050.3 |
-27.3 |
-2.5% |
1,076.4 |
Range |
16.5 |
25.9 |
9.4 |
57.0% |
23.7 |
ATR |
15.2 |
16.3 |
1.1 |
7.1% |
0.0 |
Volume |
5,991 |
9,840 |
3,849 |
64.2% |
15,172 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.7 |
1,118.4 |
1,064.5 |
|
R3 |
1,108.8 |
1,092.5 |
1,057.4 |
|
R2 |
1,082.9 |
1,082.9 |
1,055.0 |
|
R1 |
1,066.6 |
1,066.6 |
1,052.7 |
1,061.8 |
PP |
1,057.0 |
1,057.0 |
1,057.0 |
1,054.6 |
S1 |
1,040.7 |
1,040.7 |
1,047.9 |
1,035.9 |
S2 |
1,031.1 |
1,031.1 |
1,045.6 |
|
S3 |
1,005.2 |
1,014.8 |
1,043.2 |
|
S4 |
979.3 |
988.9 |
1,036.1 |
|
|
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 |
1,079.8 |
1,047.4 |
32.4 |
3.1% |
17.4 |
1.7% |
9% |
False |
True |
4,572 |
10 |
1,088.8 |
1,047.4 |
41.4 |
3.9% |
17.0 |
1.6% |
7% |
False |
True |
3,878 |
20 |
1,088.8 |
1,046.6 |
42.2 |
4.0% |
16.1 |
1.5% |
9% |
False |
False |
5,267 |
40 |
1,184.0 |
1,046.6 |
137.4 |
13.1% |
14.4 |
1.4% |
3% |
False |
False |
3,902 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.8% |
14.4 |
1.4% |
3% |
False |
False |
3,097 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.8% |
13.2 |
1.3% |
3% |
False |
False |
2,594 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.8% |
12.8 |
1.2% |
3% |
False |
False |
2,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,183.4 |
2.618 |
1,141.1 |
1.618 |
1,115.2 |
1.000 |
1,099.2 |
0.618 |
1,089.3 |
HIGH |
1,073.3 |
0.618 |
1,063.4 |
0.500 |
1,060.4 |
0.382 |
1,057.3 |
LOW |
1,047.4 |
0.618 |
1,031.4 |
1.000 |
1,021.5 |
1.618 |
1,005.5 |
2.618 |
979.6 |
4.250 |
937.3 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,060.4 |
1,062.8 |
PP |
1,057.0 |
1,058.6 |
S1 |
1,053.7 |
1,054.5 |
|