Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,354 |
17,478 |
124 |
0.7% |
17,168 |
High |
17,517 |
17,515 |
-2 |
0.0% |
17,735 |
Low |
17,327 |
17,437 |
110 |
0.6% |
17,008 |
Close |
17,472 |
17,449 |
-23 |
-0.1% |
17,017 |
Range |
190 |
78 |
-112 |
-58.9% |
727 |
ATR |
262 |
249 |
-13 |
-5.0% |
0 |
Volume |
96,588 |
32,084 |
-64,504 |
-66.8% |
1,035,873 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,701 |
17,653 |
17,492 |
|
R3 |
17,623 |
17,575 |
17,471 |
|
R2 |
17,545 |
17,545 |
17,463 |
|
R1 |
17,497 |
17,497 |
17,456 |
17,482 |
PP |
17,467 |
17,467 |
17,467 |
17,460 |
S1 |
17,419 |
17,419 |
17,442 |
17,404 |
S2 |
17,389 |
17,389 |
17,435 |
|
S3 |
17,311 |
17,341 |
17,428 |
|
S4 |
17,233 |
17,263 |
17,406 |
|
|
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 |
17,517 |
17,008 |
509 |
2.9% |
225 |
1.3% |
87% |
False |
False |
118,575 |
10 |
17,735 |
17,008 |
727 |
4.2% |
278 |
1.6% |
61% |
False |
False |
158,206 |
20 |
17,825 |
17,008 |
817 |
4.7% |
268 |
1.5% |
54% |
False |
False |
83,136 |
40 |
17,828 |
16,991 |
837 |
4.8% |
226 |
1.3% |
55% |
False |
False |
41,668 |
60 |
17,828 |
15,835 |
1,993 |
11.4% |
217 |
1.2% |
81% |
False |
False |
27,824 |
80 |
17,828 |
15,745 |
2,083 |
11.9% |
222 |
1.3% |
82% |
False |
False |
20,874 |
100 |
17,828 |
15,495 |
2,333 |
13.4% |
214 |
1.2% |
84% |
False |
False |
16,700 |
120 |
17,886 |
15,495 |
2,391 |
13.7% |
193 |
1.1% |
82% |
False |
False |
13,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,847 |
2.618 |
17,719 |
1.618 |
17,641 |
1.000 |
17,593 |
0.618 |
17,563 |
HIGH |
17,515 |
0.618 |
17,485 |
0.500 |
17,476 |
0.382 |
17,467 |
LOW |
17,437 |
0.618 |
17,389 |
1.000 |
17,359 |
1.618 |
17,311 |
2.618 |
17,233 |
4.250 |
17,106 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,476 |
17,404 |
PP |
17,467 |
17,359 |
S1 |
17,458 |
17,314 |
|