Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,571.50 |
4,607.50 |
36.00 |
0.8% |
4,721.25 |
High |
4,639.00 |
4,674.50 |
35.50 |
0.8% |
4,730.00 |
Low |
4,566.75 |
4,580.00 |
13.25 |
0.3% |
4,527.50 |
Close |
4,606.00 |
4,663.00 |
57.00 |
1.2% |
4,539.25 |
Range |
72.25 |
94.50 |
22.25 |
30.8% |
202.50 |
ATR |
77.07 |
78.31 |
1.25 |
1.6% |
0.00 |
Volume |
151,196 |
71,664 |
-79,532 |
-52.6% |
1,441,946 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,922.75 |
4,887.25 |
4,715.00 |
|
R3 |
4,828.25 |
4,792.75 |
4,689.00 |
|
R2 |
4,733.75 |
4,733.75 |
4,680.25 |
|
R1 |
4,698.25 |
4,698.25 |
4,671.75 |
4,716.00 |
PP |
4,639.25 |
4,639.25 |
4,639.25 |
4,648.00 |
S1 |
4,603.75 |
4,603.75 |
4,654.25 |
4,621.50 |
S2 |
4,544.75 |
4,544.75 |
4,645.75 |
|
S3 |
4,450.25 |
4,509.25 |
4,637.00 |
|
S4 |
4,355.75 |
4,414.75 |
4,611.00 |
|
|
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 |
4,674.50 |
4,477.25 |
197.25 |
4.2% |
91.25 |
2.0% |
94% |
True |
False |
181,674 |
10 |
4,730.25 |
4,477.25 |
253.00 |
5.4% |
97.00 |
2.1% |
73% |
False |
False |
250,562 |
20 |
4,739.50 |
4,477.25 |
262.25 |
5.6% |
73.50 |
1.6% |
71% |
False |
False |
220,069 |
40 |
4,739.50 |
4,394.75 |
344.75 |
7.4% |
70.25 |
1.5% |
78% |
False |
False |
237,349 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.0% |
73.50 |
1.6% |
89% |
False |
False |
253,979 |
80 |
4,739.50 |
3,953.00 |
786.50 |
16.9% |
81.75 |
1.8% |
90% |
False |
False |
218,897 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.0% |
81.25 |
1.7% |
91% |
False |
False |
175,208 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.0% |
77.00 |
1.7% |
91% |
False |
False |
146,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,076.00 |
2.618 |
4,922.00 |
1.618 |
4,827.50 |
1.000 |
4,769.00 |
0.618 |
4,733.00 |
HIGH |
4,674.50 |
0.618 |
4,638.50 |
0.500 |
4,627.25 |
0.382 |
4,616.00 |
LOW |
4,580.00 |
0.618 |
4,521.50 |
1.000 |
4,485.50 |
1.618 |
4,427.00 |
2.618 |
4,332.50 |
4.250 |
4,178.50 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,651.00 |
4,634.00 |
PP |
4,639.25 |
4,605.00 |
S1 |
4,627.25 |
4,576.00 |
|