Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
18,935 |
19,095 |
160 |
0.8% |
18,770 |
High |
19,140 |
19,125 |
-15 |
-0.1% |
19,930 |
Low |
18,870 |
18,755 |
-115 |
-0.6% |
18,565 |
Close |
19,125 |
18,840 |
-285 |
-1.5% |
18,835 |
Range |
270 |
370 |
100 |
37.0% |
1,365 |
ATR |
377 |
376 |
0 |
-0.1% |
0 |
Volume |
3,579 |
3,685 |
106 |
3.0% |
86,154 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,017 |
19,798 |
19,044 |
|
R3 |
19,647 |
19,428 |
18,942 |
|
R2 |
19,277 |
19,277 |
18,908 |
|
R1 |
19,058 |
19,058 |
18,874 |
18,983 |
PP |
18,907 |
18,907 |
18,907 |
18,869 |
S1 |
18,688 |
18,688 |
18,806 |
18,613 |
S2 |
18,537 |
18,537 |
18,772 |
|
S3 |
18,167 |
18,318 |
18,738 |
|
S4 |
17,797 |
17,948 |
18,637 |
|
|
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% |
470 |
2.5% |
14% |
False |
False |
9,651 |
10 |
19,930 |
18,565 |
1,365 |
7.2% |
477 |
2.5% |
20% |
False |
False |
12,375 |
20 |
20,095 |
18,565 |
1,530 |
8.1% |
391 |
2.1% |
18% |
False |
False |
11,124 |
40 |
20,095 |
18,565 |
1,530 |
8.1% |
299 |
1.6% |
18% |
False |
False |
5,575 |
60 |
20,095 |
17,475 |
2,620 |
13.9% |
261 |
1.4% |
52% |
False |
False |
3,718 |
80 |
20,095 |
17,160 |
2,935 |
15.6% |
237 |
1.3% |
57% |
False |
False |
2,788 |
100 |
20,945 |
17,160 |
3,785 |
20.1% |
190 |
1.0% |
44% |
False |
False |
2,231 |
120 |
20,945 |
17,160 |
3,785 |
20.1% |
158 |
0.8% |
44% |
False |
False |
1,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,698 |
2.618 |
20,094 |
1.618 |
19,724 |
1.000 |
19,495 |
0.618 |
19,354 |
HIGH |
19,125 |
0.618 |
18,984 |
0.500 |
18,940 |
0.382 |
18,896 |
LOW |
18,755 |
0.618 |
18,526 |
1.000 |
18,385 |
1.618 |
18,156 |
2.618 |
17,786 |
4.250 |
17,183 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
18,940 |
18,933 |
PP |
18,907 |
18,902 |
S1 |
18,873 |
18,871 |
|