Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,554 |
17,709 |
155 |
0.9% |
17,849 |
High |
17,786 |
17,819 |
33 |
0.2% |
17,869 |
Low |
17,468 |
17,431 |
-37 |
-0.2% |
17,220 |
Close |
17,735 |
17,443 |
-292 |
-1.6% |
17,261 |
Range |
318 |
388 |
70 |
22.0% |
649 |
ATR |
262 |
271 |
9 |
3.4% |
0 |
Volume |
38,097 |
25,386 |
-12,711 |
-33.4% |
877,460 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,728 |
18,474 |
17,657 |
|
R3 |
18,340 |
18,086 |
17,550 |
|
R2 |
17,952 |
17,952 |
17,514 |
|
R1 |
17,698 |
17,698 |
17,479 |
17,631 |
PP |
17,564 |
17,564 |
17,564 |
17,531 |
S1 |
17,310 |
17,310 |
17,408 |
17,243 |
S2 |
17,176 |
17,176 |
17,372 |
|
S3 |
16,788 |
16,922 |
17,336 |
|
S4 |
16,400 |
16,534 |
17,230 |
|
|
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 |
17,819 |
17,134 |
685 |
3.9% |
333 |
1.9% |
45% |
True |
False |
63,068 |
10 |
17,869 |
17,134 |
735 |
4.2% |
322 |
1.8% |
42% |
False |
False |
127,023 |
20 |
17,905 |
17,134 |
771 |
4.4% |
252 |
1.4% |
40% |
False |
False |
123,222 |
40 |
17,906 |
17,042 |
864 |
5.0% |
232 |
1.3% |
46% |
False |
False |
131,240 |
60 |
17,906 |
15,799 |
2,107 |
12.1% |
237 |
1.4% |
78% |
False |
False |
145,498 |
80 |
17,906 |
15,460 |
2,446 |
14.0% |
263 |
1.5% |
81% |
False |
False |
129,106 |
100 |
17,906 |
15,256 |
2,650 |
15.2% |
265 |
1.5% |
83% |
False |
False |
103,347 |
120 |
17,979 |
15,256 |
2,723 |
15.6% |
245 |
1.4% |
80% |
False |
False |
86,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,468 |
2.618 |
18,835 |
1.618 |
18,447 |
1.000 |
18,207 |
0.618 |
18,059 |
HIGH |
17,819 |
0.618 |
17,671 |
0.500 |
17,625 |
0.382 |
17,579 |
LOW |
17,431 |
0.618 |
17,191 |
1.000 |
17,043 |
1.618 |
16,803 |
2.618 |
16,415 |
4.250 |
15,782 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,625 |
17,580 |
PP |
17,564 |
17,534 |
S1 |
17,504 |
17,489 |
|