Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,624.00 |
4,646.25 |
22.25 |
0.5% |
4,721.25 |
High |
4,674.50 |
4,659.00 |
-15.50 |
-0.3% |
4,730.00 |
Low |
4,618.25 |
4,527.50 |
-90.75 |
-2.0% |
4,527.50 |
Close |
4,644.00 |
4,539.25 |
-104.75 |
-2.3% |
4,539.25 |
Range |
56.25 |
131.50 |
75.25 |
133.8% |
202.50 |
ATR |
71.20 |
75.51 |
4.31 |
6.0% |
0.00 |
Volume |
302,768 |
226,524 |
-76,244 |
-25.2% |
1,441,946 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,969.75 |
4,886.00 |
4,611.50 |
|
R3 |
4,838.25 |
4,754.50 |
4,575.50 |
|
R2 |
4,706.75 |
4,706.75 |
4,563.25 |
|
R1 |
4,623.00 |
4,623.00 |
4,551.25 |
4,599.00 |
PP |
4,575.25 |
4,575.25 |
4,575.25 |
4,563.25 |
S1 |
4,491.50 |
4,491.50 |
4,527.25 |
4,467.50 |
S2 |
4,443.75 |
4,443.75 |
4,515.25 |
|
S3 |
4,312.25 |
4,360.00 |
4,503.00 |
|
S4 |
4,180.75 |
4,228.50 |
4,467.00 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,206.50 |
5,075.25 |
4,650.50 |
|
R3 |
5,004.00 |
4,872.75 |
4,595.00 |
|
R2 |
4,801.50 |
4,801.50 |
4,576.50 |
|
R1 |
4,670.25 |
4,670.25 |
4,557.75 |
4,634.50 |
PP |
4,599.00 |
4,599.00 |
4,599.00 |
4,581.00 |
S1 |
4,467.75 |
4,467.75 |
4,520.75 |
4,432.00 |
S2 |
4,396.50 |
4,396.50 |
4,502.00 |
|
S3 |
4,194.00 |
4,265.25 |
4,483.50 |
|
S4 |
3,991.50 |
4,062.75 |
4,428.00 |
|
|
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 |
4,527.50 |
202.50 |
4.5% |
85.75 |
1.9% |
6% |
False |
True |
288,389 |
10 |
4,739.50 |
4,527.50 |
212.00 |
4.7% |
85.00 |
1.9% |
6% |
False |
True |
276,655 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.3% |
73.00 |
1.6% |
30% |
False |
False |
245,920 |
40 |
4,739.50 |
4,394.75 |
344.75 |
7.6% |
66.75 |
1.5% |
42% |
False |
False |
243,118 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.4% |
73.75 |
1.6% |
71% |
False |
False |
262,787 |
80 |
4,739.50 |
3,901.00 |
838.50 |
18.5% |
86.00 |
1.9% |
76% |
False |
False |
214,213 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.5% |
80.50 |
1.8% |
76% |
False |
False |
171,421 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.5% |
76.00 |
1.7% |
76% |
False |
False |
142,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,218.00 |
2.618 |
5,003.25 |
1.618 |
4,871.75 |
1.000 |
4,790.50 |
0.618 |
4,740.25 |
HIGH |
4,659.00 |
0.618 |
4,608.75 |
0.500 |
4,593.25 |
0.382 |
4,577.75 |
LOW |
4,527.50 |
0.618 |
4,446.25 |
1.000 |
4,396.00 |
1.618 |
4,314.75 |
2.618 |
4,183.25 |
4.250 |
3,968.50 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,593.25 |
4,617.50 |
PP |
4,575.25 |
4,591.50 |
S1 |
4,557.25 |
4,565.25 |
|