Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,493.17 |
17,574.75 |
81.58 |
0.5% |
17,845.49 |
High |
17,697.74 |
17,574.75 |
-122.99 |
-0.7% |
17,845.49 |
Low |
17,474.66 |
17,230.50 |
-244.16 |
-1.4% |
17,230.50 |
Close |
17,574.75 |
17,265.21 |
-309.54 |
-1.8% |
17,265.21 |
Range |
223.08 |
344.25 |
121.17 |
54.3% |
614.99 |
ATR |
209.84 |
219.45 |
9.60 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,389.57 |
18,171.64 |
17,454.55 |
|
R3 |
18,045.32 |
17,827.39 |
17,359.88 |
|
R2 |
17,701.07 |
17,701.07 |
17,328.32 |
|
R1 |
17,483.14 |
17,483.14 |
17,296.77 |
17,419.98 |
PP |
17,356.82 |
17,356.82 |
17,356.82 |
17,325.24 |
S1 |
17,138.89 |
17,138.89 |
17,233.65 |
17,075.73 |
S2 |
17,012.57 |
17,012.57 |
17,202.10 |
|
S3 |
16,668.32 |
16,794.64 |
17,170.54 |
|
S4 |
16,324.07 |
16,450.39 |
17,075.87 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,292.04 |
18,893.61 |
17,603.45 |
|
R3 |
18,677.05 |
18,278.62 |
17,434.33 |
|
R2 |
18,062.06 |
18,062.06 |
17,377.96 |
|
R1 |
17,663.63 |
17,663.63 |
17,321.58 |
17,555.35 |
PP |
17,447.07 |
17,447.07 |
17,447.07 |
17,392.93 |
S1 |
17,048.64 |
17,048.64 |
17,208.84 |
16,940.36 |
S2 |
16,832.08 |
16,832.08 |
17,152.46 |
|
S3 |
16,217.09 |
16,433.65 |
17,096.09 |
|
S4 |
15,602.10 |
15,818.66 |
16,926.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,845.49 |
17,230.50 |
614.99 |
3.6% |
271.27 |
1.6% |
6% |
False |
True |
|
10 |
17,901.58 |
17,230.50 |
671.08 |
3.9% |
258.18 |
1.5% |
5% |
False |
True |
|
20 |
17,914.34 |
17,210.43 |
703.91 |
4.1% |
208.59 |
1.2% |
8% |
False |
False |
|
40 |
17,977.85 |
17,107.35 |
870.50 |
5.0% |
181.68 |
1.1% |
18% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.8% |
195.57 |
1.1% |
65% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
15.1% |
240.22 |
1.4% |
73% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.1% |
227.30 |
1.3% |
73% |
False |
False |
|
120 |
18,139.10 |
15,370.33 |
2,768.77 |
16.0% |
217.94 |
1.3% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,037.81 |
2.618 |
18,476.00 |
1.618 |
18,131.75 |
1.000 |
17,919.00 |
0.618 |
17,787.50 |
HIGH |
17,574.75 |
0.618 |
17,443.25 |
0.500 |
17,402.63 |
0.382 |
17,362.00 |
LOW |
17,230.50 |
0.618 |
17,017.75 |
1.000 |
16,886.25 |
1.618 |
16,673.50 |
2.618 |
16,329.25 |
4.250 |
15,767.44 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,402.63 |
17,499.10 |
PP |
17,356.82 |
17,421.13 |
S1 |
17,311.02 |
17,343.17 |
|