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 |
1,079.4 |
1,074.7 |
-4.7 |
-0.4% |
1,076.1 |
High |
1,081.5 |
1,076.1 |
-5.4 |
-0.5% |
1,078.5 |
Low |
1,074.1 |
1,069.1 |
-5.0 |
-0.5% |
1,048.3 |
Close |
1,075.7 |
1,069.8 |
-5.9 |
-0.5% |
1,066.5 |
Range |
7.4 |
7.0 |
-0.4 |
-5.4% |
30.2 |
ATR |
15.3 |
14.7 |
-0.6 |
-3.9% |
0.0 |
Volume |
976 |
1,551 |
575 |
58.9% |
9,754 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.7 |
1,088.2 |
1,073.7 |
|
R3 |
1,085.7 |
1,081.2 |
1,071.7 |
|
R2 |
1,078.7 |
1,078.7 |
1,071.1 |
|
R1 |
1,074.2 |
1,074.2 |
1,070.4 |
1,073.0 |
PP |
1,071.7 |
1,071.7 |
1,071.7 |
1,071.0 |
S1 |
1,067.2 |
1,067.2 |
1,069.2 |
1,066.0 |
S2 |
1,064.7 |
1,064.7 |
1,068.5 |
|
S3 |
1,057.7 |
1,060.2 |
1,067.9 |
|
S4 |
1,050.7 |
1,053.2 |
1,066.0 |
|
|
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 |
1,082.4 |
1,048.3 |
34.1 |
3.2% |
14.8 |
1.4% |
63% |
False |
False |
1,595 |
10 |
1,082.4 |
1,048.3 |
34.1 |
3.2% |
13.7 |
1.3% |
63% |
False |
False |
1,676 |
20 |
1,089.6 |
1,047.2 |
42.4 |
4.0% |
15.2 |
1.4% |
53% |
False |
False |
1,793 |
40 |
1,184.3 |
1,047.2 |
137.1 |
12.8% |
14.3 |
1.3% |
16% |
False |
False |
2,334 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.6% |
13.9 |
1.3% |
16% |
False |
False |
1,831 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.6% |
13.3 |
1.2% |
16% |
False |
False |
1,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,105.9 |
2.618 |
1,094.4 |
1.618 |
1,087.4 |
1.000 |
1,083.1 |
0.618 |
1,080.4 |
HIGH |
1,076.1 |
0.618 |
1,073.4 |
0.500 |
1,072.6 |
0.382 |
1,071.8 |
LOW |
1,069.1 |
0.618 |
1,064.8 |
1.000 |
1,062.1 |
1.618 |
1,057.8 |
2.618 |
1,050.8 |
4.250 |
1,039.4 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,072.6 |
1,074.7 |
PP |
1,071.7 |
1,073.0 |
S1 |
1,070.7 |
1,071.4 |
|