Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,239 |
17,364 |
125 |
0.7% |
17,849 |
High |
17,398 |
17,630 |
232 |
1.3% |
17,869 |
Low |
17,134 |
17,341 |
207 |
1.2% |
17,220 |
Close |
17,336 |
17,551 |
215 |
1.2% |
17,261 |
Range |
264 |
289 |
25 |
9.5% |
649 |
ATR |
255 |
257 |
3 |
1.1% |
0 |
Volume |
80,853 |
49,674 |
-31,179 |
-38.6% |
877,460 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,374 |
18,252 |
17,710 |
|
R3 |
18,085 |
17,963 |
17,631 |
|
R2 |
17,796 |
17,796 |
17,604 |
|
R1 |
17,674 |
17,674 |
17,578 |
17,735 |
PP |
17,507 |
17,507 |
17,507 |
17,538 |
S1 |
17,385 |
17,385 |
17,525 |
17,446 |
S2 |
17,218 |
17,218 |
17,498 |
|
S3 |
16,929 |
17,096 |
17,472 |
|
S4 |
16,640 |
16,807 |
17,392 |
|
|
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% |
66% |
False |
False |
136,073 |
10 |
17,905 |
17,134 |
771 |
4.4% |
318 |
1.8% |
54% |
False |
False |
158,289 |
20 |
17,905 |
17,134 |
771 |
4.4% |
240 |
1.4% |
54% |
False |
False |
135,794 |
40 |
17,906 |
17,041 |
865 |
4.9% |
222 |
1.3% |
59% |
False |
False |
135,833 |
60 |
17,906 |
15,799 |
2,107 |
12.0% |
235 |
1.3% |
83% |
False |
False |
150,645 |
80 |
17,906 |
15,256 |
2,650 |
15.1% |
276 |
1.6% |
87% |
False |
False |
128,357 |
100 |
17,906 |
15,256 |
2,650 |
15.1% |
261 |
1.5% |
87% |
False |
False |
102,713 |
120 |
17,979 |
15,256 |
2,723 |
15.5% |
242 |
1.4% |
84% |
False |
False |
85,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,858 |
2.618 |
18,387 |
1.618 |
18,098 |
1.000 |
17,919 |
0.618 |
17,809 |
HIGH |
17,630 |
0.618 |
17,520 |
0.500 |
17,486 |
0.382 |
17,452 |
LOW |
17,341 |
0.618 |
17,163 |
1.000 |
17,052 |
1.618 |
16,874 |
2.618 |
16,585 |
4.250 |
16,113 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,529 |
17,495 |
PP |
17,507 |
17,438 |
S1 |
17,486 |
17,382 |
|