Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,072.0 |
1,052.5 |
-19.5 |
-1.8% |
1,076.1 |
High |
1,073.1 |
1,071.3 |
-1.8 |
-0.2% |
1,078.5 |
Low |
1,048.3 |
1,052.0 |
3.7 |
0.4% |
1,048.3 |
Close |
1,051.1 |
1,066.5 |
15.4 |
1.5% |
1,066.5 |
Range |
24.8 |
19.3 |
-5.5 |
-22.2% |
30.2 |
ATR |
15.6 |
15.9 |
0.3 |
2.1% |
0.0 |
Volume |
3,638 |
945 |
-2,693 |
-74.0% |
9,754 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.2 |
1,113.1 |
1,077.1 |
|
R3 |
1,101.9 |
1,093.8 |
1,071.8 |
|
R2 |
1,082.6 |
1,082.6 |
1,070.0 |
|
R1 |
1,074.5 |
1,074.5 |
1,068.3 |
1,078.6 |
PP |
1,063.3 |
1,063.3 |
1,063.3 |
1,065.3 |
S1 |
1,055.2 |
1,055.2 |
1,064.7 |
1,059.3 |
S2 |
1,044.0 |
1,044.0 |
1,063.0 |
|
S3 |
1,024.7 |
1,035.9 |
1,061.2 |
|
S4 |
1,005.4 |
1,016.6 |
1,055.9 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.0 |
1,141.0 |
1,083.1 |
|
R3 |
1,124.8 |
1,110.8 |
1,074.8 |
|
R2 |
1,094.6 |
1,094.6 |
1,072.0 |
|
R1 |
1,080.6 |
1,080.6 |
1,069.3 |
1,072.5 |
PP |
1,064.4 |
1,064.4 |
1,064.4 |
1,060.4 |
S1 |
1,050.4 |
1,050.4 |
1,063.7 |
1,042.3 |
S2 |
1,034.2 |
1,034.2 |
1,061.0 |
|
S3 |
1,004.0 |
1,020.2 |
1,058.2 |
|
S4 |
973.8 |
990.0 |
1,049.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,078.5 |
1,048.3 |
30.2 |
2.8% |
16.9 |
1.6% |
60% |
False |
False |
1,950 |
10 |
1,087.3 |
1,048.3 |
39.0 |
3.7% |
14.8 |
1.4% |
47% |
False |
False |
2,014 |
20 |
1,089.6 |
1,047.2 |
42.4 |
4.0% |
15.2 |
1.4% |
46% |
False |
False |
2,260 |
40 |
1,184.3 |
1,047.2 |
137.1 |
12.9% |
14.3 |
1.3% |
14% |
False |
False |
2,315 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.6% |
14.0 |
1.3% |
13% |
False |
False |
1,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.3 |
2.618 |
1,121.8 |
1.618 |
1,102.5 |
1.000 |
1,090.6 |
0.618 |
1,083.2 |
HIGH |
1,071.3 |
0.618 |
1,063.9 |
0.500 |
1,061.7 |
0.382 |
1,059.4 |
LOW |
1,052.0 |
0.618 |
1,040.1 |
1.000 |
1,032.7 |
1.618 |
1,020.8 |
2.618 |
1,001.5 |
4.250 |
970.0 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,064.9 |
1,065.5 |
PP |
1,063.3 |
1,064.4 |
S1 |
1,061.7 |
1,063.4 |
|