Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
4,656.75 |
4,577.00 |
-79.75 |
-1.7% |
4,534.50 |
High |
4,689.50 |
4,597.00 |
-92.50 |
-2.0% |
4,689.50 |
Low |
4,573.75 |
4,552.50 |
-21.25 |
-0.5% |
4,477.25 |
Close |
4,577.75 |
4,576.08 |
-1.67 |
0.0% |
4,576.08 |
Range |
115.75 |
44.50 |
-71.25 |
-61.6% |
212.25 |
ATR |
80.99 |
78.38 |
-2.61 |
-3.2% |
0.00 |
Volume |
47,631 |
2,269 |
-45,362 |
-95.2% |
428,980 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,708.75 |
4,687.00 |
4,600.50 |
|
R3 |
4,664.25 |
4,642.50 |
4,588.25 |
|
R2 |
4,619.75 |
4,619.75 |
4,584.25 |
|
R1 |
4,598.00 |
4,598.00 |
4,580.25 |
4,586.50 |
PP |
4,575.25 |
4,575.25 |
4,575.25 |
4,569.50 |
S1 |
4,553.50 |
4,553.50 |
4,572.00 |
4,542.00 |
S2 |
4,530.75 |
4,530.75 |
4,568.00 |
|
S3 |
4,486.25 |
4,509.00 |
4,563.75 |
|
S4 |
4,441.75 |
4,464.50 |
4,551.50 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,217.75 |
5,109.25 |
4,692.75 |
|
R3 |
5,005.50 |
4,897.00 |
4,634.50 |
|
R2 |
4,793.25 |
4,793.25 |
4,615.00 |
|
R1 |
4,684.75 |
4,684.75 |
4,595.50 |
4,739.00 |
PP |
4,581.00 |
4,581.00 |
4,581.00 |
4,608.00 |
S1 |
4,472.50 |
4,472.50 |
4,556.50 |
4,526.75 |
S2 |
4,368.75 |
4,368.75 |
4,537.25 |
|
S3 |
4,156.50 |
4,260.25 |
4,517.75 |
|
S4 |
3,944.25 |
4,048.00 |
4,459.25 |
|
|
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% |
85.75 |
1.9% |
47% |
False |
False |
85,796 |
10 |
4,730.00 |
4,477.25 |
252.75 |
5.5% |
85.75 |
1.9% |
39% |
False |
False |
187,092 |
20 |
4,739.50 |
4,477.25 |
262.25 |
5.7% |
75.00 |
1.6% |
38% |
False |
False |
199,560 |
40 |
4,739.50 |
4,455.00 |
284.50 |
6.2% |
68.50 |
1.5% |
43% |
False |
False |
222,640 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.3% |
73.25 |
1.6% |
77% |
False |
False |
244,917 |
80 |
4,739.50 |
4,040.75 |
698.75 |
15.3% |
78.00 |
1.7% |
77% |
False |
False |
219,400 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.3% |
82.00 |
1.8% |
81% |
False |
False |
175,704 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.3% |
77.50 |
1.7% |
81% |
False |
False |
146,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,786.00 |
2.618 |
4,713.50 |
1.618 |
4,669.00 |
1.000 |
4,641.50 |
0.618 |
4,624.50 |
HIGH |
4,597.00 |
0.618 |
4,580.00 |
0.500 |
4,574.75 |
0.382 |
4,569.50 |
LOW |
4,552.50 |
0.618 |
4,525.00 |
1.000 |
4,508.00 |
1.618 |
4,480.50 |
2.618 |
4,436.00 |
4.250 |
4,363.50 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,575.75 |
4,621.00 |
PP |
4,575.25 |
4,606.00 |
S1 |
4,574.75 |
4,591.00 |
|