Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,535.66 |
17,547.37 |
11.71 |
0.1% |
17,154.94 |
High |
17,536.90 |
17,750.02 |
213.12 |
1.2% |
17,607.92 |
Low |
17,437.34 |
17,547.37 |
110.03 |
0.6% |
17,116.73 |
Close |
17,528.27 |
17,720.98 |
192.71 |
1.1% |
17,552.17 |
Range |
99.56 |
202.65 |
103.09 |
103.5% |
491.19 |
ATR |
213.96 |
214.52 |
0.56 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,280.74 |
18,203.51 |
17,832.44 |
|
R3 |
18,078.09 |
18,000.86 |
17,776.71 |
|
R2 |
17,875.44 |
17,875.44 |
17,758.13 |
|
R1 |
17,798.21 |
17,798.21 |
17,739.56 |
17,836.83 |
PP |
17,672.79 |
17,672.79 |
17,672.79 |
17,692.10 |
S1 |
17,595.56 |
17,595.56 |
17,702.40 |
17,634.18 |
S2 |
17,470.14 |
17,470.14 |
17,683.83 |
|
S3 |
17,267.49 |
17,392.91 |
17,665.25 |
|
S4 |
17,064.84 |
17,190.26 |
17,609.52 |
|
|
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 |
17,750.02 |
17,242.86 |
507.16 |
2.9% |
150.63 |
0.8% |
94% |
True |
False |
|
10 |
17,796.76 |
17,116.73 |
680.03 |
3.8% |
217.14 |
1.2% |
89% |
False |
False |
|
20 |
17,901.58 |
17,116.73 |
784.85 |
4.4% |
243.77 |
1.4% |
77% |
False |
False |
|
40 |
17,977.85 |
17,116.73 |
861.12 |
4.9% |
202.18 |
1.1% |
70% |
False |
False |
|
60 |
17,977.85 |
16,502.10 |
1,475.75 |
8.3% |
187.42 |
1.1% |
83% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
207.32 |
1.2% |
87% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
233.24 |
1.3% |
90% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
219.52 |
1.2% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,611.28 |
2.618 |
18,280.56 |
1.618 |
18,077.91 |
1.000 |
17,952.67 |
0.618 |
17,875.26 |
HIGH |
17,750.02 |
0.618 |
17,672.61 |
0.500 |
17,648.70 |
0.382 |
17,624.78 |
LOW |
17,547.37 |
0.618 |
17,422.13 |
1.000 |
17,344.72 |
1.618 |
17,219.48 |
2.618 |
17,016.83 |
4.250 |
16,686.11 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,696.89 |
17,678.55 |
PP |
17,672.79 |
17,636.11 |
S1 |
17,648.70 |
17,593.68 |
|