Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,740 |
19,380 |
-360 |
-1.8% |
19,895 |
High |
19,775 |
19,475 |
-300 |
-1.5% |
20,045 |
Low |
19,240 |
18,875 |
-365 |
-1.9% |
19,395 |
Close |
19,395 |
18,950 |
-445 |
-2.3% |
19,720 |
Range |
535 |
600 |
65 |
12.1% |
650 |
ATR |
318 |
338 |
20 |
6.4% |
0 |
Volume |
35,201 |
23,422 |
-11,779 |
-33.5% |
74,852 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,900 |
20,525 |
19,280 |
|
R3 |
20,300 |
19,925 |
19,115 |
|
R2 |
19,700 |
19,700 |
19,060 |
|
R1 |
19,325 |
19,325 |
19,005 |
19,213 |
PP |
19,100 |
19,100 |
19,100 |
19,044 |
S1 |
18,725 |
18,725 |
18,895 |
18,613 |
S2 |
18,500 |
18,500 |
18,840 |
|
S3 |
17,900 |
18,125 |
18,785 |
|
S4 |
17,300 |
17,525 |
18,620 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,670 |
21,345 |
20,078 |
|
R3 |
21,020 |
20,695 |
19,899 |
|
R2 |
20,370 |
20,370 |
19,839 |
|
R1 |
20,045 |
20,045 |
19,780 |
19,883 |
PP |
19,720 |
19,720 |
19,720 |
19,639 |
S1 |
19,395 |
19,395 |
19,661 |
19,233 |
S2 |
19,070 |
19,070 |
19,601 |
|
S3 |
18,420 |
18,745 |
19,541 |
|
S4 |
17,770 |
18,095 |
19,363 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,985 |
18,875 |
1,110 |
5.9% |
451 |
2.4% |
7% |
False |
True |
30,565 |
10 |
20,045 |
18,875 |
1,170 |
6.2% |
330 |
1.7% |
6% |
False |
True |
19,732 |
20 |
20,060 |
18,875 |
1,185 |
6.3% |
301 |
1.6% |
6% |
False |
True |
14,718 |
40 |
20,060 |
17,730 |
2,330 |
12.3% |
327 |
1.7% |
52% |
False |
False |
13,248 |
60 |
20,060 |
16,995 |
3,065 |
16.2% |
370 |
1.9% |
64% |
False |
False |
13,364 |
80 |
20,545 |
16,995 |
3,550 |
18.7% |
445 |
2.3% |
55% |
False |
False |
11,943 |
100 |
20,880 |
16,995 |
3,885 |
20.5% |
393 |
2.1% |
50% |
False |
False |
9,569 |
120 |
20,900 |
16,995 |
3,905 |
20.6% |
358 |
1.9% |
50% |
False |
False |
7,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,025 |
2.618 |
21,046 |
1.618 |
20,446 |
1.000 |
20,075 |
0.618 |
19,846 |
HIGH |
19,475 |
0.618 |
19,246 |
0.500 |
19,175 |
0.382 |
19,104 |
LOW |
18,875 |
0.618 |
18,504 |
1.000 |
18,275 |
1.618 |
17,904 |
2.618 |
17,304 |
4.250 |
16,325 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,175 |
19,358 |
PP |
19,100 |
19,222 |
S1 |
19,025 |
19,086 |
|