Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,069.5 |
1,070.2 |
0.7 |
0.1% |
1,066.9 |
High |
1,075.5 |
1,072.5 |
-3.0 |
-0.3% |
1,082.4 |
Low |
1,069.0 |
1,060.0 |
-9.0 |
-0.8% |
1,066.9 |
Close |
1,069.5 |
1,061.2 |
-8.3 |
-0.8% |
1,077.5 |
Range |
6.5 |
12.5 |
6.0 |
92.3% |
15.5 |
ATR |
13.3 |
13.3 |
-0.1 |
-0.5% |
0.0 |
Volume |
830 |
2,328 |
1,498 |
180.5% |
3,872 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.1 |
1,094.1 |
1,068.1 |
|
R3 |
1,089.6 |
1,081.6 |
1,064.6 |
|
R2 |
1,077.1 |
1,077.1 |
1,063.5 |
|
R1 |
1,069.1 |
1,069.1 |
1,062.3 |
1,066.9 |
PP |
1,064.6 |
1,064.6 |
1,064.6 |
1,063.4 |
S1 |
1,056.6 |
1,056.6 |
1,060.1 |
1,054.4 |
S2 |
1,052.1 |
1,052.1 |
1,058.9 |
|
S3 |
1,039.6 |
1,044.1 |
1,057.8 |
|
S4 |
1,027.1 |
1,031.6 |
1,054.3 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.1 |
1,115.3 |
1,086.0 |
|
R3 |
1,106.6 |
1,099.8 |
1,081.8 |
|
R2 |
1,091.1 |
1,091.1 |
1,080.3 |
|
R1 |
1,084.3 |
1,084.3 |
1,078.9 |
1,087.7 |
PP |
1,075.6 |
1,075.6 |
1,075.6 |
1,077.3 |
S1 |
1,068.8 |
1,068.8 |
1,076.1 |
1,072.2 |
S2 |
1,060.1 |
1,060.1 |
1,074.7 |
|
S3 |
1,044.6 |
1,053.3 |
1,073.2 |
|
S4 |
1,029.1 |
1,037.8 |
1,069.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,078.2 |
1,060.0 |
18.2 |
1.7% |
8.1 |
0.8% |
7% |
False |
True |
1,213 |
10 |
1,082.4 |
1,048.3 |
34.1 |
3.2% |
12.2 |
1.2% |
38% |
False |
False |
1,533 |
20 |
1,089.6 |
1,047.2 |
42.4 |
4.0% |
13.8 |
1.3% |
33% |
False |
False |
1,577 |
40 |
1,139.7 |
1,047.2 |
92.5 |
8.7% |
13.6 |
1.3% |
15% |
False |
False |
2,293 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.7% |
13.4 |
1.3% |
10% |
False |
False |
1,857 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.7% |
13.3 |
1.3% |
10% |
False |
False |
1,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.6 |
2.618 |
1,105.2 |
1.618 |
1,092.7 |
1.000 |
1,085.0 |
0.618 |
1,080.2 |
HIGH |
1,072.5 |
0.618 |
1,067.7 |
0.500 |
1,066.3 |
0.382 |
1,064.8 |
LOW |
1,060.0 |
0.618 |
1,052.3 |
1.000 |
1,047.5 |
1.618 |
1,039.8 |
2.618 |
1,027.3 |
4.250 |
1,006.9 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,066.3 |
1,068.9 |
PP |
1,064.6 |
1,066.3 |
S1 |
1,062.9 |
1,063.8 |
|