Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,690.50 |
4,624.00 |
-66.50 |
-1.4% |
4,685.50 |
High |
4,707.50 |
4,674.50 |
-33.00 |
-0.7% |
4,739.50 |
Low |
4,593.25 |
4,618.25 |
25.00 |
0.5% |
4,579.00 |
Close |
4,616.00 |
4,644.00 |
28.00 |
0.6% |
4,713.25 |
Range |
114.25 |
56.25 |
-58.00 |
-50.8% |
160.50 |
ATR |
72.18 |
71.20 |
-0.98 |
-1.4% |
0.00 |
Volume |
388,709 |
302,768 |
-85,941 |
-22.1% |
1,324,606 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,814.25 |
4,785.50 |
4,675.00 |
|
R3 |
4,758.00 |
4,729.25 |
4,659.50 |
|
R2 |
4,701.75 |
4,701.75 |
4,654.25 |
|
R1 |
4,673.00 |
4,673.00 |
4,649.25 |
4,687.50 |
PP |
4,645.50 |
4,645.50 |
4,645.50 |
4,652.75 |
S1 |
4,616.75 |
4,616.75 |
4,638.75 |
4,631.00 |
S2 |
4,589.25 |
4,589.25 |
4,633.75 |
|
S3 |
4,533.00 |
4,560.50 |
4,628.50 |
|
S4 |
4,476.75 |
4,504.25 |
4,613.00 |
|
|
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 |
4,730.00 |
4,593.25 |
136.75 |
2.9% |
83.50 |
1.8% |
37% |
False |
False |
304,099 |
10 |
4,739.50 |
4,579.00 |
160.50 |
3.5% |
75.50 |
1.6% |
40% |
False |
False |
264,541 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.1% |
70.00 |
1.5% |
66% |
False |
False |
248,002 |
40 |
4,739.50 |
4,332.50 |
407.00 |
8.8% |
65.50 |
1.4% |
77% |
False |
False |
244,355 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.0% |
72.75 |
1.6% |
86% |
False |
False |
264,509 |
80 |
4,739.50 |
3,901.00 |
838.50 |
18.1% |
85.00 |
1.8% |
89% |
False |
False |
211,384 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.1% |
79.75 |
1.7% |
89% |
False |
False |
169,157 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.1% |
75.00 |
1.6% |
89% |
False |
False |
140,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,913.50 |
2.618 |
4,821.75 |
1.618 |
4,765.50 |
1.000 |
4,730.75 |
0.618 |
4,709.25 |
HIGH |
4,674.50 |
0.618 |
4,653.00 |
0.500 |
4,646.50 |
0.382 |
4,639.75 |
LOW |
4,618.25 |
0.618 |
4,583.50 |
1.000 |
4,562.00 |
1.618 |
4,527.25 |
2.618 |
4,471.00 |
4.250 |
4,379.25 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,646.50 |
4,651.00 |
PP |
4,645.50 |
4,648.75 |
S1 |
4,644.75 |
4,646.50 |
|