Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,350 |
17,043 |
-307 |
-1.8% |
17,168 |
High |
17,392 |
17,217 |
-175 |
-1.0% |
17,735 |
Low |
17,008 |
17,023 |
15 |
0.1% |
17,008 |
Close |
17,017 |
17,178 |
161 |
0.9% |
17,017 |
Range |
384 |
194 |
-190 |
-49.5% |
727 |
ATR |
272 |
267 |
-5 |
-1.9% |
0 |
Volume |
221,125 |
127,075 |
-94,050 |
-42.5% |
1,035,873 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,721 |
17,644 |
17,285 |
|
R3 |
17,527 |
17,450 |
17,231 |
|
R2 |
17,333 |
17,333 |
17,214 |
|
R1 |
17,256 |
17,256 |
17,196 |
17,295 |
PP |
17,139 |
17,139 |
17,139 |
17,159 |
S1 |
17,062 |
17,062 |
17,160 |
17,101 |
S2 |
16,945 |
16,945 |
17,143 |
|
S3 |
16,751 |
16,868 |
17,125 |
|
S4 |
16,557 |
16,674 |
17,071 |
|
|
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 |
4.2% |
313 |
1.8% |
23% |
False |
False |
179,837 |
10 |
17,735 |
17,008 |
727 |
4.2% |
312 |
1.8% |
23% |
False |
False |
140,771 |
20 |
17,825 |
17,008 |
817 |
4.8% |
259 |
1.5% |
21% |
False |
False |
70,953 |
40 |
17,828 |
16,991 |
837 |
4.9% |
222 |
1.3% |
22% |
False |
False |
35,582 |
60 |
17,828 |
15,745 |
2,083 |
12.1% |
220 |
1.3% |
69% |
False |
False |
23,748 |
80 |
17,828 |
15,745 |
2,083 |
12.1% |
221 |
1.3% |
69% |
False |
False |
17,816 |
100 |
17,828 |
15,495 |
2,333 |
13.6% |
211 |
1.2% |
72% |
False |
False |
14,253 |
120 |
17,886 |
15,495 |
2,391 |
13.9% |
192 |
1.1% |
70% |
False |
False |
11,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,042 |
2.618 |
17,725 |
1.618 |
17,531 |
1.000 |
17,411 |
0.618 |
17,337 |
HIGH |
17,217 |
0.618 |
17,143 |
0.500 |
17,120 |
0.382 |
17,097 |
LOW |
17,023 |
0.618 |
16,903 |
1.000 |
16,829 |
1.618 |
16,709 |
2.618 |
16,515 |
4.250 |
16,199 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,159 |
17,372 |
PP |
17,139 |
17,307 |
S1 |
17,120 |
17,243 |
|