Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,068.9 |
1,061.5 |
-7.4 |
-0.7% |
1,065.9 |
High |
1,071.9 |
1,063.0 |
-8.9 |
-0.8% |
1,081.5 |
Low |
1,059.2 |
1,058.1 |
-1.1 |
-0.1% |
1,065.9 |
Close |
1,060.4 |
1,060.8 |
0.4 |
0.0% |
1,076.7 |
Range |
12.7 |
4.9 |
-7.8 |
-61.4% |
15.6 |
ATR |
13.9 |
13.2 |
-0.6 |
-4.6% |
0.0 |
Volume |
10,165 |
6,322 |
-3,843 |
-37.8% |
15,021 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,075.3 |
1,073.0 |
1,063.5 |
|
R3 |
1,070.4 |
1,068.1 |
1,062.1 |
|
R2 |
1,065.5 |
1,065.5 |
1,061.7 |
|
R1 |
1,063.2 |
1,063.2 |
1,061.2 |
1,061.9 |
PP |
1,060.6 |
1,060.6 |
1,060.6 |
1,060.0 |
S1 |
1,058.3 |
1,058.3 |
1,060.4 |
1,057.0 |
S2 |
1,055.7 |
1,055.7 |
1,059.9 |
|
S3 |
1,050.8 |
1,053.4 |
1,059.5 |
|
S4 |
1,045.9 |
1,048.5 |
1,058.1 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.5 |
1,114.7 |
1,085.3 |
|
R3 |
1,105.9 |
1,099.1 |
1,081.0 |
|
R2 |
1,090.3 |
1,090.3 |
1,079.6 |
|
R1 |
1,083.5 |
1,083.5 |
1,078.1 |
1,086.9 |
PP |
1,074.7 |
1,074.7 |
1,074.7 |
1,076.4 |
S1 |
1,067.9 |
1,067.9 |
1,075.3 |
1,071.3 |
S2 |
1,059.1 |
1,059.1 |
1,073.8 |
|
S3 |
1,043.5 |
1,052.3 |
1,072.4 |
|
S4 |
1,027.9 |
1,036.7 |
1,068.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,077.4 |
1,058.1 |
19.3 |
1.8% |
8.4 |
0.8% |
14% |
False |
True |
6,285 |
10 |
1,081.5 |
1,047.4 |
34.1 |
3.2% |
11.8 |
1.1% |
39% |
False |
False |
5,054 |
20 |
1,088.8 |
1,046.6 |
42.2 |
4.0% |
14.0 |
1.3% |
34% |
False |
False |
4,245 |
40 |
1,123.4 |
1,046.6 |
76.8 |
7.2% |
13.7 |
1.3% |
18% |
False |
False |
4,650 |
60 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
13.7 |
1.3% |
10% |
False |
False |
3,545 |
80 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
13.4 |
1.3% |
10% |
False |
False |
2,985 |
100 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
12.8 |
1.2% |
10% |
False |
False |
2,596 |
120 |
1,191.9 |
1,046.6 |
145.3 |
13.7% |
12.1 |
1.1% |
10% |
False |
False |
2,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.8 |
2.618 |
1,075.8 |
1.618 |
1,070.9 |
1.000 |
1,067.9 |
0.618 |
1,066.0 |
HIGH |
1,063.0 |
0.618 |
1,061.1 |
0.500 |
1,060.6 |
0.382 |
1,060.0 |
LOW |
1,058.1 |
0.618 |
1,055.1 |
1.000 |
1,053.2 |
1.618 |
1,050.2 |
2.618 |
1,045.3 |
4.250 |
1,037.3 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,060.7 |
1,066.5 |
PP |
1,060.6 |
1,064.6 |
S1 |
1,060.6 |
1,062.7 |
|