Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,199 |
17,354 |
155 |
0.9% |
17,168 |
High |
17,386 |
17,517 |
131 |
0.8% |
17,735 |
Low |
17,110 |
17,327 |
217 |
1.3% |
17,008 |
Close |
17,357 |
17,472 |
115 |
0.7% |
17,017 |
Range |
276 |
190 |
-86 |
-31.2% |
727 |
ATR |
267 |
262 |
-6 |
-2.1% |
0 |
Volume |
116,004 |
96,588 |
-19,416 |
-16.7% |
1,035,873 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,009 |
17,930 |
17,577 |
|
R3 |
17,819 |
17,740 |
17,524 |
|
R2 |
17,629 |
17,629 |
17,507 |
|
R1 |
17,550 |
17,550 |
17,490 |
17,590 |
PP |
17,439 |
17,439 |
17,439 |
17,458 |
S1 |
17,360 |
17,360 |
17,455 |
17,400 |
S2 |
17,249 |
17,249 |
17,437 |
|
S3 |
17,059 |
17,170 |
17,420 |
|
S4 |
16,869 |
16,980 |
17,368 |
|
|
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% |
288 |
1.6% |
64% |
False |
False |
151,640 |
10 |
17,735 |
17,008 |
727 |
4.2% |
294 |
1.7% |
64% |
False |
False |
159,825 |
20 |
17,825 |
17,008 |
817 |
4.7% |
268 |
1.5% |
57% |
False |
False |
81,550 |
40 |
17,828 |
16,991 |
837 |
4.8% |
230 |
1.3% |
57% |
False |
False |
40,880 |
60 |
17,828 |
15,835 |
1,993 |
11.4% |
220 |
1.3% |
82% |
False |
False |
27,290 |
80 |
17,828 |
15,745 |
2,083 |
11.9% |
223 |
1.3% |
83% |
False |
False |
20,473 |
100 |
17,828 |
15,495 |
2,333 |
13.4% |
214 |
1.2% |
85% |
False |
False |
16,379 |
120 |
17,886 |
15,495 |
2,391 |
13.7% |
195 |
1.1% |
83% |
False |
False |
13,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,325 |
2.618 |
18,015 |
1.618 |
17,825 |
1.000 |
17,707 |
0.618 |
17,635 |
HIGH |
17,517 |
0.618 |
17,445 |
0.500 |
17,422 |
0.382 |
17,400 |
LOW |
17,327 |
0.618 |
17,210 |
1.000 |
17,137 |
1.618 |
17,020 |
2.618 |
16,830 |
4.250 |
16,520 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,455 |
17,405 |
PP |
17,439 |
17,337 |
S1 |
17,422 |
17,270 |
|