Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,085.7 |
1,072.6 |
-13.1 |
-1.2% |
1,057.8 |
High |
1,087.3 |
1,078.7 |
-8.6 |
-0.8% |
1,089.6 |
Low |
1,070.0 |
1,069.3 |
-0.7 |
-0.1% |
1,047.2 |
Close |
1,076.7 |
1,076.8 |
0.1 |
0.0% |
1,085.7 |
Range |
17.3 |
9.4 |
-7.9 |
-45.7% |
42.4 |
ATR |
15.5 |
15.1 |
-0.4 |
-2.8% |
0.0 |
Volume |
1,714 |
2,835 |
1,121 |
65.4% |
7,075 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.1 |
1,099.4 |
1,082.0 |
|
R3 |
1,093.7 |
1,090.0 |
1,079.4 |
|
R2 |
1,084.3 |
1,084.3 |
1,078.5 |
|
R1 |
1,080.6 |
1,080.6 |
1,077.7 |
1,082.5 |
PP |
1,074.9 |
1,074.9 |
1,074.9 |
1,075.9 |
S1 |
1,071.2 |
1,071.2 |
1,075.9 |
1,073.1 |
S2 |
1,065.5 |
1,065.5 |
1,075.1 |
|
S3 |
1,056.1 |
1,061.8 |
1,074.2 |
|
S4 |
1,046.7 |
1,052.4 |
1,071.6 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.4 |
1,185.9 |
1,109.0 |
|
R3 |
1,159.0 |
1,143.5 |
1,097.4 |
|
R2 |
1,116.6 |
1,116.6 |
1,093.5 |
|
R1 |
1,101.1 |
1,101.1 |
1,089.6 |
1,108.9 |
PP |
1,074.2 |
1,074.2 |
1,074.2 |
1,078.0 |
S1 |
1,058.7 |
1,058.7 |
1,081.8 |
1,066.5 |
S2 |
1,031.8 |
1,031.8 |
1,077.9 |
|
S3 |
989.4 |
1,016.3 |
1,074.0 |
|
S4 |
947.0 |
973.9 |
1,062.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
18.4 |
1.7% |
70% |
False |
False |
1,609 |
10 |
1,089.6 |
1,047.2 |
42.4 |
3.9% |
16.4 |
1.5% |
70% |
False |
False |
2,378 |
20 |
1,099.2 |
1,047.2 |
52.0 |
4.8% |
14.0 |
1.3% |
57% |
False |
False |
2,765 |
40 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.8 |
1.3% |
20% |
False |
False |
2,100 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.5% |
13.7 |
1.3% |
20% |
False |
False |
1,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,118.7 |
2.618 |
1,103.3 |
1.618 |
1,093.9 |
1.000 |
1,088.1 |
0.618 |
1,084.5 |
HIGH |
1,078.7 |
0.618 |
1,075.1 |
0.500 |
1,074.0 |
0.382 |
1,072.9 |
LOW |
1,069.3 |
0.618 |
1,063.5 |
1.000 |
1,059.9 |
1.618 |
1,054.1 |
2.618 |
1,044.7 |
4.250 |
1,029.4 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.9 |
1,076.5 |
PP |
1,074.9 |
1,076.1 |
S1 |
1,074.0 |
1,075.8 |
|