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 |
4,721.25 |
4,699.75 |
-21.50 |
-0.5% |
4,685.50 |
High |
4,730.00 |
4,709.00 |
-21.00 |
-0.4% |
4,739.50 |
Low |
4,670.50 |
4,641.25 |
-29.25 |
-0.6% |
4,579.00 |
Close |
4,701.00 |
4,687.25 |
-13.75 |
-0.3% |
4,713.25 |
Range |
59.50 |
67.75 |
8.25 |
13.9% |
160.50 |
ATR |
69.03 |
68.94 |
-0.09 |
-0.1% |
0.00 |
Volume |
224,657 |
299,288 |
74,631 |
33.2% |
1,324,606 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.50 |
4,852.50 |
4,724.50 |
|
R3 |
4,814.75 |
4,784.75 |
4,706.00 |
|
R2 |
4,747.00 |
4,747.00 |
4,699.75 |
|
R1 |
4,717.00 |
4,717.00 |
4,693.50 |
4,698.00 |
PP |
4,679.25 |
4,679.25 |
4,679.25 |
4,669.75 |
S1 |
4,649.25 |
4,649.25 |
4,681.00 |
4,630.50 |
S2 |
4,611.50 |
4,611.50 |
4,674.75 |
|
S3 |
4,543.75 |
4,581.50 |
4,668.50 |
|
S4 |
4,476.00 |
4,513.75 |
4,650.00 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,158.75 |
5,096.50 |
4,801.50 |
|
R3 |
4,998.25 |
4,936.00 |
4,757.50 |
|
R2 |
4,837.75 |
4,837.75 |
4,742.75 |
|
R1 |
4,775.50 |
4,775.50 |
4,728.00 |
4,806.50 |
PP |
4,677.25 |
4,677.25 |
4,677.25 |
4,692.75 |
S1 |
4,615.00 |
4,615.00 |
4,698.50 |
4,646.00 |
S2 |
4,516.75 |
4,516.75 |
4,683.75 |
|
S3 |
4,356.25 |
4,454.50 |
4,669.00 |
|
S4 |
4,195.75 |
4,294.00 |
4,625.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,739.50 |
4,579.00 |
160.50 |
3.4% |
92.00 |
2.0% |
67% |
False |
False |
288,072 |
10 |
4,739.50 |
4,579.00 |
160.50 |
3.4% |
67.50 |
1.4% |
67% |
False |
False |
230,377 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.1% |
66.50 |
1.4% |
82% |
False |
False |
236,606 |
40 |
4,739.50 |
4,317.50 |
422.00 |
9.0% |
63.50 |
1.4% |
88% |
False |
False |
240,007 |
60 |
4,739.50 |
4,040.75 |
698.75 |
14.9% |
72.25 |
1.5% |
93% |
False |
False |
260,670 |
80 |
4,739.50 |
3,901.00 |
838.50 |
17.9% |
84.25 |
1.8% |
94% |
False |
False |
202,749 |
100 |
4,739.50 |
3,901.00 |
838.50 |
17.9% |
79.00 |
1.7% |
94% |
False |
False |
162,244 |
120 |
4,739.50 |
3,901.00 |
838.50 |
17.9% |
74.25 |
1.6% |
94% |
False |
False |
135,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,997.00 |
2.618 |
4,886.25 |
1.618 |
4,818.50 |
1.000 |
4,776.75 |
0.618 |
4,750.75 |
HIGH |
4,709.00 |
0.618 |
4,683.00 |
0.500 |
4,675.00 |
0.382 |
4,667.25 |
LOW |
4,641.25 |
0.618 |
4,599.50 |
1.000 |
4,573.50 |
1.618 |
4,531.75 |
2.618 |
4,464.00 |
4.250 |
4,353.25 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,683.25 |
4,680.25 |
PP |
4,679.25 |
4,673.50 |
S1 |
4,675.00 |
4,666.50 |
|