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 |
17,845.49 |
17,703.99 |
-141.50 |
-0.8% |
17,802.84 |
High |
17,845.49 |
17,703.99 |
-141.50 |
-0.8% |
17,901.58 |
Low |
17,639.25 |
17,485.39 |
-153.86 |
-0.9% |
17,425.56 |
Close |
17,730.51 |
17,568.00 |
-162.51 |
-0.9% |
17,847.63 |
Range |
206.24 |
218.60 |
12.36 |
6.0% |
476.02 |
ATR |
193.17 |
196.88 |
3.71 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,241.59 |
18,123.40 |
17,688.23 |
|
R3 |
18,022.99 |
17,904.80 |
17,628.12 |
|
R2 |
17,804.39 |
17,804.39 |
17,608.08 |
|
R1 |
17,686.20 |
17,686.20 |
17,588.04 |
17,636.00 |
PP |
17,585.79 |
17,585.79 |
17,585.79 |
17,560.69 |
S1 |
17,467.60 |
17,467.60 |
17,547.96 |
17,417.40 |
S2 |
17,367.19 |
17,367.19 |
17,527.92 |
|
S3 |
17,148.59 |
17,249.00 |
17,507.89 |
|
S4 |
16,929.99 |
17,030.40 |
17,447.77 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,152.98 |
18,976.33 |
18,109.44 |
|
R3 |
18,676.96 |
18,500.31 |
17,978.54 |
|
R2 |
18,200.94 |
18,200.94 |
17,934.90 |
|
R1 |
18,024.29 |
18,024.29 |
17,891.27 |
18,112.62 |
PP |
17,724.92 |
17,724.92 |
17,724.92 |
17,769.09 |
S1 |
17,548.27 |
17,548.27 |
17,803.99 |
17,636.60 |
S2 |
17,248.90 |
17,248.90 |
17,760.36 |
|
S3 |
16,772.88 |
17,072.25 |
17,716.72 |
|
S4 |
16,296.86 |
16,596.23 |
17,585.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,901.58 |
17,425.56 |
476.02 |
2.7% |
271.41 |
1.5% |
30% |
False |
False |
|
10 |
17,901.58 |
17,425.56 |
476.02 |
2.7% |
196.35 |
1.1% |
30% |
False |
False |
|
20 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
185.49 |
1.1% |
51% |
False |
False |
|
40 |
17,977.85 |
16,887.67 |
1,090.18 |
6.2% |
172.72 |
1.0% |
62% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
192.00 |
1.1% |
80% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.8% |
235.16 |
1.3% |
84% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.7% |
222.12 |
1.3% |
79% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
16.0% |
213.03 |
1.2% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,633.04 |
2.618 |
18,276.28 |
1.618 |
18,057.68 |
1.000 |
17,922.59 |
0.618 |
17,839.08 |
HIGH |
17,703.99 |
0.618 |
17,620.48 |
0.500 |
17,594.69 |
0.382 |
17,568.90 |
LOW |
17,485.39 |
0.618 |
17,350.30 |
1.000 |
17,266.79 |
1.618 |
17,131.70 |
2.618 |
16,913.10 |
4.250 |
16,556.34 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,594.69 |
17,674.58 |
PP |
17,585.79 |
17,639.05 |
S1 |
17,576.90 |
17,603.53 |
|