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 |
1,070.2 |
1,061.6 |
-8.6 |
-0.8% |
1,066.9 |
High |
1,072.5 |
1,063.3 |
-9.2 |
-0.9% |
1,082.4 |
Low |
1,060.0 |
1,059.0 |
-1.0 |
-0.1% |
1,066.9 |
Close |
1,061.2 |
1,061.5 |
0.3 |
0.0% |
1,077.5 |
Range |
12.5 |
4.3 |
-8.2 |
-65.6% |
15.5 |
ATR |
13.3 |
12.6 |
-0.6 |
-4.8% |
0.0 |
Volume |
2,328 |
1,743 |
-585 |
-25.1% |
3,872 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,074.2 |
1,072.1 |
1,063.9 |
|
R3 |
1,069.9 |
1,067.8 |
1,062.7 |
|
R2 |
1,065.6 |
1,065.6 |
1,062.3 |
|
R1 |
1,063.5 |
1,063.5 |
1,061.9 |
1,062.4 |
PP |
1,061.3 |
1,061.3 |
1,061.3 |
1,060.7 |
S1 |
1,059.2 |
1,059.2 |
1,061.1 |
1,058.1 |
S2 |
1,057.0 |
1,057.0 |
1,060.7 |
|
S3 |
1,052.7 |
1,054.9 |
1,060.3 |
|
S4 |
1,048.4 |
1,050.6 |
1,059.1 |
|
|
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 |
1,059.0 |
19.2 |
1.8% |
7.6 |
0.7% |
13% |
False |
True |
1,251 |
10 |
1,082.4 |
1,048.3 |
34.1 |
3.2% |
11.2 |
1.1% |
39% |
False |
False |
1,423 |
20 |
1,089.6 |
1,047.2 |
42.4 |
4.0% |
13.1 |
1.2% |
34% |
False |
False |
1,591 |
40 |
1,124.4 |
1,047.2 |
77.2 |
7.3% |
13.1 |
1.2% |
19% |
False |
False |
2,314 |
60 |
1,192.4 |
1,047.2 |
145.2 |
13.7% |
13.3 |
1.2% |
10% |
False |
False |
1,870 |
80 |
1,192.4 |
1,047.2 |
145.2 |
13.7% |
13.2 |
1.2% |
10% |
False |
False |
1,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.6 |
2.618 |
1,074.6 |
1.618 |
1,070.3 |
1.000 |
1,067.6 |
0.618 |
1,066.0 |
HIGH |
1,063.3 |
0.618 |
1,061.7 |
0.500 |
1,061.2 |
0.382 |
1,060.6 |
LOW |
1,059.0 |
0.618 |
1,056.3 |
1.000 |
1,054.7 |
1.618 |
1,052.0 |
2.618 |
1,047.7 |
4.250 |
1,040.7 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,061.4 |
1,067.3 |
PP |
1,061.3 |
1,065.3 |
S1 |
1,061.2 |
1,063.4 |
|