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 |
17,665 |
17,471 |
-194 |
-1.1% |
17,724 |
High |
17,665 |
17,681 |
16 |
0.1% |
17,825 |
Low |
17,396 |
17,309 |
-87 |
-0.5% |
17,345 |
Close |
17,456 |
17,375 |
-81 |
-0.5% |
17,742 |
Range |
269 |
372 |
103 |
38.3% |
480 |
ATR |
221 |
232 |
11 |
4.9% |
0 |
Volume |
7,883 |
14,173 |
6,290 |
79.8% |
5,260 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,571 |
18,345 |
17,580 |
|
R3 |
18,199 |
17,973 |
17,477 |
|
R2 |
17,827 |
17,827 |
17,443 |
|
R1 |
17,601 |
17,601 |
17,409 |
17,528 |
PP |
17,455 |
17,455 |
17,455 |
17,419 |
S1 |
17,229 |
17,229 |
17,341 |
17,156 |
S2 |
17,083 |
17,083 |
17,307 |
|
S3 |
16,711 |
16,857 |
17,273 |
|
S4 |
16,339 |
16,485 |
17,171 |
|
|
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 |
17,790 |
17,309 |
481 |
2.8% |
346 |
2.0% |
14% |
False |
True |
6,303 |
10 |
17,825 |
17,309 |
516 |
3.0% |
241 |
1.4% |
13% |
False |
True |
3,275 |
20 |
17,825 |
16,991 |
834 |
4.8% |
227 |
1.3% |
46% |
False |
False |
1,765 |
40 |
17,828 |
16,715 |
1,113 |
6.4% |
196 |
1.1% |
59% |
False |
False |
958 |
60 |
17,828 |
15,745 |
2,083 |
12.0% |
214 |
1.2% |
78% |
False |
False |
659 |
80 |
17,828 |
15,495 |
2,333 |
13.4% |
221 |
1.3% |
81% |
False |
False |
495 |
100 |
17,848 |
15,495 |
2,353 |
13.5% |
197 |
1.1% |
80% |
False |
False |
396 |
120 |
17,905 |
15,495 |
2,410 |
13.9% |
172 |
1.0% |
78% |
False |
False |
330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,262 |
2.618 |
18,655 |
1.618 |
18,283 |
1.000 |
18,053 |
0.618 |
17,911 |
HIGH |
17,681 |
0.618 |
17,539 |
0.500 |
17,495 |
0.382 |
17,451 |
LOW |
17,309 |
0.618 |
17,079 |
1.000 |
16,937 |
1.618 |
16,707 |
2.618 |
16,335 |
4.250 |
15,728 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,495 |
17,550 |
PP |
17,455 |
17,491 |
S1 |
17,415 |
17,433 |
|