Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,800 |
19,455 |
-345 |
-1.7% |
19,950 |
High |
19,825 |
19,525 |
-300 |
-1.5% |
20,095 |
Low |
19,295 |
18,925 |
-370 |
-1.9% |
19,460 |
Close |
19,450 |
19,005 |
-445 |
-2.3% |
19,770 |
Range |
530 |
600 |
70 |
13.2% |
635 |
ATR |
269 |
293 |
24 |
8.8% |
0 |
Volume |
23,976 |
17,099 |
-6,877 |
-28.7% |
5,082 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,952 |
20,578 |
19,335 |
|
R3 |
20,352 |
19,978 |
19,170 |
|
R2 |
19,752 |
19,752 |
19,115 |
|
R1 |
19,378 |
19,378 |
19,060 |
19,265 |
PP |
19,152 |
19,152 |
19,152 |
19,095 |
S1 |
18,778 |
18,778 |
18,950 |
18,665 |
S2 |
18,552 |
18,552 |
18,895 |
|
S3 |
17,952 |
18,178 |
18,840 |
|
S4 |
17,352 |
17,578 |
18,675 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,680 |
21,360 |
20,119 |
|
R3 |
21,045 |
20,725 |
19,945 |
|
R2 |
20,410 |
20,410 |
19,887 |
|
R1 |
20,090 |
20,090 |
19,828 |
19,933 |
PP |
19,775 |
19,775 |
19,775 |
19,696 |
S1 |
19,455 |
19,455 |
19,712 |
19,298 |
S2 |
19,140 |
19,140 |
19,654 |
|
S3 |
18,505 |
18,820 |
19,596 |
|
S4 |
17,870 |
18,185 |
19,421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,035 |
18,925 |
1,110 |
5.8% |
441 |
2.3% |
7% |
False |
True |
16,568 |
10 |
20,095 |
18,925 |
1,170 |
6.2% |
299 |
1.6% |
7% |
False |
True |
8,387 |
20 |
20,095 |
18,925 |
1,170 |
6.2% |
264 |
1.4% |
7% |
False |
True |
4,212 |
40 |
20,095 |
17,845 |
2,250 |
11.8% |
214 |
1.1% |
52% |
False |
False |
2,109 |
60 |
20,095 |
17,160 |
2,935 |
15.4% |
220 |
1.2% |
63% |
False |
False |
1,406 |
80 |
20,495 |
17,160 |
3,335 |
17.5% |
176 |
0.9% |
55% |
False |
False |
1,055 |
100 |
20,945 |
17,160 |
3,785 |
19.9% |
140 |
0.7% |
49% |
False |
False |
844 |
120 |
20,965 |
17,160 |
3,805 |
20.0% |
117 |
0.6% |
48% |
False |
False |
703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,075 |
2.618 |
21,096 |
1.618 |
20,496 |
1.000 |
20,125 |
0.618 |
19,896 |
HIGH |
19,525 |
0.618 |
19,296 |
0.500 |
19,225 |
0.382 |
19,154 |
LOW |
18,925 |
0.618 |
18,554 |
1.000 |
18,325 |
1.618 |
17,954 |
2.618 |
17,354 |
4.250 |
16,375 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,225 |
19,403 |
PP |
19,152 |
19,270 |
S1 |
19,078 |
19,138 |
|