Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,253.55 |
17,427.63 |
174.08 |
1.0% |
17,277.11 |
High |
17,451.11 |
17,607.92 |
156.81 |
0.9% |
17,796.76 |
Low |
17,242.86 |
17,427.63 |
184.77 |
1.1% |
17,124.31 |
Close |
17,417.27 |
17,602.61 |
185.34 |
1.1% |
17,128.55 |
Range |
208.25 |
180.29 |
-27.96 |
-13.4% |
672.45 |
ATR |
237.16 |
233.84 |
-3.32 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,086.92 |
18,025.06 |
17,701.77 |
|
R3 |
17,906.63 |
17,844.77 |
17,652.19 |
|
R2 |
17,726.34 |
17,726.34 |
17,635.66 |
|
R1 |
17,664.48 |
17,664.48 |
17,619.14 |
17,695.41 |
PP |
17,546.05 |
17,546.05 |
17,546.05 |
17,561.52 |
S1 |
17,484.19 |
17,484.19 |
17,586.08 |
17,515.12 |
S2 |
17,365.76 |
17,365.76 |
17,569.56 |
|
S3 |
17,185.47 |
17,303.90 |
17,553.03 |
|
S4 |
17,005.18 |
17,123.61 |
17,503.45 |
|
|
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% |
243.94 |
1.4% |
71% |
False |
False |
|
10 |
17,796.76 |
17,116.73 |
680.03 |
3.9% |
261.37 |
1.5% |
71% |
False |
False |
|
20 |
17,901.58 |
17,116.73 |
784.85 |
4.5% |
238.11 |
1.4% |
62% |
False |
False |
|
40 |
17,977.85 |
17,116.73 |
861.12 |
4.9% |
204.60 |
1.2% |
56% |
False |
False |
|
60 |
17,977.85 |
16,013.66 |
1,964.19 |
11.2% |
197.59 |
1.1% |
81% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
216.20 |
1.2% |
82% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.8% |
234.67 |
1.3% |
86% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.7% |
223.36 |
1.3% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,374.15 |
2.618 |
18,079.92 |
1.618 |
17,899.63 |
1.000 |
17,788.21 |
0.618 |
17,719.34 |
HIGH |
17,607.92 |
0.618 |
17,539.05 |
0.500 |
17,517.78 |
0.382 |
17,496.50 |
LOW |
17,427.63 |
0.618 |
17,316.21 |
1.000 |
17,247.34 |
1.618 |
17,135.92 |
2.618 |
16,955.63 |
4.250 |
16,661.40 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,574.33 |
17,522.52 |
PP |
17,546.05 |
17,442.42 |
S1 |
17,517.78 |
17,362.33 |
|