Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,777 |
17,665 |
-112 |
-0.6% |
17,724 |
High |
17,790 |
17,665 |
-125 |
-0.7% |
17,825 |
Low |
17,550 |
17,396 |
-154 |
-0.9% |
17,345 |
Close |
17,680 |
17,456 |
-224 |
-1.3% |
17,742 |
Range |
240 |
269 |
29 |
12.1% |
480 |
ATR |
216 |
221 |
5 |
2.3% |
0 |
Volume |
4,929 |
7,883 |
2,954 |
59.9% |
5,260 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,313 |
18,153 |
17,604 |
|
R3 |
18,044 |
17,884 |
17,530 |
|
R2 |
17,775 |
17,775 |
17,505 |
|
R1 |
17,615 |
17,615 |
17,481 |
17,561 |
PP |
17,506 |
17,506 |
17,506 |
17,478 |
S1 |
17,346 |
17,346 |
17,431 |
17,292 |
S2 |
17,237 |
17,237 |
17,407 |
|
S3 |
16,968 |
17,077 |
17,382 |
|
S4 |
16,699 |
16,808 |
17,308 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,077 |
18,890 |
18,006 |
|
R3 |
18,597 |
18,410 |
17,874 |
|
R2 |
18,117 |
18,117 |
17,830 |
|
R1 |
17,930 |
17,930 |
17,786 |
18,024 |
PP |
17,637 |
17,637 |
17,637 |
17,684 |
S1 |
17,450 |
17,450 |
17,698 |
17,544 |
S2 |
17,157 |
17,157 |
17,654 |
|
S3 |
16,677 |
16,970 |
17,610 |
|
S4 |
16,197 |
16,490 |
17,478 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,825 |
17,345 |
480 |
2.7% |
313 |
1.8% |
23% |
False |
False |
3,517 |
10 |
17,825 |
17,345 |
480 |
2.7% |
223 |
1.3% |
23% |
False |
False |
1,885 |
20 |
17,825 |
16,991 |
834 |
4.8% |
214 |
1.2% |
56% |
False |
False |
1,063 |
40 |
17,828 |
16,715 |
1,113 |
6.4% |
190 |
1.1% |
67% |
False |
False |
605 |
60 |
17,828 |
15,745 |
2,083 |
11.9% |
213 |
1.2% |
82% |
False |
False |
423 |
80 |
17,828 |
15,495 |
2,333 |
13.4% |
218 |
1.2% |
84% |
False |
False |
318 |
100 |
17,859 |
15,495 |
2,364 |
13.5% |
193 |
1.1% |
83% |
False |
False |
254 |
120 |
17,905 |
15,495 |
2,410 |
13.8% |
169 |
1.0% |
81% |
False |
False |
212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,808 |
2.618 |
18,369 |
1.618 |
18,100 |
1.000 |
17,934 |
0.618 |
17,831 |
HIGH |
17,665 |
0.618 |
17,562 |
0.500 |
17,531 |
0.382 |
17,499 |
LOW |
17,396 |
0.618 |
17,230 |
1.000 |
17,127 |
1.618 |
16,961 |
2.618 |
16,692 |
4.250 |
16,253 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,531 |
17,581 |
PP |
17,506 |
17,539 |
S1 |
17,481 |
17,498 |
|