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 |
17,374.78 |
17,530.85 |
156.07 |
0.9% |
17,845.49 |
High |
17,627.63 |
17,784.36 |
156.73 |
0.9% |
17,845.49 |
Low |
17,341.18 |
17,483.68 |
142.50 |
0.8% |
17,230.50 |
Close |
17,524.91 |
17,749.09 |
224.18 |
1.3% |
17,265.21 |
Range |
286.45 |
300.68 |
14.23 |
5.0% |
614.99 |
ATR |
225.56 |
230.93 |
5.37 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,574.42 |
18,462.43 |
17,914.46 |
|
R3 |
18,273.74 |
18,161.75 |
17,831.78 |
|
R2 |
17,973.06 |
17,973.06 |
17,804.21 |
|
R1 |
17,861.07 |
17,861.07 |
17,776.65 |
17,917.07 |
PP |
17,672.38 |
17,672.38 |
17,672.38 |
17,700.37 |
S1 |
17,560.39 |
17,560.39 |
17,721.53 |
17,616.39 |
S2 |
17,371.70 |
17,371.70 |
17,693.97 |
|
S3 |
17,071.02 |
17,259.71 |
17,666.40 |
|
S4 |
16,770.34 |
16,959.03 |
17,583.72 |
|
|
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 |
17,784.36 |
17,138.47 |
645.89 |
3.6% |
278.80 |
1.6% |
95% |
True |
False |
|
10 |
17,866.47 |
17,138.47 |
728.00 |
4.1% |
292.19 |
1.6% |
84% |
False |
False |
|
20 |
17,914.34 |
17,138.47 |
775.87 |
4.4% |
218.88 |
1.2% |
79% |
False |
False |
|
40 |
17,977.85 |
17,138.47 |
839.38 |
4.7% |
193.94 |
1.1% |
73% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
196.46 |
1.1% |
89% |
False |
False |
|
80 |
17,977.85 |
15,651.24 |
2,326.61 |
13.1% |
225.87 |
1.3% |
90% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
230.36 |
1.3% |
91% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
221.16 |
1.2% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,062.25 |
2.618 |
18,571.54 |
1.618 |
18,270.86 |
1.000 |
18,085.04 |
0.618 |
17,970.18 |
HIGH |
17,784.36 |
0.618 |
17,669.50 |
0.500 |
17,634.02 |
0.382 |
17,598.54 |
LOW |
17,483.68 |
0.618 |
17,297.86 |
1.000 |
17,183.00 |
1.618 |
16,997.18 |
2.618 |
16,696.50 |
4.250 |
16,205.79 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,710.73 |
17,653.20 |
PP |
17,672.38 |
17,557.31 |
S1 |
17,634.02 |
17,461.42 |
|