Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,427.63 |
17,593.26 |
165.63 |
1.0% |
17,277.11 |
High |
17,607.92 |
17,606.34 |
-1.58 |
0.0% |
17,796.76 |
Low |
17,427.63 |
17,543.95 |
116.32 |
0.7% |
17,124.31 |
Close |
17,602.61 |
17,552.17 |
-50.44 |
-0.3% |
17,128.55 |
Range |
180.29 |
62.39 |
-117.90 |
-65.4% |
672.45 |
ATR |
233.84 |
221.59 |
-12.25 |
-5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,754.66 |
17,715.80 |
17,586.48 |
|
R3 |
17,692.27 |
17,653.41 |
17,569.33 |
|
R2 |
17,629.88 |
17,629.88 |
17,563.61 |
|
R1 |
17,591.02 |
17,591.02 |
17,557.89 |
17,579.26 |
PP |
17,567.49 |
17,567.49 |
17,567.49 |
17,561.60 |
S1 |
17,528.63 |
17,528.63 |
17,546.45 |
17,516.87 |
S2 |
17,505.10 |
17,505.10 |
17,540.73 |
|
S3 |
17,442.71 |
17,466.24 |
17,535.01 |
|
S4 |
17,380.32 |
17,403.85 |
17,517.86 |
|
|
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 |
17,607.92 |
17,116.73 |
491.19 |
2.8% |
195.77 |
1.1% |
89% |
False |
False |
|
10 |
17,796.76 |
17,116.73 |
680.03 |
3.9% |
245.30 |
1.4% |
64% |
False |
False |
|
20 |
17,901.58 |
17,116.73 |
784.85 |
4.5% |
238.58 |
1.4% |
55% |
False |
False |
|
40 |
17,977.85 |
17,116.73 |
861.12 |
4.9% |
200.58 |
1.1% |
51% |
False |
False |
|
60 |
17,977.85 |
16,013.66 |
1,964.19 |
11.2% |
194.62 |
1.1% |
78% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
210.13 |
1.2% |
79% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
233.99 |
1.3% |
84% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
221.15 |
1.3% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,871.50 |
2.618 |
17,769.68 |
1.618 |
17,707.29 |
1.000 |
17,668.73 |
0.618 |
17,644.90 |
HIGH |
17,606.34 |
0.618 |
17,582.51 |
0.500 |
17,575.15 |
0.382 |
17,567.78 |
LOW |
17,543.95 |
0.618 |
17,505.39 |
1.000 |
17,481.56 |
1.618 |
17,443.00 |
2.618 |
17,380.61 |
4.250 |
17,278.79 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,575.15 |
17,509.91 |
PP |
17,567.49 |
17,467.65 |
S1 |
17,559.83 |
17,425.39 |
|