Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,699.75 |
4,690.50 |
-9.25 |
-0.2% |
4,685.50 |
High |
4,709.00 |
4,707.50 |
-1.50 |
0.0% |
4,739.50 |
Low |
4,641.25 |
4,593.25 |
-48.00 |
-1.0% |
4,579.00 |
Close |
4,687.25 |
4,616.00 |
-71.25 |
-1.5% |
4,713.25 |
Range |
67.75 |
114.25 |
46.50 |
68.6% |
160.50 |
ATR |
68.94 |
72.18 |
3.24 |
4.7% |
0.00 |
Volume |
299,288 |
388,709 |
89,421 |
29.9% |
1,324,606 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,981.75 |
4,913.00 |
4,678.75 |
|
R3 |
4,867.50 |
4,798.75 |
4,647.50 |
|
R2 |
4,753.25 |
4,753.25 |
4,637.00 |
|
R1 |
4,684.50 |
4,684.50 |
4,626.50 |
4,661.75 |
PP |
4,639.00 |
4,639.00 |
4,639.00 |
4,627.50 |
S1 |
4,570.25 |
4,570.25 |
4,605.50 |
4,547.50 |
S2 |
4,524.75 |
4,524.75 |
4,595.00 |
|
S3 |
4,410.50 |
4,456.00 |
4,584.50 |
|
S4 |
4,296.25 |
4,341.75 |
4,553.25 |
|
|
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 |
4,730.25 |
4,579.00 |
151.25 |
3.3% |
102.50 |
2.2% |
24% |
False |
False |
319,451 |
10 |
4,739.50 |
4,579.00 |
160.50 |
3.5% |
72.50 |
1.6% |
23% |
False |
False |
246,235 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.2% |
69.75 |
1.5% |
57% |
False |
False |
243,948 |
40 |
4,739.50 |
4,317.50 |
422.00 |
9.1% |
65.25 |
1.4% |
71% |
False |
False |
243,906 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.1% |
72.75 |
1.6% |
82% |
False |
False |
263,045 |
80 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
84.75 |
1.8% |
85% |
False |
False |
207,602 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
79.75 |
1.7% |
85% |
False |
False |
166,130 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
74.75 |
1.6% |
85% |
False |
False |
138,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,193.00 |
2.618 |
5,006.50 |
1.618 |
4,892.25 |
1.000 |
4,821.75 |
0.618 |
4,778.00 |
HIGH |
4,707.50 |
0.618 |
4,663.75 |
0.500 |
4,650.50 |
0.382 |
4,637.00 |
LOW |
4,593.25 |
0.618 |
4,522.75 |
1.000 |
4,479.00 |
1.618 |
4,408.50 |
2.618 |
4,294.25 |
4.250 |
4,107.75 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,650.50 |
4,661.50 |
PP |
4,639.00 |
4,646.50 |
S1 |
4,627.50 |
4,631.25 |
|