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 |
17,530.85 |
17,756.54 |
225.69 |
1.3% |
17,845.49 |
High |
17,784.36 |
17,796.76 |
12.40 |
0.1% |
17,845.49 |
Low |
17,483.68 |
17,493.50 |
9.82 |
0.1% |
17,230.50 |
Close |
17,749.09 |
17,495.84 |
-253.25 |
-1.4% |
17,265.21 |
Range |
300.68 |
303.26 |
2.58 |
0.9% |
614.99 |
ATR |
230.93 |
236.10 |
5.17 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,505.15 |
18,303.75 |
17,662.63 |
|
R3 |
18,201.89 |
18,000.49 |
17,579.24 |
|
R2 |
17,898.63 |
17,898.63 |
17,551.44 |
|
R1 |
17,697.23 |
17,697.23 |
17,523.64 |
17,646.30 |
PP |
17,595.37 |
17,595.37 |
17,595.37 |
17,569.90 |
S1 |
17,393.97 |
17,393.97 |
17,468.04 |
17,343.04 |
S2 |
17,292.11 |
17,292.11 |
17,440.24 |
|
S3 |
16,988.85 |
17,090.71 |
17,412.44 |
|
S4 |
16,685.59 |
16,787.45 |
17,329.05 |
|
|
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 |
17,796.76 |
17,138.47 |
658.29 |
3.8% |
294.84 |
1.7% |
54% |
True |
False |
|
10 |
17,866.47 |
17,138.47 |
728.00 |
4.2% |
287.01 |
1.6% |
49% |
False |
False |
|
20 |
17,914.34 |
17,138.47 |
775.87 |
4.4% |
220.71 |
1.3% |
46% |
False |
False |
|
40 |
17,977.85 |
17,138.47 |
839.38 |
4.8% |
197.48 |
1.1% |
43% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
199.13 |
1.1% |
76% |
False |
False |
|
80 |
17,977.85 |
15,676.26 |
2,301.59 |
13.2% |
221.39 |
1.3% |
79% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
231.39 |
1.3% |
82% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
220.81 |
1.3% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,085.62 |
2.618 |
18,590.69 |
1.618 |
18,287.43 |
1.000 |
18,100.02 |
0.618 |
17,984.17 |
HIGH |
17,796.76 |
0.618 |
17,680.91 |
0.500 |
17,645.13 |
0.382 |
17,609.35 |
LOW |
17,493.50 |
0.618 |
17,306.09 |
1.000 |
17,190.24 |
1.618 |
17,002.83 |
2.618 |
16,699.57 |
4.250 |
16,204.65 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,645.13 |
17,568.97 |
PP |
17,595.37 |
17,544.59 |
S1 |
17,545.60 |
17,520.22 |
|