Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,849 |
17,751 |
-98 |
-0.5% |
17,801 |
High |
17,869 |
17,762 |
-107 |
-0.6% |
17,905 |
Low |
17,626 |
17,475 |
-151 |
-0.9% |
17,409 |
Close |
17,756 |
17,534 |
-222 |
-1.3% |
17,819 |
Range |
243 |
287 |
44 |
18.1% |
496 |
ATR |
228 |
232 |
4 |
1.8% |
0 |
Volume |
148,528 |
179,094 |
30,566 |
20.6% |
803,881 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,451 |
18,280 |
17,692 |
|
R3 |
18,164 |
17,993 |
17,613 |
|
R2 |
17,877 |
17,877 |
17,587 |
|
R1 |
17,706 |
17,706 |
17,560 |
17,648 |
PP |
17,590 |
17,590 |
17,590 |
17,562 |
S1 |
17,419 |
17,419 |
17,508 |
17,361 |
S2 |
17,303 |
17,303 |
17,482 |
|
S3 |
17,016 |
17,132 |
17,455 |
|
S4 |
16,729 |
16,845 |
17,376 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,199 |
19,005 |
18,092 |
|
R3 |
18,703 |
18,509 |
17,956 |
|
R2 |
18,207 |
18,207 |
17,910 |
|
R1 |
18,013 |
18,013 |
17,865 |
18,110 |
PP |
17,711 |
17,711 |
17,711 |
17,760 |
S1 |
17,517 |
17,517 |
17,774 |
17,614 |
S2 |
17,215 |
17,215 |
17,728 |
|
S3 |
16,719 |
17,021 |
17,683 |
|
S4 |
16,223 |
16,525 |
17,546 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,905 |
17,409 |
496 |
2.8% |
322 |
1.8% |
25% |
False |
False |
180,506 |
10 |
17,905 |
17,409 |
496 |
2.8% |
234 |
1.3% |
25% |
False |
False |
140,781 |
20 |
17,905 |
17,052 |
853 |
4.9% |
226 |
1.3% |
57% |
False |
False |
139,909 |
40 |
17,906 |
16,793 |
1,113 |
6.3% |
204 |
1.2% |
67% |
False |
False |
135,360 |
60 |
17,906 |
15,799 |
2,107 |
12.0% |
234 |
1.3% |
82% |
False |
False |
154,411 |
80 |
17,906 |
15,256 |
2,650 |
15.1% |
274 |
1.6% |
86% |
False |
False |
119,872 |
100 |
17,951 |
15,256 |
2,695 |
15.4% |
253 |
1.4% |
85% |
False |
False |
95,911 |
120 |
18,002 |
15,256 |
2,746 |
15.7% |
234 |
1.3% |
83% |
False |
False |
79,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,982 |
2.618 |
18,513 |
1.618 |
18,226 |
1.000 |
18,049 |
0.618 |
17,939 |
HIGH |
17,762 |
0.618 |
17,652 |
0.500 |
17,619 |
0.382 |
17,585 |
LOW |
17,475 |
0.618 |
17,298 |
1.000 |
17,188 |
1.618 |
17,011 |
2.618 |
16,724 |
4.250 |
16,255 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,619 |
17,657 |
PP |
17,590 |
17,616 |
S1 |
17,562 |
17,575 |
|