Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,751 |
17,542 |
-209 |
-1.2% |
17,801 |
High |
17,762 |
17,762 |
0 |
0.0% |
17,905 |
Low |
17,475 |
17,391 |
-84 |
-0.5% |
17,409 |
Close |
17,534 |
17,456 |
-78 |
-0.4% |
17,819 |
Range |
287 |
371 |
84 |
29.3% |
496 |
ATR |
232 |
242 |
10 |
4.3% |
0 |
Volume |
179,094 |
244,069 |
64,975 |
36.3% |
803,881 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,649 |
18,424 |
17,660 |
|
R3 |
18,278 |
18,053 |
17,558 |
|
R2 |
17,907 |
17,907 |
17,524 |
|
R1 |
17,682 |
17,682 |
17,490 |
17,609 |
PP |
17,536 |
17,536 |
17,536 |
17,500 |
S1 |
17,311 |
17,311 |
17,422 |
17,238 |
S2 |
17,165 |
17,165 |
17,388 |
|
S3 |
16,794 |
16,940 |
17,354 |
|
S4 |
16,423 |
16,569 |
17,252 |
|
|
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 |
17,870 |
17,391 |
479 |
2.7% |
355 |
2.0% |
14% |
False |
True |
202,906 |
10 |
17,905 |
17,391 |
514 |
2.9% |
250 |
1.4% |
13% |
False |
True |
151,896 |
20 |
17,905 |
17,052 |
853 |
4.9% |
238 |
1.4% |
47% |
False |
False |
145,725 |
40 |
17,906 |
16,793 |
1,113 |
6.4% |
210 |
1.2% |
60% |
False |
False |
138,259 |
60 |
17,906 |
15,799 |
2,107 |
12.1% |
234 |
1.3% |
79% |
False |
False |
155,984 |
80 |
17,906 |
15,256 |
2,650 |
15.2% |
276 |
1.6% |
83% |
False |
False |
122,921 |
100 |
17,912 |
15,256 |
2,656 |
15.2% |
256 |
1.5% |
83% |
False |
False |
98,351 |
120 |
18,002 |
15,256 |
2,746 |
15.7% |
236 |
1.4% |
80% |
False |
False |
81,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,339 |
2.618 |
18,733 |
1.618 |
18,362 |
1.000 |
18,133 |
0.618 |
17,991 |
HIGH |
17,762 |
0.618 |
17,620 |
0.500 |
17,577 |
0.382 |
17,533 |
LOW |
17,391 |
0.618 |
17,162 |
1.000 |
17,020 |
1.618 |
16,791 |
2.618 |
16,420 |
4.250 |
15,814 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,577 |
17,630 |
PP |
17,536 |
17,572 |
S1 |
17,496 |
17,514 |
|