Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,453 |
17,449 |
-4 |
0.0% |
17,043 |
High |
17,478 |
17,660 |
182 |
1.0% |
17,517 |
Low |
17,341 |
17,429 |
88 |
0.5% |
17,023 |
Close |
17,438 |
17,638 |
200 |
1.1% |
17,449 |
Range |
137 |
231 |
94 |
68.6% |
494 |
ATR |
241 |
240 |
-1 |
-0.3% |
0 |
Volume |
67,110 |
81,380 |
14,270 |
21.3% |
371,751 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,269 |
18,184 |
17,765 |
|
R3 |
18,038 |
17,953 |
17,702 |
|
R2 |
17,807 |
17,807 |
17,680 |
|
R1 |
17,722 |
17,722 |
17,659 |
17,765 |
PP |
17,576 |
17,576 |
17,576 |
17,597 |
S1 |
17,491 |
17,491 |
17,617 |
17,534 |
S2 |
17,345 |
17,345 |
17,596 |
|
S3 |
17,114 |
17,260 |
17,575 |
|
S4 |
16,883 |
17,029 |
17,511 |
|
|
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 |
17,660 |
17,110 |
550 |
3.1% |
183 |
1.0% |
96% |
True |
False |
78,633 |
10 |
17,735 |
17,008 |
727 |
4.1% |
248 |
1.4% |
87% |
False |
False |
129,235 |
20 |
17,825 |
17,008 |
817 |
4.6% |
272 |
1.5% |
77% |
False |
False |
90,544 |
40 |
17,828 |
16,991 |
837 |
4.7% |
228 |
1.3% |
77% |
False |
False |
45,368 |
60 |
17,828 |
16,250 |
1,578 |
8.9% |
210 |
1.2% |
88% |
False |
False |
30,297 |
80 |
17,828 |
15,745 |
2,083 |
11.8% |
221 |
1.3% |
91% |
False |
False |
22,730 |
100 |
17,828 |
15,495 |
2,333 |
13.2% |
216 |
1.2% |
92% |
False |
False |
18,184 |
120 |
17,886 |
15,495 |
2,391 |
13.6% |
196 |
1.1% |
90% |
False |
False |
15,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,642 |
2.618 |
18,265 |
1.618 |
18,034 |
1.000 |
17,891 |
0.618 |
17,803 |
HIGH |
17,660 |
0.618 |
17,572 |
0.500 |
17,545 |
0.382 |
17,517 |
LOW |
17,429 |
0.618 |
17,286 |
1.000 |
17,198 |
1.618 |
17,055 |
2.618 |
16,824 |
4.250 |
16,447 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,607 |
17,592 |
PP |
17,576 |
17,546 |
S1 |
17,545 |
17,501 |
|