Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,547.37 |
17,711.94 |
164.57 |
0.9% |
17,154.94 |
High |
17,750.02 |
17,714.13 |
-35.89 |
-0.2% |
17,607.92 |
Low |
17,547.37 |
17,588.87 |
41.50 |
0.2% |
17,116.73 |
Close |
17,720.98 |
17,603.87 |
-117.11 |
-0.7% |
17,552.17 |
Range |
202.65 |
125.26 |
-77.39 |
-38.2% |
491.19 |
ATR |
214.52 |
208.63 |
-5.89 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,011.40 |
17,932.90 |
17,672.76 |
|
R3 |
17,886.14 |
17,807.64 |
17,638.32 |
|
R2 |
17,760.88 |
17,760.88 |
17,626.83 |
|
R1 |
17,682.38 |
17,682.38 |
17,615.35 |
17,659.00 |
PP |
17,635.62 |
17,635.62 |
17,635.62 |
17,623.94 |
S1 |
17,557.12 |
17,557.12 |
17,592.39 |
17,533.74 |
S2 |
17,510.36 |
17,510.36 |
17,580.91 |
|
S3 |
17,385.10 |
17,431.86 |
17,569.42 |
|
S4 |
17,259.84 |
17,306.60 |
17,534.98 |
|
|
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 |
17,427.63 |
322.39 |
1.8% |
134.03 |
0.8% |
55% |
False |
False |
|
10 |
17,796.76 |
17,116.73 |
680.03 |
3.9% |
201.02 |
1.1% |
72% |
False |
False |
|
20 |
17,901.58 |
17,116.73 |
784.85 |
4.5% |
241.24 |
1.4% |
62% |
False |
False |
|
40 |
17,977.85 |
17,116.73 |
861.12 |
4.9% |
200.54 |
1.1% |
57% |
False |
False |
|
60 |
17,977.85 |
16,746.03 |
1,231.82 |
7.0% |
184.57 |
1.0% |
70% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
204.57 |
1.2% |
82% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
14.8% |
233.13 |
1.3% |
86% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.7% |
218.60 |
1.2% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,246.49 |
2.618 |
18,042.06 |
1.618 |
17,916.80 |
1.000 |
17,839.39 |
0.618 |
17,791.54 |
HIGH |
17,714.13 |
0.618 |
17,666.28 |
0.500 |
17,651.50 |
0.382 |
17,636.72 |
LOW |
17,588.87 |
0.618 |
17,511.46 |
1.000 |
17,463.61 |
1.618 |
17,386.20 |
2.618 |
17,260.94 |
4.250 |
17,056.52 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,651.50 |
17,600.47 |
PP |
17,635.62 |
17,597.08 |
S1 |
17,619.75 |
17,593.68 |
|