Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,593.26 |
17,535.66 |
-57.60 |
-0.3% |
17,154.94 |
High |
17,606.34 |
17,536.90 |
-69.44 |
-0.4% |
17,607.92 |
Low |
17,543.95 |
17,437.34 |
-106.61 |
-0.6% |
17,116.73 |
Close |
17,552.17 |
17,528.27 |
-23.90 |
-0.1% |
17,552.17 |
Range |
62.39 |
99.56 |
37.17 |
59.6% |
491.19 |
ATR |
221.59 |
213.96 |
-7.63 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,799.52 |
17,763.45 |
17,583.03 |
|
R3 |
17,699.96 |
17,663.89 |
17,555.65 |
|
R2 |
17,600.40 |
17,600.40 |
17,546.52 |
|
R1 |
17,564.33 |
17,564.33 |
17,537.40 |
17,532.59 |
PP |
17,500.84 |
17,500.84 |
17,500.84 |
17,484.96 |
S1 |
17,464.77 |
17,464.77 |
17,519.14 |
17,433.03 |
S2 |
17,401.28 |
17,401.28 |
17,510.02 |
|
S3 |
17,301.72 |
17,365.21 |
17,500.89 |
|
S4 |
17,202.16 |
17,265.65 |
17,473.51 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,899.18 |
18,716.86 |
17,822.32 |
|
R3 |
18,407.99 |
18,225.67 |
17,687.25 |
|
R2 |
17,916.80 |
17,916.80 |
17,642.22 |
|
R1 |
17,734.48 |
17,734.48 |
17,597.20 |
17,825.64 |
PP |
17,425.61 |
17,425.61 |
17,425.61 |
17,471.19 |
S1 |
17,243.29 |
17,243.29 |
17,507.14 |
17,334.45 |
S2 |
16,934.42 |
16,934.42 |
17,462.12 |
|
S3 |
16,443.23 |
16,752.10 |
17,417.09 |
|
S4 |
15,952.04 |
16,260.91 |
17,282.02 |
|
|
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% |
141.22 |
0.8% |
84% |
False |
False |
|
10 |
17,796.76 |
17,116.73 |
680.03 |
3.9% |
220.83 |
1.3% |
61% |
False |
False |
|
20 |
17,901.58 |
17,116.73 |
784.85 |
4.5% |
239.51 |
1.4% |
52% |
False |
False |
|
40 |
17,977.85 |
17,116.73 |
861.12 |
4.9% |
200.54 |
1.1% |
48% |
False |
False |
|
60 |
17,977.85 |
16,013.66 |
1,964.19 |
11.2% |
191.69 |
1.1% |
77% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
207.70 |
1.2% |
78% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
233.30 |
1.3% |
83% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
219.79 |
1.3% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,960.03 |
2.618 |
17,797.55 |
1.618 |
17,697.99 |
1.000 |
17,636.46 |
0.618 |
17,598.43 |
HIGH |
17,536.90 |
0.618 |
17,498.87 |
0.500 |
17,487.12 |
0.382 |
17,475.37 |
LOW |
17,437.34 |
0.618 |
17,375.81 |
1.000 |
17,337.78 |
1.618 |
17,276.25 |
2.618 |
17,176.69 |
4.250 |
17,014.21 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,514.55 |
17,524.77 |
PP |
17,500.84 |
17,521.27 |
S1 |
17,487.12 |
17,517.78 |
|