Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,072.8 |
1,070.4 |
-2.4 |
-0.2% |
1,073.7 |
High |
1,075.3 |
1,077.4 |
2.1 |
0.2% |
1,078.1 |
Low |
1,068.4 |
1,070.4 |
2.0 |
0.2% |
1,047.4 |
Close |
1,069.0 |
1,076.7 |
7.7 |
0.7% |
1,065.7 |
Range |
6.9 |
7.0 |
0.1 |
1.4% |
30.7 |
ATR |
15.3 |
14.8 |
-0.5 |
-3.2% |
0.0 |
Volume |
3,159 |
7,641 |
4,482 |
141.9% |
21,087 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.8 |
1,093.3 |
1,080.6 |
|
R3 |
1,088.8 |
1,086.3 |
1,078.6 |
|
R2 |
1,081.8 |
1,081.8 |
1,078.0 |
|
R1 |
1,079.3 |
1,079.3 |
1,077.3 |
1,080.6 |
PP |
1,074.8 |
1,074.8 |
1,074.8 |
1,075.5 |
S1 |
1,072.3 |
1,072.3 |
1,076.1 |
1,073.6 |
S2 |
1,067.8 |
1,067.8 |
1,075.4 |
|
S3 |
1,060.8 |
1,065.3 |
1,074.8 |
|
S4 |
1,053.8 |
1,058.3 |
1,072.9 |
|
|
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 |
1,051.5 |
30.0 |
2.8% |
11.5 |
1.1% |
84% |
False |
False |
3,384 |
10 |
1,081.5 |
1,047.4 |
34.1 |
3.2% |
14.5 |
1.3% |
86% |
False |
False |
3,978 |
20 |
1,088.8 |
1,046.6 |
42.2 |
3.9% |
15.8 |
1.5% |
71% |
False |
False |
3,740 |
40 |
1,163.0 |
1,046.6 |
116.4 |
10.8% |
14.2 |
1.3% |
26% |
False |
False |
4,176 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
14.2 |
1.3% |
21% |
False |
False |
3,266 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
13.3 |
1.2% |
21% |
False |
False |
2,742 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.9 |
1.2% |
21% |
False |
False |
2,386 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.5% |
12.0 |
1.1% |
21% |
False |
False |
2,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.2 |
2.618 |
1,095.7 |
1.618 |
1,088.7 |
1.000 |
1,084.4 |
0.618 |
1,081.7 |
HIGH |
1,077.4 |
0.618 |
1,074.7 |
0.500 |
1,073.9 |
0.382 |
1,073.1 |
LOW |
1,070.4 |
0.618 |
1,066.1 |
1.000 |
1,063.4 |
1.618 |
1,059.1 |
2.618 |
1,052.1 |
4.250 |
1,040.7 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.8 |
1,076.0 |
PP |
1,074.8 |
1,075.3 |
S1 |
1,073.9 |
1,074.6 |
|