Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,636 |
17,518 |
-118 |
-0.7% |
17,043 |
High |
17,656 |
17,536 |
-120 |
-0.7% |
17,517 |
Low |
17,495 |
17,298 |
-197 |
-1.1% |
17,023 |
Close |
17,509 |
17,341 |
-168 |
-1.0% |
17,449 |
Range |
161 |
238 |
77 |
47.8% |
494 |
ATR |
234 |
235 |
0 |
0.1% |
0 |
Volume |
66,026 |
80,554 |
14,528 |
22.0% |
371,751 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,106 |
17,961 |
17,472 |
|
R3 |
17,868 |
17,723 |
17,407 |
|
R2 |
17,630 |
17,630 |
17,385 |
|
R1 |
17,485 |
17,485 |
17,363 |
17,439 |
PP |
17,392 |
17,392 |
17,392 |
17,368 |
S1 |
17,247 |
17,247 |
17,319 |
17,201 |
S2 |
17,154 |
17,154 |
17,297 |
|
S3 |
16,916 |
17,009 |
17,276 |
|
S4 |
16,678 |
16,771 |
17,210 |
|
|
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 |
17,298 |
362 |
2.1% |
169 |
1.0% |
12% |
False |
True |
65,430 |
10 |
17,735 |
17,008 |
727 |
4.2% |
228 |
1.3% |
46% |
False |
False |
108,535 |
20 |
17,790 |
17,008 |
782 |
4.5% |
276 |
1.6% |
43% |
False |
False |
97,846 |
40 |
17,828 |
16,991 |
837 |
4.8% |
228 |
1.3% |
42% |
False |
False |
49,029 |
60 |
17,828 |
16,537 |
1,291 |
7.4% |
208 |
1.2% |
62% |
False |
False |
32,735 |
80 |
17,828 |
15,745 |
2,083 |
12.0% |
225 |
1.3% |
77% |
False |
False |
24,562 |
100 |
17,828 |
15,495 |
2,333 |
13.5% |
219 |
1.3% |
79% |
False |
False |
19,650 |
120 |
17,886 |
15,495 |
2,391 |
13.8% |
197 |
1.1% |
77% |
False |
False |
16,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,548 |
2.618 |
18,159 |
1.618 |
17,921 |
1.000 |
17,774 |
0.618 |
17,683 |
HIGH |
17,536 |
0.618 |
17,445 |
0.500 |
17,417 |
0.382 |
17,389 |
LOW |
17,298 |
0.618 |
17,151 |
1.000 |
17,060 |
1.618 |
16,913 |
2.618 |
16,675 |
4.250 |
16,287 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,417 |
17,479 |
PP |
17,392 |
17,433 |
S1 |
17,366 |
17,387 |
|