Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,495.04 |
17,154.94 |
-340.10 |
-1.9% |
17,277.11 |
High |
17,496.58 |
17,272.36 |
-224.22 |
-1.3% |
17,796.76 |
Low |
17,124.31 |
17,116.73 |
-7.58 |
0.0% |
17,124.31 |
Close |
17,128.55 |
17,251.62 |
123.07 |
0.7% |
17,128.55 |
Range |
372.27 |
155.63 |
-216.64 |
-58.2% |
672.45 |
ATR |
245.82 |
239.38 |
-6.44 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,680.46 |
17,621.67 |
17,337.22 |
|
R3 |
17,524.83 |
17,466.04 |
17,294.42 |
|
R2 |
17,369.20 |
17,369.20 |
17,280.15 |
|
R1 |
17,310.41 |
17,310.41 |
17,265.89 |
17,339.81 |
PP |
17,213.57 |
17,213.57 |
17,213.57 |
17,228.27 |
S1 |
17,154.78 |
17,154.78 |
17,237.35 |
17,184.18 |
S2 |
17,057.94 |
17,057.94 |
17,223.09 |
|
S3 |
16,902.31 |
16,999.15 |
17,208.82 |
|
S4 |
16,746.68 |
16,843.52 |
17,166.02 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,367.22 |
18,920.34 |
17,498.40 |
|
R3 |
18,694.77 |
18,247.89 |
17,313.47 |
|
R2 |
18,022.32 |
18,022.32 |
17,251.83 |
|
R1 |
17,575.44 |
17,575.44 |
17,190.19 |
17,462.66 |
PP |
17,349.87 |
17,349.87 |
17,349.87 |
17,293.48 |
S1 |
16,902.99 |
16,902.99 |
17,066.91 |
16,790.21 |
S2 |
16,677.42 |
16,677.42 |
17,005.27 |
|
S3 |
16,004.97 |
16,230.54 |
16,943.63 |
|
S4 |
15,332.52 |
15,558.09 |
16,758.70 |
|
|
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 |
17,116.73 |
680.03 |
3.9% |
283.66 |
1.6% |
20% |
False |
True |
|
10 |
17,796.76 |
17,116.73 |
680.03 |
3.9% |
280.80 |
1.6% |
20% |
False |
True |
|
20 |
17,901.58 |
17,116.73 |
784.85 |
4.5% |
233.47 |
1.4% |
17% |
False |
True |
|
40 |
17,977.85 |
17,116.73 |
861.12 |
5.0% |
198.71 |
1.2% |
16% |
False |
True |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.8% |
199.58 |
1.2% |
64% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.8% |
215.38 |
1.2% |
64% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.1% |
233.98 |
1.4% |
72% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
16.0% |
222.69 |
1.3% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,933.79 |
2.618 |
17,679.80 |
1.618 |
17,524.17 |
1.000 |
17,427.99 |
0.618 |
17,368.54 |
HIGH |
17,272.36 |
0.618 |
17,212.91 |
0.500 |
17,194.55 |
0.382 |
17,176.18 |
LOW |
17,116.73 |
0.618 |
17,020.55 |
1.000 |
16,961.10 |
1.618 |
16,864.92 |
2.618 |
16,709.29 |
4.250 |
16,455.30 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,232.60 |
17,456.75 |
PP |
17,213.57 |
17,388.37 |
S1 |
17,194.55 |
17,320.00 |
|