Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,534.50 |
4,571.50 |
37.00 |
0.8% |
4,721.25 |
High |
4,579.50 |
4,639.00 |
59.50 |
1.3% |
4,730.00 |
Low |
4,477.25 |
4,566.75 |
89.50 |
2.0% |
4,527.50 |
Close |
4,566.50 |
4,606.00 |
39.50 |
0.9% |
4,539.25 |
Range |
102.25 |
72.25 |
-30.00 |
-29.3% |
202.50 |
ATR |
77.42 |
77.07 |
-0.35 |
-0.5% |
0.00 |
Volume |
156,220 |
151,196 |
-5,024 |
-3.2% |
1,441,946 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,820.75 |
4,785.50 |
4,645.75 |
|
R3 |
4,748.50 |
4,713.25 |
4,625.75 |
|
R2 |
4,676.25 |
4,676.25 |
4,619.25 |
|
R1 |
4,641.00 |
4,641.00 |
4,612.50 |
4,658.50 |
PP |
4,604.00 |
4,604.00 |
4,604.00 |
4,612.75 |
S1 |
4,568.75 |
4,568.75 |
4,599.50 |
4,586.50 |
S2 |
4,531.75 |
4,531.75 |
4,592.75 |
|
S3 |
4,459.50 |
4,496.50 |
4,586.25 |
|
S4 |
4,387.25 |
4,424.25 |
4,566.25 |
|
|
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 |
4,707.50 |
4,477.25 |
230.25 |
5.0% |
95.25 |
2.1% |
56% |
False |
False |
245,083 |
10 |
4,739.50 |
4,477.25 |
262.25 |
5.7% |
93.50 |
2.0% |
49% |
False |
False |
266,577 |
20 |
4,739.50 |
4,477.25 |
262.25 |
5.7% |
71.00 |
1.5% |
49% |
False |
False |
229,970 |
40 |
4,739.50 |
4,394.75 |
344.75 |
7.5% |
68.75 |
1.5% |
61% |
False |
False |
240,563 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.2% |
74.00 |
1.6% |
81% |
False |
False |
258,118 |
80 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
84.00 |
1.8% |
84% |
False |
False |
218,039 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
81.00 |
1.8% |
84% |
False |
False |
174,493 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
76.75 |
1.7% |
84% |
False |
False |
145,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,946.00 |
2.618 |
4,828.25 |
1.618 |
4,756.00 |
1.000 |
4,711.25 |
0.618 |
4,683.75 |
HIGH |
4,639.00 |
0.618 |
4,611.50 |
0.500 |
4,603.00 |
0.382 |
4,594.25 |
LOW |
4,566.75 |
0.618 |
4,522.00 |
1.000 |
4,494.50 |
1.618 |
4,449.75 |
2.618 |
4,377.50 |
4.250 |
4,259.75 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,605.00 |
4,593.50 |
PP |
4,604.00 |
4,580.75 |
S1 |
4,603.00 |
4,568.00 |
|