Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,052.0 |
1,065.9 |
13.9 |
1.3% |
1,073.7 |
High |
1,070.8 |
1,081.5 |
10.7 |
1.0% |
1,078.1 |
Low |
1,051.5 |
1,065.9 |
14.4 |
1.4% |
1,047.4 |
Close |
1,065.7 |
1,081.3 |
15.6 |
1.5% |
1,065.7 |
Range |
19.3 |
15.6 |
-3.7 |
-19.2% |
30.7 |
ATR |
16.6 |
16.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,900 |
2,163 |
263 |
13.8% |
21,087 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,123.0 |
1,117.8 |
1,089.9 |
|
R3 |
1,107.4 |
1,102.2 |
1,085.6 |
|
R2 |
1,091.8 |
1,091.8 |
1,084.2 |
|
R1 |
1,086.6 |
1,086.6 |
1,082.7 |
1,089.2 |
PP |
1,076.2 |
1,076.2 |
1,076.2 |
1,077.6 |
S1 |
1,071.0 |
1,071.0 |
1,079.9 |
1,073.6 |
S2 |
1,060.6 |
1,060.6 |
1,078.4 |
|
S3 |
1,045.0 |
1,055.4 |
1,077.0 |
|
S4 |
1,029.4 |
1,039.8 |
1,072.7 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.8 |
1,141.5 |
1,082.6 |
|
R3 |
1,125.1 |
1,110.8 |
1,074.1 |
|
R2 |
1,094.4 |
1,094.4 |
1,071.3 |
|
R1 |
1,080.1 |
1,080.1 |
1,068.5 |
1,071.9 |
PP |
1,063.7 |
1,063.7 |
1,063.7 |
1,059.7 |
S1 |
1,049.4 |
1,049.4 |
1,062.9 |
1,041.2 |
S2 |
1,033.0 |
1,033.0 |
1,060.1 |
|
S3 |
1,002.3 |
1,018.7 |
1,057.3 |
|
S4 |
971.6 |
988.0 |
1,048.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,081.5 |
1,047.4 |
34.1 |
3.2% |
17.3 |
1.6% |
99% |
True |
False |
4,315 |
10 |
1,085.3 |
1,047.4 |
37.9 |
3.5% |
15.4 |
1.4% |
89% |
False |
False |
3,502 |
20 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
16.4 |
1.5% |
82% |
False |
False |
5,049 |
40 |
1,184.0 |
1,046.6 |
137.4 |
12.7% |
14.7 |
1.4% |
25% |
False |
False |
3,959 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
14.5 |
1.3% |
24% |
False |
False |
3,097 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
13.4 |
1.2% |
24% |
False |
False |
2,609 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.4% |
13.0 |
1.2% |
24% |
False |
False |
2,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.8 |
2.618 |
1,122.3 |
1.618 |
1,106.7 |
1.000 |
1,097.1 |
0.618 |
1,091.1 |
HIGH |
1,081.5 |
0.618 |
1,075.5 |
0.500 |
1,073.7 |
0.382 |
1,071.9 |
LOW |
1,065.9 |
0.618 |
1,056.3 |
1.000 |
1,050.3 |
1.618 |
1,040.7 |
2.618 |
1,025.1 |
4.250 |
999.6 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,078.8 |
1,075.7 |
PP |
1,076.2 |
1,070.1 |
S1 |
1,073.7 |
1,064.5 |
|