Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,095 |
18,855 |
-240 |
-1.3% |
18,845 |
High |
19,125 |
18,985 |
-140 |
-0.7% |
19,140 |
Low |
18,755 |
18,810 |
55 |
0.3% |
18,665 |
Close |
18,840 |
18,910 |
70 |
0.4% |
18,840 |
Range |
370 |
175 |
-195 |
-52.7% |
475 |
ATR |
376 |
362 |
-14 |
-3.8% |
0 |
Volume |
3,685 |
4,146 |
461 |
12.5% |
22,777 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,427 |
19,343 |
19,006 |
|
R3 |
19,252 |
19,168 |
18,958 |
|
R2 |
19,077 |
19,077 |
18,942 |
|
R1 |
18,993 |
18,993 |
18,926 |
19,035 |
PP |
18,902 |
18,902 |
18,902 |
18,923 |
S1 |
18,818 |
18,818 |
18,894 |
18,860 |
S2 |
18,727 |
18,727 |
18,878 |
|
S3 |
18,552 |
18,643 |
18,862 |
|
S4 |
18,377 |
18,468 |
18,814 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,307 |
20,048 |
19,101 |
|
R3 |
19,832 |
19,573 |
18,971 |
|
R2 |
19,357 |
19,357 |
18,927 |
|
R1 |
19,098 |
19,098 |
18,884 |
18,990 |
PP |
18,882 |
18,882 |
18,882 |
18,828 |
S1 |
18,623 |
18,623 |
18,797 |
18,515 |
S2 |
18,407 |
18,407 |
18,753 |
|
S3 |
17,932 |
18,148 |
18,710 |
|
S4 |
17,457 |
17,673 |
18,579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,140 |
18,665 |
475 |
2.5% |
279 |
1.5% |
52% |
False |
False |
5,384 |
10 |
19,930 |
18,565 |
1,365 |
7.2% |
427 |
2.3% |
25% |
False |
False |
11,307 |
20 |
20,095 |
18,565 |
1,530 |
8.1% |
390 |
2.1% |
23% |
False |
False |
11,328 |
40 |
20,095 |
18,565 |
1,530 |
8.1% |
301 |
1.6% |
23% |
False |
False |
5,679 |
60 |
20,095 |
17,475 |
2,620 |
13.9% |
259 |
1.4% |
55% |
False |
False |
3,787 |
80 |
20,095 |
17,160 |
2,935 |
15.5% |
240 |
1.3% |
60% |
False |
False |
2,840 |
100 |
20,945 |
17,160 |
3,785 |
20.0% |
192 |
1.0% |
46% |
False |
False |
2,272 |
120 |
20,945 |
17,160 |
3,785 |
20.0% |
160 |
0.8% |
46% |
False |
False |
1,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,729 |
2.618 |
19,443 |
1.618 |
19,268 |
1.000 |
19,160 |
0.618 |
19,093 |
HIGH |
18,985 |
0.618 |
18,918 |
0.500 |
18,898 |
0.382 |
18,877 |
LOW |
18,810 |
0.618 |
18,702 |
1.000 |
18,635 |
1.618 |
18,527 |
2.618 |
18,352 |
4.250 |
18,066 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
18,906 |
18,948 |
PP |
18,902 |
18,935 |
S1 |
18,898 |
18,923 |
|