Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,503 |
17,168 |
-335 |
-1.9% |
17,777 |
High |
17,541 |
17,316 |
-225 |
-1.3% |
17,790 |
Low |
17,135 |
17,053 |
-82 |
-0.5% |
17,135 |
Close |
17,179 |
17,254 |
75 |
0.4% |
17,179 |
Range |
406 |
263 |
-143 |
-35.2% |
655 |
ATR |
245 |
246 |
1 |
0.5% |
0 |
Volume |
174,443 |
263,763 |
89,320 |
51.2% |
249,699 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,997 |
17,888 |
17,399 |
|
R3 |
17,734 |
17,625 |
17,326 |
|
R2 |
17,471 |
17,471 |
17,302 |
|
R1 |
17,362 |
17,362 |
17,278 |
17,417 |
PP |
17,208 |
17,208 |
17,208 |
17,235 |
S1 |
17,099 |
17,099 |
17,230 |
17,154 |
S2 |
16,945 |
16,945 |
17,206 |
|
S3 |
16,682 |
16,836 |
17,182 |
|
S4 |
16,419 |
16,573 |
17,109 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,333 |
18,911 |
17,539 |
|
R3 |
18,678 |
18,256 |
17,359 |
|
R2 |
18,023 |
18,023 |
17,299 |
|
R1 |
17,601 |
17,601 |
17,239 |
17,485 |
PP |
17,368 |
17,368 |
17,368 |
17,310 |
S1 |
16,946 |
16,946 |
17,119 |
16,830 |
S2 |
16,713 |
16,713 |
17,059 |
|
S3 |
16,058 |
16,291 |
16,999 |
|
S4 |
15,403 |
15,636 |
16,819 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,681 |
17,053 |
628 |
3.6% |
311 |
1.8% |
32% |
False |
True |
101,706 |
10 |
17,825 |
17,053 |
772 |
4.5% |
297 |
1.7% |
26% |
False |
True |
51,853 |
20 |
17,825 |
16,991 |
834 |
4.8% |
236 |
1.4% |
32% |
False |
False |
26,051 |
40 |
17,828 |
16,957 |
871 |
5.0% |
206 |
1.2% |
34% |
False |
False |
13,116 |
60 |
17,828 |
15,745 |
2,083 |
12.1% |
217 |
1.3% |
72% |
False |
False |
8,764 |
80 |
17,828 |
15,495 |
2,333 |
13.5% |
224 |
1.3% |
75% |
False |
False |
6,576 |
100 |
17,828 |
15,495 |
2,333 |
13.5% |
203 |
1.2% |
75% |
False |
False |
5,261 |
120 |
17,886 |
15,495 |
2,391 |
13.9% |
179 |
1.0% |
74% |
False |
False |
4,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,434 |
2.618 |
18,005 |
1.618 |
17,742 |
1.000 |
17,579 |
0.618 |
17,479 |
HIGH |
17,316 |
0.618 |
17,216 |
0.500 |
17,185 |
0.382 |
17,154 |
LOW |
17,053 |
0.618 |
16,891 |
1.000 |
16,790 |
1.618 |
16,628 |
2.618 |
16,365 |
4.250 |
15,935 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,231 |
17,335 |
PP |
17,208 |
17,308 |
S1 |
17,185 |
17,281 |
|