Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,472 |
17,627 |
155 |
0.9% |
17,777 |
High |
17,705 |
17,735 |
30 |
0.2% |
17,790 |
Low |
17,405 |
17,341 |
-64 |
-0.4% |
17,135 |
Close |
17,654 |
17,356 |
-298 |
-1.7% |
17,179 |
Range |
300 |
394 |
94 |
31.3% |
655 |
ATR |
253 |
263 |
10 |
4.0% |
0 |
Volume |
191,105 |
197,411 |
6,306 |
3.3% |
249,699 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,659 |
18,402 |
17,573 |
|
R3 |
18,265 |
18,008 |
17,464 |
|
R2 |
17,871 |
17,871 |
17,428 |
|
R1 |
17,614 |
17,614 |
17,392 |
17,546 |
PP |
17,477 |
17,477 |
17,477 |
17,443 |
S1 |
17,220 |
17,220 |
17,320 |
17,152 |
S2 |
17,083 |
17,083 |
17,284 |
|
S3 |
16,689 |
16,826 |
17,248 |
|
S4 |
16,295 |
16,432 |
17,139 |
|
|
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 |
17,735 |
17,053 |
682 |
3.9% |
331 |
1.9% |
44% |
True |
False |
197,838 |
10 |
17,790 |
17,053 |
737 |
4.2% |
318 |
1.8% |
41% |
False |
False |
106,654 |
20 |
17,825 |
17,053 |
772 |
4.4% |
244 |
1.4% |
39% |
False |
False |
53,583 |
40 |
17,828 |
16,960 |
868 |
5.0% |
221 |
1.3% |
46% |
False |
False |
26,886 |
60 |
17,828 |
15,745 |
2,083 |
12.0% |
220 |
1.3% |
77% |
False |
False |
17,946 |
80 |
17,828 |
15,495 |
2,333 |
13.4% |
223 |
1.3% |
80% |
False |
False |
13,463 |
100 |
17,828 |
15,495 |
2,333 |
13.4% |
207 |
1.2% |
80% |
False |
False |
10,771 |
120 |
17,886 |
15,495 |
2,391 |
13.8% |
187 |
1.1% |
78% |
False |
False |
8,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,410 |
2.618 |
18,767 |
1.618 |
18,373 |
1.000 |
18,129 |
0.618 |
17,979 |
HIGH |
17,735 |
0.618 |
17,585 |
0.500 |
17,538 |
0.382 |
17,492 |
LOW |
17,341 |
0.618 |
17,098 |
1.000 |
16,947 |
1.618 |
16,704 |
2.618 |
16,310 |
4.250 |
15,667 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,538 |
17,497 |
PP |
17,477 |
17,450 |
S1 |
17,417 |
17,403 |
|