Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,580 |
17,239 |
-341 |
-1.9% |
17,849 |
High |
17,624 |
17,398 |
-226 |
-1.3% |
17,869 |
Low |
17,220 |
17,134 |
-86 |
-0.5% |
17,220 |
Close |
17,261 |
17,336 |
75 |
0.4% |
17,261 |
Range |
404 |
264 |
-140 |
-34.7% |
649 |
ATR |
254 |
255 |
1 |
0.3% |
0 |
Volume |
121,330 |
80,853 |
-40,477 |
-33.4% |
877,460 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,081 |
17,973 |
17,481 |
|
R3 |
17,817 |
17,709 |
17,409 |
|
R2 |
17,553 |
17,553 |
17,385 |
|
R1 |
17,445 |
17,445 |
17,360 |
17,499 |
PP |
17,289 |
17,289 |
17,289 |
17,317 |
S1 |
17,181 |
17,181 |
17,312 |
17,235 |
S2 |
17,025 |
17,025 |
17,288 |
|
S3 |
16,761 |
16,917 |
17,264 |
|
S4 |
16,497 |
16,653 |
17,191 |
|
|
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 |
17,762 |
17,134 |
628 |
3.6% |
314 |
1.8% |
32% |
False |
True |
161,957 |
10 |
17,905 |
17,134 |
771 |
4.4% |
302 |
1.7% |
26% |
False |
True |
165,736 |
20 |
17,905 |
17,052 |
853 |
4.9% |
245 |
1.4% |
33% |
False |
False |
141,897 |
40 |
17,906 |
17,032 |
874 |
5.0% |
218 |
1.3% |
35% |
False |
False |
137,327 |
60 |
17,906 |
15,799 |
2,107 |
12.2% |
235 |
1.4% |
73% |
False |
False |
152,677 |
80 |
17,906 |
15,256 |
2,650 |
15.3% |
279 |
1.6% |
78% |
False |
False |
127,746 |
100 |
17,906 |
15,256 |
2,650 |
15.3% |
261 |
1.5% |
78% |
False |
False |
102,217 |
120 |
17,979 |
15,256 |
2,723 |
15.7% |
241 |
1.4% |
76% |
False |
False |
85,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,520 |
2.618 |
18,089 |
1.618 |
17,825 |
1.000 |
17,662 |
0.618 |
17,561 |
HIGH |
17,398 |
0.618 |
17,297 |
0.500 |
17,266 |
0.382 |
17,235 |
LOW |
17,134 |
0.618 |
16,971 |
1.000 |
16,870 |
1.618 |
16,707 |
2.618 |
16,443 |
4.250 |
16,012 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,313 |
17,416 |
PP |
17,289 |
17,389 |
S1 |
17,266 |
17,363 |
|