Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,482 |
17,580 |
98 |
0.6% |
17,849 |
High |
17,697 |
17,624 |
-73 |
-0.4% |
17,869 |
Low |
17,454 |
17,220 |
-234 |
-1.3% |
17,220 |
Close |
17,566 |
17,261 |
-305 |
-1.7% |
17,261 |
Range |
243 |
404 |
161 |
66.3% |
649 |
ATR |
242 |
254 |
12 |
4.8% |
0 |
Volume |
184,439 |
121,330 |
-63,109 |
-34.2% |
877,460 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,580 |
18,325 |
17,483 |
|
R3 |
18,176 |
17,921 |
17,372 |
|
R2 |
17,772 |
17,772 |
17,335 |
|
R1 |
17,517 |
17,517 |
17,298 |
17,443 |
PP |
17,368 |
17,368 |
17,368 |
17,331 |
S1 |
17,113 |
17,113 |
17,224 |
17,039 |
S2 |
16,964 |
16,964 |
17,187 |
|
S3 |
16,560 |
16,709 |
17,150 |
|
S4 |
16,156 |
16,305 |
17,039 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,397 |
18,978 |
17,618 |
|
R3 |
18,748 |
18,329 |
17,440 |
|
R2 |
18,099 |
18,099 |
17,380 |
|
R1 |
17,680 |
17,680 |
17,321 |
17,565 |
PP |
17,450 |
17,450 |
17,450 |
17,393 |
S1 |
17,031 |
17,031 |
17,202 |
16,916 |
S2 |
16,801 |
16,801 |
17,142 |
|
S3 |
16,152 |
16,382 |
17,083 |
|
S4 |
15,503 |
15,733 |
16,904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,869 |
17,220 |
649 |
3.8% |
310 |
1.8% |
6% |
False |
True |
175,492 |
10 |
17,905 |
17,220 |
685 |
4.0% |
290 |
1.7% |
6% |
False |
True |
168,134 |
20 |
17,905 |
17,052 |
853 |
4.9% |
247 |
1.4% |
25% |
False |
False |
146,839 |
40 |
17,906 |
17,012 |
894 |
5.2% |
214 |
1.2% |
28% |
False |
False |
138,008 |
60 |
17,906 |
15,799 |
2,107 |
12.2% |
236 |
1.4% |
69% |
False |
False |
155,115 |
80 |
17,906 |
15,256 |
2,650 |
15.4% |
280 |
1.6% |
76% |
False |
False |
126,738 |
100 |
17,906 |
15,256 |
2,650 |
15.4% |
260 |
1.5% |
76% |
False |
False |
101,408 |
120 |
17,979 |
15,256 |
2,723 |
15.8% |
240 |
1.4% |
74% |
False |
False |
84,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,341 |
2.618 |
18,682 |
1.618 |
18,278 |
1.000 |
18,028 |
0.618 |
17,874 |
HIGH |
17,624 |
0.618 |
17,470 |
0.500 |
17,422 |
0.382 |
17,374 |
LOW |
17,220 |
0.618 |
16,970 |
1.000 |
16,816 |
1.618 |
16,566 |
2.618 |
16,162 |
4.250 |
15,503 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,422 |
17,491 |
PP |
17,368 |
17,414 |
S1 |
17,315 |
17,338 |
|