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 |
17,277.11 |
17,374.78 |
97.67 |
0.6% |
17,845.49 |
High |
17,378.02 |
17,627.63 |
249.61 |
1.4% |
17,845.49 |
Low |
17,138.47 |
17,341.18 |
202.71 |
1.2% |
17,230.50 |
Close |
17,368.50 |
17,524.91 |
156.41 |
0.9% |
17,265.21 |
Range |
239.55 |
286.45 |
46.90 |
19.6% |
614.99 |
ATR |
220.88 |
225.56 |
4.68 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,357.26 |
18,227.53 |
17,682.46 |
|
R3 |
18,070.81 |
17,941.08 |
17,603.68 |
|
R2 |
17,784.36 |
17,784.36 |
17,577.43 |
|
R1 |
17,654.63 |
17,654.63 |
17,551.17 |
17,719.50 |
PP |
17,497.91 |
17,497.91 |
17,497.91 |
17,530.34 |
S1 |
17,368.18 |
17,368.18 |
17,498.65 |
17,433.05 |
S2 |
17,211.46 |
17,211.46 |
17,472.39 |
|
S3 |
16,925.01 |
17,081.73 |
17,446.14 |
|
S4 |
16,638.56 |
16,795.28 |
17,367.36 |
|
|
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 |
17,767.69 |
17,138.47 |
629.22 |
3.6% |
291.50 |
1.7% |
61% |
False |
False |
|
10 |
17,901.58 |
17,138.47 |
763.11 |
4.4% |
281.46 |
1.6% |
51% |
False |
False |
|
20 |
17,914.34 |
17,138.47 |
775.87 |
4.4% |
211.24 |
1.2% |
50% |
False |
False |
|
40 |
17,977.85 |
17,138.47 |
839.38 |
4.8% |
189.35 |
1.1% |
46% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
195.71 |
1.1% |
78% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
235.73 |
1.3% |
83% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
228.97 |
1.3% |
83% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
219.67 |
1.3% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,845.04 |
2.618 |
18,377.56 |
1.618 |
18,091.11 |
1.000 |
17,914.08 |
0.618 |
17,804.66 |
HIGH |
17,627.63 |
0.618 |
17,518.21 |
0.500 |
17,484.41 |
0.382 |
17,450.60 |
LOW |
17,341.18 |
0.618 |
17,164.15 |
1.000 |
17,054.73 |
1.618 |
16,877.70 |
2.618 |
16,591.25 |
4.250 |
16,123.77 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,511.41 |
17,477.62 |
PP |
17,497.91 |
17,430.34 |
S1 |
17,484.41 |
17,383.05 |
|