Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
18,915 |
19,385 |
470 |
2.5% |
19,775 |
High |
19,440 |
19,575 |
135 |
0.7% |
19,880 |
Low |
18,885 |
19,265 |
380 |
2.0% |
18,650 |
Close |
19,380 |
19,295 |
-85 |
-0.4% |
18,750 |
Range |
555 |
310 |
-245 |
-44.1% |
1,230 |
ATR |
347 |
345 |
-3 |
-0.8% |
0 |
Volume |
14,451 |
10,178 |
-4,273 |
-29.6% |
108,411 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,308 |
20,112 |
19,466 |
|
R3 |
19,998 |
19,802 |
19,380 |
|
R2 |
19,688 |
19,688 |
19,352 |
|
R1 |
19,492 |
19,492 |
19,324 |
19,435 |
PP |
19,378 |
19,378 |
19,378 |
19,350 |
S1 |
19,182 |
19,182 |
19,267 |
19,125 |
S2 |
19,068 |
19,068 |
19,238 |
|
S3 |
18,758 |
18,872 |
19,210 |
|
S4 |
18,448 |
18,562 |
19,125 |
|
|
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 |
19,575 |
18,565 |
1,010 |
5.2% |
484 |
2.5% |
72% |
True |
False |
15,099 |
10 |
19,880 |
18,565 |
1,315 |
6.8% |
427 |
2.2% |
56% |
False |
False |
17,147 |
20 |
20,095 |
18,565 |
1,530 |
7.9% |
317 |
1.6% |
48% |
False |
False |
8,729 |
40 |
20,095 |
18,565 |
1,530 |
7.9% |
265 |
1.4% |
48% |
False |
False |
4,370 |
60 |
20,095 |
17,160 |
2,935 |
15.2% |
241 |
1.3% |
73% |
False |
False |
2,913 |
80 |
20,095 |
17,160 |
2,935 |
15.2% |
208 |
1.1% |
73% |
False |
False |
2,185 |
100 |
20,945 |
17,160 |
3,785 |
19.6% |
166 |
0.9% |
56% |
False |
False |
1,748 |
120 |
20,945 |
17,160 |
3,785 |
19.6% |
139 |
0.7% |
56% |
False |
False |
1,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,893 |
2.618 |
20,387 |
1.618 |
20,077 |
1.000 |
19,885 |
0.618 |
19,767 |
HIGH |
19,575 |
0.618 |
19,457 |
0.500 |
19,420 |
0.382 |
19,384 |
LOW |
19,265 |
0.618 |
19,074 |
1.000 |
18,955 |
1.618 |
18,764 |
2.618 |
18,454 |
4.250 |
17,948 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,420 |
19,220 |
PP |
19,378 |
19,145 |
S1 |
19,337 |
19,070 |
|