Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,364 |
17,554 |
190 |
1.1% |
17,849 |
High |
17,630 |
17,786 |
156 |
0.9% |
17,869 |
Low |
17,341 |
17,468 |
127 |
0.7% |
17,220 |
Close |
17,551 |
17,735 |
184 |
1.0% |
17,261 |
Range |
289 |
318 |
29 |
10.0% |
649 |
ATR |
257 |
262 |
4 |
1.7% |
0 |
Volume |
49,674 |
38,097 |
-11,577 |
-23.3% |
877,460 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,617 |
18,494 |
17,910 |
|
R3 |
18,299 |
18,176 |
17,823 |
|
R2 |
17,981 |
17,981 |
17,793 |
|
R1 |
17,858 |
17,858 |
17,764 |
17,920 |
PP |
17,663 |
17,663 |
17,663 |
17,694 |
S1 |
17,540 |
17,540 |
17,706 |
17,602 |
S2 |
17,345 |
17,345 |
17,677 |
|
S3 |
17,027 |
17,222 |
17,648 |
|
S4 |
16,709 |
16,904 |
17,560 |
|
|
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 |
17,786 |
17,134 |
652 |
3.7% |
304 |
1.7% |
92% |
True |
False |
94,878 |
10 |
17,870 |
17,134 |
736 |
4.1% |
329 |
1.9% |
82% |
False |
False |
148,892 |
20 |
17,905 |
17,134 |
771 |
4.3% |
248 |
1.4% |
78% |
False |
False |
129,620 |
40 |
17,906 |
17,041 |
865 |
4.9% |
227 |
1.3% |
80% |
False |
False |
134,249 |
60 |
17,906 |
15,799 |
2,107 |
11.9% |
235 |
1.3% |
92% |
False |
False |
147,944 |
80 |
17,906 |
15,460 |
2,446 |
13.8% |
267 |
1.5% |
93% |
False |
False |
128,827 |
100 |
17,906 |
15,256 |
2,650 |
14.9% |
263 |
1.5% |
94% |
False |
False |
103,094 |
120 |
17,979 |
15,256 |
2,723 |
15.4% |
244 |
1.4% |
91% |
False |
False |
85,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,138 |
2.618 |
18,619 |
1.618 |
18,301 |
1.000 |
18,104 |
0.618 |
17,983 |
HIGH |
17,786 |
0.618 |
17,665 |
0.500 |
17,627 |
0.382 |
17,590 |
LOW |
17,468 |
0.618 |
17,272 |
1.000 |
17,150 |
1.618 |
16,954 |
2.618 |
16,636 |
4.250 |
16,117 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,699 |
17,643 |
PP |
17,663 |
17,552 |
S1 |
17,627 |
17,460 |
|