Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,154.94 |
17,253.55 |
98.61 |
0.6% |
17,277.11 |
High |
17,272.36 |
17,451.11 |
178.75 |
1.0% |
17,796.76 |
Low |
17,116.73 |
17,242.86 |
126.13 |
0.7% |
17,124.31 |
Close |
17,251.62 |
17,417.27 |
165.65 |
1.0% |
17,128.55 |
Range |
155.63 |
208.25 |
52.62 |
33.8% |
672.45 |
ATR |
239.38 |
237.16 |
-2.22 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,995.16 |
17,914.47 |
17,531.81 |
|
R3 |
17,786.91 |
17,706.22 |
17,474.54 |
|
R2 |
17,578.66 |
17,578.66 |
17,455.45 |
|
R1 |
17,497.97 |
17,497.97 |
17,436.36 |
17,538.32 |
PP |
17,370.41 |
17,370.41 |
17,370.41 |
17,390.59 |
S1 |
17,289.72 |
17,289.72 |
17,398.18 |
17,330.07 |
S2 |
17,162.16 |
17,162.16 |
17,379.09 |
|
S3 |
16,953.91 |
17,081.47 |
17,360.00 |
|
S4 |
16,745.66 |
16,873.22 |
17,302.73 |
|
|
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% |
268.02 |
1.5% |
44% |
False |
False |
|
10 |
17,796.76 |
17,116.73 |
680.03 |
3.9% |
279.76 |
1.6% |
44% |
False |
False |
|
20 |
17,901.58 |
17,116.73 |
784.85 |
4.5% |
238.05 |
1.4% |
38% |
False |
False |
|
40 |
17,977.85 |
17,116.73 |
861.12 |
4.9% |
202.46 |
1.2% |
35% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.7% |
197.52 |
1.1% |
72% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.7% |
216.30 |
1.2% |
72% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.0% |
234.95 |
1.3% |
79% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.9% |
223.28 |
1.3% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,336.17 |
2.618 |
17,996.31 |
1.618 |
17,788.06 |
1.000 |
17,659.36 |
0.618 |
17,579.81 |
HIGH |
17,451.11 |
0.618 |
17,371.56 |
0.500 |
17,346.99 |
0.382 |
17,322.41 |
LOW |
17,242.86 |
0.618 |
17,114.16 |
1.000 |
17,034.61 |
1.618 |
16,905.91 |
2.618 |
16,697.66 |
4.250 |
16,357.80 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,393.84 |
17,380.40 |
PP |
17,370.41 |
17,343.53 |
S1 |
17,346.99 |
17,306.66 |
|