Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,078.3 |
1,072.8 |
-5.5 |
-0.5% |
1,073.7 |
High |
1,080.7 |
1,075.3 |
-5.4 |
-0.5% |
1,078.1 |
Low |
1,072.1 |
1,068.4 |
-3.7 |
-0.3% |
1,047.4 |
Close |
1,074.8 |
1,069.0 |
-5.8 |
-0.5% |
1,065.7 |
Range |
8.6 |
6.9 |
-1.7 |
-19.8% |
30.7 |
ATR |
16.0 |
15.3 |
-0.6 |
-4.1% |
0.0 |
Volume |
2,058 |
3,159 |
1,101 |
53.5% |
21,087 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.6 |
1,087.2 |
1,072.8 |
|
R3 |
1,084.7 |
1,080.3 |
1,070.9 |
|
R2 |
1,077.8 |
1,077.8 |
1,070.3 |
|
R1 |
1,073.4 |
1,073.4 |
1,069.6 |
1,072.2 |
PP |
1,070.9 |
1,070.9 |
1,070.9 |
1,070.3 |
S1 |
1,066.5 |
1,066.5 |
1,068.4 |
1,065.3 |
S2 |
1,064.0 |
1,064.0 |
1,067.7 |
|
S3 |
1,057.1 |
1,059.6 |
1,067.1 |
|
S4 |
1,050.2 |
1,052.7 |
1,065.2 |
|
|
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% |
15.3 |
1.4% |
63% |
False |
False |
3,824 |
10 |
1,081.5 |
1,047.4 |
34.1 |
3.2% |
14.3 |
1.3% |
63% |
False |
False |
3,422 |
20 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
16.1 |
1.5% |
53% |
False |
False |
3,973 |
40 |
1,184.0 |
1,046.6 |
137.4 |
12.9% |
14.8 |
1.4% |
16% |
False |
False |
4,048 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.6% |
14.3 |
1.3% |
15% |
False |
False |
3,156 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.6% |
13.3 |
1.2% |
15% |
False |
False |
2,651 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.6% |
12.9 |
1.2% |
15% |
False |
False |
2,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,104.6 |
2.618 |
1,093.4 |
1.618 |
1,086.5 |
1.000 |
1,082.2 |
0.618 |
1,079.6 |
HIGH |
1,075.3 |
0.618 |
1,072.7 |
0.500 |
1,071.9 |
0.382 |
1,071.0 |
LOW |
1,068.4 |
0.618 |
1,064.1 |
1.000 |
1,061.5 |
1.618 |
1,057.2 |
2.618 |
1,050.3 |
4.250 |
1,039.1 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,071.9 |
1,073.7 |
PP |
1,070.9 |
1,072.1 |
S1 |
1,070.0 |
1,070.6 |
|