Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,385 |
19,290 |
-95 |
-0.5% |
18,770 |
High |
19,575 |
19,930 |
355 |
1.8% |
19,930 |
Low |
19,265 |
18,800 |
-465 |
-2.4% |
18,565 |
Close |
19,295 |
18,835 |
-460 |
-2.4% |
18,835 |
Range |
310 |
1,130 |
820 |
264.5% |
1,365 |
ATR |
345 |
401 |
56 |
16.3% |
0 |
Volume |
10,178 |
25,482 |
15,304 |
150.4% |
86,154 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,578 |
21,837 |
19,457 |
|
R3 |
21,448 |
20,707 |
19,146 |
|
R2 |
20,318 |
20,318 |
19,042 |
|
R1 |
19,577 |
19,577 |
18,939 |
19,383 |
PP |
19,188 |
19,188 |
19,188 |
19,091 |
S1 |
18,447 |
18,447 |
18,732 |
18,253 |
S2 |
18,058 |
18,058 |
18,628 |
|
S3 |
16,928 |
17,317 |
18,524 |
|
S4 |
15,798 |
16,187 |
18,214 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,205 |
22,385 |
19,586 |
|
R3 |
21,840 |
21,020 |
19,211 |
|
R2 |
20,475 |
20,475 |
19,085 |
|
R1 |
19,655 |
19,655 |
18,960 |
20,065 |
PP |
19,110 |
19,110 |
19,110 |
19,315 |
S1 |
18,290 |
18,290 |
18,710 |
18,700 |
S2 |
17,745 |
17,745 |
18,585 |
|
S3 |
16,380 |
16,925 |
18,460 |
|
S4 |
15,015 |
15,560 |
18,084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,930 |
18,565 |
1,365 |
7.2% |
575 |
3.1% |
20% |
True |
False |
17,230 |
10 |
19,930 |
18,565 |
1,365 |
7.2% |
506 |
2.7% |
20% |
True |
False |
19,456 |
20 |
20,095 |
18,565 |
1,530 |
8.1% |
364 |
1.9% |
18% |
False |
False |
10,003 |
40 |
20,095 |
18,565 |
1,530 |
8.1% |
287 |
1.5% |
18% |
False |
False |
5,007 |
60 |
20,095 |
17,160 |
2,935 |
15.6% |
254 |
1.3% |
57% |
False |
False |
3,338 |
80 |
20,095 |
17,160 |
2,935 |
15.6% |
222 |
1.2% |
57% |
False |
False |
2,504 |
100 |
20,945 |
17,160 |
3,785 |
20.1% |
178 |
0.9% |
44% |
False |
False |
2,003 |
120 |
20,945 |
17,160 |
3,785 |
20.1% |
148 |
0.8% |
44% |
False |
False |
1,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,733 |
2.618 |
22,888 |
1.618 |
21,758 |
1.000 |
21,060 |
0.618 |
20,628 |
HIGH |
19,930 |
0.618 |
19,498 |
0.500 |
19,365 |
0.382 |
19,232 |
LOW |
18,800 |
0.618 |
18,102 |
1.000 |
17,670 |
1.618 |
16,972 |
2.618 |
15,842 |
4.250 |
13,998 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,365 |
19,365 |
PP |
19,188 |
19,188 |
S1 |
19,012 |
19,012 |
|