Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,380 |
18,975 |
-405 |
-2.1% |
19,895 |
High |
19,475 |
19,195 |
-280 |
-1.4% |
20,045 |
Low |
18,875 |
18,965 |
90 |
0.5% |
19,395 |
Close |
18,950 |
19,065 |
115 |
0.6% |
19,720 |
Range |
600 |
230 |
-370 |
-61.7% |
650 |
ATR |
338 |
331 |
-7 |
-2.0% |
0 |
Volume |
23,422 |
23,422 |
0 |
0.0% |
74,852 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,765 |
19,645 |
19,192 |
|
R3 |
19,535 |
19,415 |
19,128 |
|
R2 |
19,305 |
19,305 |
19,107 |
|
R1 |
19,185 |
19,185 |
19,086 |
19,245 |
PP |
19,075 |
19,075 |
19,075 |
19,105 |
S1 |
18,955 |
18,955 |
19,044 |
19,015 |
S2 |
18,845 |
18,845 |
19,023 |
|
S3 |
18,615 |
18,725 |
19,002 |
|
S4 |
18,385 |
18,495 |
18,939 |
|
|
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 |
19,840 |
18,875 |
965 |
5.1% |
387 |
2.0% |
20% |
False |
False |
29,941 |
10 |
20,045 |
18,875 |
1,170 |
6.1% |
338 |
1.8% |
16% |
False |
False |
21,291 |
20 |
20,060 |
18,875 |
1,185 |
6.2% |
303 |
1.6% |
16% |
False |
False |
15,520 |
40 |
20,060 |
17,760 |
2,300 |
12.1% |
321 |
1.7% |
57% |
False |
False |
13,482 |
60 |
20,060 |
16,995 |
3,065 |
16.1% |
367 |
1.9% |
68% |
False |
False |
13,523 |
80 |
20,305 |
16,995 |
3,310 |
17.4% |
447 |
2.3% |
63% |
False |
False |
12,234 |
100 |
20,880 |
16,995 |
3,885 |
20.4% |
394 |
2.1% |
53% |
False |
False |
9,803 |
120 |
20,900 |
16,995 |
3,905 |
20.5% |
360 |
1.9% |
53% |
False |
False |
8,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,173 |
2.618 |
19,797 |
1.618 |
19,567 |
1.000 |
19,425 |
0.618 |
19,337 |
HIGH |
19,195 |
0.618 |
19,107 |
0.500 |
19,080 |
0.382 |
19,053 |
LOW |
18,965 |
0.618 |
18,823 |
1.000 |
18,735 |
1.618 |
18,593 |
2.618 |
18,363 |
4.250 |
17,988 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,080 |
19,325 |
PP |
19,075 |
19,238 |
S1 |
19,070 |
19,152 |
|