Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,646.25 |
4,534.50 |
-111.75 |
-2.4% |
4,721.25 |
High |
4,659.00 |
4,579.50 |
-79.50 |
-1.7% |
4,730.00 |
Low |
4,527.50 |
4,477.25 |
-50.25 |
-1.1% |
4,527.50 |
Close |
4,539.25 |
4,566.50 |
27.25 |
0.6% |
4,539.25 |
Range |
131.50 |
102.25 |
-29.25 |
-22.2% |
202.50 |
ATR |
75.51 |
77.42 |
1.91 |
2.5% |
0.00 |
Volume |
226,524 |
156,220 |
-70,304 |
-31.0% |
1,441,946 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,847.75 |
4,809.50 |
4,622.75 |
|
R3 |
4,745.50 |
4,707.25 |
4,594.50 |
|
R2 |
4,643.25 |
4,643.25 |
4,585.25 |
|
R1 |
4,605.00 |
4,605.00 |
4,575.75 |
4,624.00 |
PP |
4,541.00 |
4,541.00 |
4,541.00 |
4,550.75 |
S1 |
4,502.75 |
4,502.75 |
4,557.25 |
4,522.00 |
S2 |
4,438.75 |
4,438.75 |
4,547.75 |
|
S3 |
4,336.50 |
4,400.50 |
4,538.50 |
|
S4 |
4,234.25 |
4,298.25 |
4,510.25 |
|
|
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 |
4,709.00 |
4,477.25 |
231.75 |
5.1% |
94.50 |
2.1% |
39% |
False |
True |
274,701 |
10 |
4,739.50 |
4,477.25 |
262.25 |
5.7% |
90.50 |
2.0% |
34% |
False |
True |
274,300 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.2% |
73.00 |
1.6% |
39% |
False |
False |
236,520 |
40 |
4,739.50 |
4,394.75 |
344.75 |
7.5% |
68.25 |
1.5% |
50% |
False |
False |
241,843 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.3% |
74.00 |
1.6% |
75% |
False |
False |
259,840 |
80 |
4,739.50 |
3,901.00 |
838.50 |
18.4% |
85.50 |
1.9% |
79% |
False |
False |
216,157 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.4% |
81.00 |
1.8% |
79% |
False |
False |
172,983 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.4% |
76.50 |
1.7% |
79% |
False |
False |
144,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,014.00 |
2.618 |
4,847.25 |
1.618 |
4,745.00 |
1.000 |
4,681.75 |
0.618 |
4,642.75 |
HIGH |
4,579.50 |
0.618 |
4,540.50 |
0.500 |
4,528.50 |
0.382 |
4,516.25 |
LOW |
4,477.25 |
0.618 |
4,414.00 |
1.000 |
4,375.00 |
1.618 |
4,311.75 |
2.618 |
4,209.50 |
4.250 |
4,042.75 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,553.75 |
4,576.00 |
PP |
4,541.00 |
4,572.75 |
S1 |
4,528.50 |
4,569.50 |
|