Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,065.9 |
1,078.3 |
12.4 |
1.2% |
1,073.7 |
High |
1,081.5 |
1,080.7 |
-0.8 |
-0.1% |
1,078.1 |
Low |
1,065.9 |
1,072.1 |
6.2 |
0.6% |
1,047.4 |
Close |
1,081.3 |
1,074.8 |
-6.5 |
-0.6% |
1,065.7 |
Range |
15.6 |
8.6 |
-7.0 |
-44.9% |
30.7 |
ATR |
16.5 |
16.0 |
-0.5 |
-3.2% |
0.0 |
Volume |
2,163 |
2,058 |
-105 |
-4.9% |
21,087 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.7 |
1,096.8 |
1,079.5 |
|
R3 |
1,093.1 |
1,088.2 |
1,077.2 |
|
R2 |
1,084.5 |
1,084.5 |
1,076.4 |
|
R1 |
1,079.6 |
1,079.6 |
1,075.6 |
1,077.8 |
PP |
1,075.9 |
1,075.9 |
1,075.9 |
1,074.9 |
S1 |
1,071.0 |
1,071.0 |
1,074.0 |
1,069.2 |
S2 |
1,067.3 |
1,067.3 |
1,073.2 |
|
S3 |
1,058.7 |
1,062.4 |
1,072.4 |
|
S4 |
1,050.1 |
1,053.8 |
1,070.1 |
|
|
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% |
17.2 |
1.6% |
80% |
False |
False |
4,390 |
10 |
1,085.3 |
1,047.4 |
37.9 |
3.5% |
15.2 |
1.4% |
72% |
False |
False |
3,342 |
20 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
16.3 |
1.5% |
67% |
False |
False |
4,786 |
40 |
1,184.0 |
1,046.6 |
137.4 |
12.8% |
14.8 |
1.4% |
21% |
False |
False |
3,985 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.3 |
1.3% |
19% |
False |
False |
3,117 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.4 |
1.2% |
19% |
False |
False |
2,618 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.9 |
1.2% |
19% |
False |
False |
2,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,117.3 |
2.618 |
1,103.2 |
1.618 |
1,094.6 |
1.000 |
1,089.3 |
0.618 |
1,086.0 |
HIGH |
1,080.7 |
0.618 |
1,077.4 |
0.500 |
1,076.4 |
0.382 |
1,075.4 |
LOW |
1,072.1 |
0.618 |
1,066.8 |
1.000 |
1,063.5 |
1.618 |
1,058.2 |
2.618 |
1,049.6 |
4.250 |
1,035.6 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,076.4 |
1,072.0 |
PP |
1,075.9 |
1,069.3 |
S1 |
1,075.3 |
1,066.5 |
|