Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,043 |
17,199 |
156 |
0.9% |
17,168 |
High |
17,217 |
17,386 |
169 |
1.0% |
17,735 |
Low |
17,023 |
17,110 |
87 |
0.5% |
17,008 |
Close |
17,178 |
17,357 |
179 |
1.0% |
17,017 |
Range |
194 |
276 |
82 |
42.3% |
727 |
ATR |
267 |
267 |
1 |
0.2% |
0 |
Volume |
127,075 |
116,004 |
-11,071 |
-8.7% |
1,035,873 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,112 |
18,011 |
17,509 |
|
R3 |
17,836 |
17,735 |
17,433 |
|
R2 |
17,560 |
17,560 |
17,408 |
|
R1 |
17,459 |
17,459 |
17,382 |
17,510 |
PP |
17,284 |
17,284 |
17,284 |
17,310 |
S1 |
17,183 |
17,183 |
17,332 |
17,234 |
S2 |
17,008 |
17,008 |
17,307 |
|
S3 |
16,732 |
16,907 |
17,281 |
|
S4 |
16,456 |
16,631 |
17,205 |
|
|
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% |
310 |
1.8% |
48% |
False |
False |
170,544 |
10 |
17,735 |
17,008 |
727 |
4.2% |
312 |
1.8% |
48% |
False |
False |
151,583 |
20 |
17,825 |
17,008 |
817 |
4.7% |
268 |
1.5% |
43% |
False |
False |
76,734 |
40 |
17,828 |
16,991 |
837 |
4.8% |
227 |
1.3% |
44% |
False |
False |
38,481 |
60 |
17,828 |
15,745 |
2,083 |
12.0% |
219 |
1.3% |
77% |
False |
False |
25,681 |
80 |
17,828 |
15,745 |
2,083 |
12.0% |
223 |
1.3% |
77% |
False |
False |
19,266 |
100 |
17,828 |
15,495 |
2,333 |
13.4% |
214 |
1.2% |
80% |
False |
False |
15,413 |
120 |
17,886 |
15,495 |
2,391 |
13.8% |
194 |
1.1% |
78% |
False |
False |
12,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,559 |
2.618 |
18,109 |
1.618 |
17,833 |
1.000 |
17,662 |
0.618 |
17,557 |
HIGH |
17,386 |
0.618 |
17,281 |
0.500 |
17,248 |
0.382 |
17,216 |
LOW |
17,110 |
0.618 |
16,940 |
1.000 |
16,834 |
1.618 |
16,664 |
2.618 |
16,388 |
4.250 |
15,937 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,321 |
17,305 |
PP |
17,284 |
17,252 |
S1 |
17,248 |
17,200 |
|