Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,627 |
17,350 |
-277 |
-1.6% |
17,168 |
High |
17,735 |
17,392 |
-343 |
-1.9% |
17,735 |
Low |
17,341 |
17,008 |
-333 |
-1.9% |
17,008 |
Close |
17,356 |
17,017 |
-339 |
-2.0% |
17,017 |
Range |
394 |
384 |
-10 |
-2.5% |
727 |
ATR |
263 |
272 |
9 |
3.3% |
0 |
Volume |
197,411 |
221,125 |
23,714 |
12.0% |
1,035,873 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,291 |
18,038 |
17,228 |
|
R3 |
17,907 |
17,654 |
17,123 |
|
R2 |
17,523 |
17,523 |
17,088 |
|
R1 |
17,270 |
17,270 |
17,052 |
17,205 |
PP |
17,139 |
17,139 |
17,139 |
17,106 |
S1 |
16,886 |
16,886 |
16,982 |
16,821 |
S2 |
16,755 |
16,755 |
16,947 |
|
S3 |
16,371 |
16,502 |
16,912 |
|
S4 |
15,987 |
16,118 |
16,806 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,434 |
18,953 |
17,417 |
|
R3 |
18,707 |
18,226 |
17,217 |
|
R2 |
17,980 |
17,980 |
17,150 |
|
R1 |
17,499 |
17,499 |
17,084 |
17,376 |
PP |
17,253 |
17,253 |
17,253 |
17,192 |
S1 |
16,772 |
16,772 |
16,950 |
16,649 |
S2 |
16,526 |
16,526 |
16,884 |
|
S3 |
15,799 |
16,045 |
16,817 |
|
S4 |
15,072 |
15,318 |
16,617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,735 |
17,008 |
727 |
4.3% |
327 |
1.9% |
1% |
False |
True |
207,174 |
10 |
17,790 |
17,008 |
782 |
4.6% |
316 |
1.9% |
1% |
False |
True |
128,557 |
20 |
17,825 |
17,008 |
817 |
4.8% |
258 |
1.5% |
1% |
False |
True |
64,613 |
40 |
17,828 |
16,991 |
837 |
4.9% |
221 |
1.3% |
3% |
False |
False |
32,412 |
60 |
17,828 |
15,745 |
2,083 |
12.2% |
221 |
1.3% |
61% |
False |
False |
21,631 |
80 |
17,828 |
15,745 |
2,083 |
12.2% |
221 |
1.3% |
61% |
False |
False |
16,227 |
100 |
17,828 |
15,495 |
2,333 |
13.7% |
210 |
1.2% |
65% |
False |
False |
12,982 |
120 |
17,886 |
15,495 |
2,391 |
14.1% |
190 |
1.1% |
64% |
False |
False |
10,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,024 |
2.618 |
18,397 |
1.618 |
18,013 |
1.000 |
17,776 |
0.618 |
17,629 |
HIGH |
17,392 |
0.618 |
17,245 |
0.500 |
17,200 |
0.382 |
17,155 |
LOW |
17,008 |
0.618 |
16,771 |
1.000 |
16,624 |
1.618 |
16,387 |
2.618 |
16,003 |
4.250 |
15,376 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,200 |
17,372 |
PP |
17,139 |
17,253 |
S1 |
17,078 |
17,135 |
|