Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,607.50 |
4,656.75 |
49.25 |
1.1% |
4,721.25 |
High |
4,674.50 |
4,689.50 |
15.00 |
0.3% |
4,730.00 |
Low |
4,580.00 |
4,573.75 |
-6.25 |
-0.1% |
4,527.50 |
Close |
4,663.00 |
4,577.75 |
-85.25 |
-1.8% |
4,539.25 |
Range |
94.50 |
115.75 |
21.25 |
22.5% |
202.50 |
ATR |
78.31 |
80.99 |
2.67 |
3.4% |
0.00 |
Volume |
71,664 |
47,631 |
-24,033 |
-33.5% |
1,441,946 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,961.00 |
4,885.00 |
4,641.50 |
|
R3 |
4,845.25 |
4,769.25 |
4,609.50 |
|
R2 |
4,729.50 |
4,729.50 |
4,599.00 |
|
R1 |
4,653.50 |
4,653.50 |
4,588.25 |
4,633.50 |
PP |
4,613.75 |
4,613.75 |
4,613.75 |
4,603.75 |
S1 |
4,537.75 |
4,537.75 |
4,567.25 |
4,518.00 |
S2 |
4,498.00 |
4,498.00 |
4,556.50 |
|
S3 |
4,382.25 |
4,422.00 |
4,546.00 |
|
S4 |
4,266.50 |
4,306.25 |
4,514.00 |
|
|
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 |
4,689.50 |
4,477.25 |
212.25 |
4.6% |
103.25 |
2.3% |
47% |
True |
False |
130,647 |
10 |
4,730.00 |
4,477.25 |
252.75 |
5.5% |
93.50 |
2.0% |
40% |
False |
False |
217,373 |
20 |
4,739.50 |
4,477.25 |
262.25 |
5.7% |
74.25 |
1.6% |
38% |
False |
False |
210,310 |
40 |
4,739.50 |
4,402.00 |
337.50 |
7.4% |
71.50 |
1.6% |
52% |
False |
False |
231,295 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.3% |
74.25 |
1.6% |
77% |
False |
False |
250,797 |
80 |
4,739.50 |
3,953.00 |
786.50 |
17.2% |
80.75 |
1.8% |
79% |
False |
False |
219,414 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.3% |
81.75 |
1.8% |
81% |
False |
False |
175,683 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.3% |
77.50 |
1.7% |
81% |
False |
False |
146,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,181.50 |
2.618 |
4,992.50 |
1.618 |
4,876.75 |
1.000 |
4,805.25 |
0.618 |
4,761.00 |
HIGH |
4,689.50 |
0.618 |
4,645.25 |
0.500 |
4,631.50 |
0.382 |
4,618.00 |
LOW |
4,573.75 |
0.618 |
4,502.25 |
1.000 |
4,458.00 |
1.618 |
4,386.50 |
2.618 |
4,270.75 |
4.250 |
4,081.75 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,631.50 |
4,628.00 |
PP |
4,613.75 |
4,611.25 |
S1 |
4,595.75 |
4,594.50 |
|