Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,478 |
17,453 |
-25 |
-0.1% |
17,043 |
High |
17,515 |
17,478 |
-37 |
-0.2% |
17,517 |
Low |
17,437 |
17,341 |
-96 |
-0.6% |
17,023 |
Close |
17,449 |
17,438 |
-11 |
-0.1% |
17,449 |
Range |
78 |
137 |
59 |
75.6% |
494 |
ATR |
249 |
241 |
-8 |
-3.2% |
0 |
Volume |
32,084 |
67,110 |
35,026 |
109.2% |
371,751 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,830 |
17,771 |
17,513 |
|
R3 |
17,693 |
17,634 |
17,476 |
|
R2 |
17,556 |
17,556 |
17,463 |
|
R1 |
17,497 |
17,497 |
17,451 |
17,458 |
PP |
17,419 |
17,419 |
17,419 |
17,400 |
S1 |
17,360 |
17,360 |
17,426 |
17,321 |
S2 |
17,282 |
17,282 |
17,413 |
|
S3 |
17,145 |
17,223 |
17,400 |
|
S4 |
17,008 |
17,086 |
17,363 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,812 |
18,624 |
17,721 |
|
R3 |
18,318 |
18,130 |
17,585 |
|
R2 |
17,824 |
17,824 |
17,540 |
|
R1 |
17,636 |
17,636 |
17,494 |
17,730 |
PP |
17,330 |
17,330 |
17,330 |
17,377 |
S1 |
17,142 |
17,142 |
17,404 |
17,236 |
S2 |
16,836 |
16,836 |
17,359 |
|
S3 |
16,342 |
16,648 |
17,313 |
|
S4 |
15,848 |
16,154 |
17,177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,517 |
17,023 |
494 |
2.8% |
175 |
1.0% |
84% |
False |
False |
87,772 |
10 |
17,735 |
17,008 |
727 |
4.2% |
251 |
1.4% |
59% |
False |
False |
147,473 |
20 |
17,825 |
17,008 |
817 |
4.7% |
268 |
1.5% |
53% |
False |
False |
86,484 |
40 |
17,828 |
16,991 |
837 |
4.8% |
227 |
1.3% |
53% |
False |
False |
43,335 |
60 |
17,828 |
15,835 |
1,993 |
11.4% |
213 |
1.2% |
80% |
False |
False |
28,941 |
80 |
17,828 |
15,745 |
2,083 |
11.9% |
220 |
1.3% |
81% |
False |
False |
21,713 |
100 |
17,828 |
15,495 |
2,333 |
13.4% |
214 |
1.2% |
83% |
False |
False |
17,371 |
120 |
17,886 |
15,495 |
2,391 |
13.7% |
194 |
1.1% |
81% |
False |
False |
14,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,060 |
2.618 |
17,837 |
1.618 |
17,700 |
1.000 |
17,615 |
0.618 |
17,563 |
HIGH |
17,478 |
0.618 |
17,426 |
0.500 |
17,410 |
0.382 |
17,393 |
LOW |
17,341 |
0.618 |
17,256 |
1.000 |
17,204 |
1.618 |
17,119 |
2.618 |
16,982 |
4.250 |
16,759 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,429 |
17,433 |
PP |
17,419 |
17,427 |
S1 |
17,410 |
17,422 |
|