Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
18,770 |
18,845 |
75 |
0.4% |
19,775 |
High |
19,015 |
19,005 |
-10 |
-0.1% |
19,880 |
Low |
18,575 |
18,565 |
-10 |
-0.1% |
18,650 |
Close |
18,820 |
18,915 |
95 |
0.5% |
18,750 |
Range |
440 |
440 |
0 |
0.0% |
1,230 |
ATR |
323 |
331 |
8 |
2.6% |
0 |
Volume |
20,414 |
15,629 |
-4,785 |
-23.4% |
108,411 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,148 |
19,972 |
19,157 |
|
R3 |
19,708 |
19,532 |
19,036 |
|
R2 |
19,268 |
19,268 |
18,996 |
|
R1 |
19,092 |
19,092 |
18,955 |
19,180 |
PP |
18,828 |
18,828 |
18,828 |
18,873 |
S1 |
18,652 |
18,652 |
18,875 |
18,740 |
S2 |
18,388 |
18,388 |
18,834 |
|
S3 |
17,948 |
18,212 |
18,794 |
|
S4 |
17,508 |
17,772 |
18,673 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,783 |
21,997 |
19,427 |
|
R3 |
21,553 |
20,767 |
19,088 |
|
R2 |
20,323 |
20,323 |
18,976 |
|
R1 |
19,537 |
19,537 |
18,863 |
19,315 |
PP |
19,093 |
19,093 |
19,093 |
18,983 |
S1 |
18,307 |
18,307 |
18,637 |
18,085 |
S2 |
17,863 |
17,863 |
18,525 |
|
S3 |
16,633 |
17,077 |
18,412 |
|
S4 |
15,403 |
15,847 |
18,074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,525 |
18,565 |
960 |
5.1% |
467 |
2.5% |
36% |
False |
True |
16,582 |
10 |
20,055 |
18,565 |
1,490 |
7.9% |
414 |
2.2% |
23% |
False |
True |
14,929 |
20 |
20,095 |
18,565 |
1,530 |
8.1% |
299 |
1.6% |
23% |
False |
True |
7,498 |
40 |
20,095 |
18,295 |
1,800 |
9.5% |
248 |
1.3% |
34% |
False |
False |
3,754 |
60 |
20,095 |
17,160 |
2,935 |
15.5% |
232 |
1.2% |
60% |
False |
False |
2,503 |
80 |
20,095 |
17,160 |
2,935 |
15.5% |
197 |
1.0% |
60% |
False |
False |
1,877 |
100 |
20,945 |
17,160 |
3,785 |
20.0% |
158 |
0.8% |
46% |
False |
False |
1,502 |
120 |
20,945 |
17,160 |
3,785 |
20.0% |
132 |
0.7% |
46% |
False |
False |
1,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,875 |
2.618 |
20,157 |
1.618 |
19,717 |
1.000 |
19,445 |
0.618 |
19,277 |
HIGH |
19,005 |
0.618 |
18,837 |
0.500 |
18,785 |
0.382 |
18,733 |
LOW |
18,565 |
0.618 |
18,293 |
1.000 |
18,125 |
1.618 |
17,853 |
2.618 |
17,413 |
4.250 |
16,695 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
18,872 |
18,945 |
PP |
18,828 |
18,935 |
S1 |
18,785 |
18,925 |
|