Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,709 |
17,437 |
-272 |
-1.5% |
17,239 |
High |
17,819 |
17,500 |
-319 |
-1.8% |
17,819 |
Low |
17,431 |
17,322 |
-109 |
-0.6% |
17,134 |
Close |
17,443 |
17,387 |
-56 |
-0.3% |
17,387 |
Range |
388 |
178 |
-210 |
-54.1% |
685 |
ATR |
271 |
264 |
-7 |
-2.4% |
0 |
Volume |
25,386 |
4,335 |
-21,051 |
-82.9% |
198,345 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,937 |
17,840 |
17,485 |
|
R3 |
17,759 |
17,662 |
17,436 |
|
R2 |
17,581 |
17,581 |
17,420 |
|
R1 |
17,484 |
17,484 |
17,403 |
17,444 |
PP |
17,403 |
17,403 |
17,403 |
17,383 |
S1 |
17,306 |
17,306 |
17,371 |
17,266 |
S2 |
17,225 |
17,225 |
17,354 |
|
S3 |
17,047 |
17,128 |
17,338 |
|
S4 |
16,869 |
16,950 |
17,289 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,502 |
19,129 |
17,764 |
|
R3 |
18,817 |
18,444 |
17,576 |
|
R2 |
18,132 |
18,132 |
17,513 |
|
R1 |
17,759 |
17,759 |
17,450 |
17,946 |
PP |
17,447 |
17,447 |
17,447 |
17,540 |
S1 |
17,074 |
17,074 |
17,324 |
17,261 |
S2 |
16,762 |
16,762 |
17,262 |
|
S3 |
16,077 |
16,389 |
17,199 |
|
S4 |
15,392 |
15,704 |
17,010 |
|
|
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% |
288 |
1.7% |
37% |
False |
False |
39,669 |
10 |
17,869 |
17,134 |
735 |
4.2% |
299 |
1.7% |
34% |
False |
False |
107,580 |
20 |
17,905 |
17,134 |
771 |
4.4% |
255 |
1.5% |
33% |
False |
False |
117,465 |
40 |
17,906 |
17,052 |
854 |
4.9% |
227 |
1.3% |
39% |
False |
False |
126,912 |
60 |
17,906 |
15,799 |
2,107 |
12.1% |
234 |
1.3% |
75% |
False |
False |
141,517 |
80 |
17,906 |
15,799 |
2,107 |
12.1% |
256 |
1.5% |
75% |
False |
False |
129,149 |
100 |
17,906 |
15,256 |
2,650 |
15.2% |
265 |
1.5% |
80% |
False |
False |
103,390 |
120 |
17,979 |
15,256 |
2,723 |
15.7% |
246 |
1.4% |
78% |
False |
False |
86,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,257 |
2.618 |
17,966 |
1.618 |
17,788 |
1.000 |
17,678 |
0.618 |
17,610 |
HIGH |
17,500 |
0.618 |
17,432 |
0.500 |
17,411 |
0.382 |
17,390 |
LOW |
17,322 |
0.618 |
17,212 |
1.000 |
17,144 |
1.618 |
17,034 |
2.618 |
16,856 |
4.250 |
16,566 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,411 |
17,571 |
PP |
17,403 |
17,509 |
S1 |
17,395 |
17,448 |
|