Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
18,845 |
18,925 |
80 |
0.4% |
18,770 |
High |
19,005 |
18,965 |
-40 |
-0.2% |
19,930 |
Low |
18,665 |
18,725 |
60 |
0.3% |
18,565 |
Close |
18,900 |
18,955 |
55 |
0.3% |
18,835 |
Range |
340 |
240 |
-100 |
-29.4% |
1,365 |
ATR |
396 |
385 |
-11 |
-2.8% |
0 |
Volume |
9,297 |
6,216 |
-3,081 |
-33.1% |
86,154 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,602 |
19,518 |
19,087 |
|
R3 |
19,362 |
19,278 |
19,021 |
|
R2 |
19,122 |
19,122 |
18,999 |
|
R1 |
19,038 |
19,038 |
18,977 |
19,080 |
PP |
18,882 |
18,882 |
18,882 |
18,903 |
S1 |
18,798 |
18,798 |
18,933 |
18,840 |
S2 |
18,642 |
18,642 |
18,911 |
|
S3 |
18,402 |
18,558 |
18,889 |
|
S4 |
18,162 |
18,318 |
18,823 |
|
|
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 |
18,665 |
1,265 |
6.7% |
515 |
2.7% |
23% |
False |
False |
13,124 |
10 |
19,930 |
18,565 |
1,365 |
7.2% |
491 |
2.6% |
29% |
False |
False |
14,853 |
20 |
20,095 |
18,565 |
1,530 |
8.1% |
372 |
2.0% |
25% |
False |
False |
10,773 |
40 |
20,095 |
18,565 |
1,530 |
8.1% |
291 |
1.5% |
25% |
False |
False |
5,393 |
60 |
20,095 |
17,160 |
2,935 |
15.5% |
256 |
1.4% |
61% |
False |
False |
3,597 |
80 |
20,095 |
17,160 |
2,935 |
15.5% |
229 |
1.2% |
61% |
False |
False |
2,698 |
100 |
20,945 |
17,160 |
3,785 |
20.0% |
184 |
1.0% |
47% |
False |
False |
2,158 |
120 |
20,945 |
17,160 |
3,785 |
20.0% |
153 |
0.8% |
47% |
False |
False |
1,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,985 |
2.618 |
19,593 |
1.618 |
19,353 |
1.000 |
19,205 |
0.618 |
19,113 |
HIGH |
18,965 |
0.618 |
18,873 |
0.500 |
18,845 |
0.382 |
18,817 |
LOW |
18,725 |
0.618 |
18,577 |
1.000 |
18,485 |
1.618 |
18,337 |
2.618 |
18,097 |
4.250 |
17,705 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
18,918 |
19,298 |
PP |
18,882 |
19,183 |
S1 |
18,845 |
19,069 |
|