Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
18,925 |
18,935 |
10 |
0.1% |
18,770 |
High |
18,965 |
19,140 |
175 |
0.9% |
19,930 |
Low |
18,725 |
18,870 |
145 |
0.8% |
18,565 |
Close |
18,955 |
19,125 |
170 |
0.9% |
18,835 |
Range |
240 |
270 |
30 |
12.5% |
1,365 |
ATR |
385 |
377 |
-8 |
-2.1% |
0 |
Volume |
6,216 |
3,579 |
-2,637 |
-42.4% |
86,154 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,855 |
19,760 |
19,274 |
|
R3 |
19,585 |
19,490 |
19,199 |
|
R2 |
19,315 |
19,315 |
19,175 |
|
R1 |
19,220 |
19,220 |
19,150 |
19,268 |
PP |
19,045 |
19,045 |
19,045 |
19,069 |
S1 |
18,950 |
18,950 |
19,100 |
18,998 |
S2 |
18,775 |
18,775 |
19,076 |
|
S3 |
18,505 |
18,680 |
19,051 |
|
S4 |
18,235 |
18,410 |
18,977 |
|
|
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 |
6.6% |
458 |
2.4% |
36% |
False |
False |
10,950 |
10 |
19,930 |
18,565 |
1,365 |
7.1% |
458 |
2.4% |
41% |
False |
False |
13,501 |
20 |
20,095 |
18,565 |
1,530 |
8.0% |
378 |
2.0% |
37% |
False |
False |
10,944 |
40 |
20,095 |
18,565 |
1,530 |
8.0% |
297 |
1.6% |
37% |
False |
False |
5,483 |
60 |
20,095 |
17,475 |
2,620 |
13.7% |
258 |
1.3% |
63% |
False |
False |
3,656 |
80 |
20,095 |
17,160 |
2,935 |
15.3% |
233 |
1.2% |
67% |
False |
False |
2,742 |
100 |
20,945 |
17,160 |
3,785 |
19.8% |
186 |
1.0% |
52% |
False |
False |
2,194 |
120 |
20,945 |
17,160 |
3,785 |
19.8% |
155 |
0.8% |
52% |
False |
False |
1,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,288 |
2.618 |
19,847 |
1.618 |
19,577 |
1.000 |
19,410 |
0.618 |
19,307 |
HIGH |
19,140 |
0.618 |
19,037 |
0.500 |
19,005 |
0.382 |
18,973 |
LOW |
18,870 |
0.618 |
18,703 |
1.000 |
18,600 |
1.618 |
18,433 |
2.618 |
18,163 |
4.250 |
17,723 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,085 |
19,051 |
PP |
19,045 |
18,977 |
S1 |
19,005 |
18,903 |
|