Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,170 |
18,955 |
-215 |
-1.1% |
18,845 |
High |
19,170 |
18,965 |
-205 |
-1.1% |
19,140 |
Low |
18,915 |
18,760 |
-155 |
-0.8% |
18,665 |
Close |
18,935 |
18,805 |
-130 |
-0.7% |
18,840 |
Range |
255 |
205 |
-50 |
-19.6% |
475 |
ATR |
355 |
344 |
-11 |
-3.0% |
0 |
Volume |
3,351 |
2,255 |
-1,096 |
-32.7% |
22,777 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,458 |
19,337 |
18,918 |
|
R3 |
19,253 |
19,132 |
18,862 |
|
R2 |
19,048 |
19,048 |
18,843 |
|
R1 |
18,927 |
18,927 |
18,824 |
18,885 |
PP |
18,843 |
18,843 |
18,843 |
18,823 |
S1 |
18,722 |
18,722 |
18,786 |
18,680 |
S2 |
18,638 |
18,638 |
18,768 |
|
S3 |
18,433 |
18,517 |
18,749 |
|
S4 |
18,228 |
18,312 |
18,692 |
|
|
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 |
19,190 |
18,755 |
435 |
2.3% |
275 |
1.5% |
11% |
False |
False |
3,506 |
10 |
19,930 |
18,665 |
1,265 |
6.7% |
367 |
1.9% |
11% |
False |
False |
7,228 |
20 |
20,035 |
18,565 |
1,470 |
7.8% |
408 |
2.2% |
16% |
False |
False |
11,769 |
40 |
20,095 |
18,565 |
1,530 |
8.1% |
307 |
1.6% |
16% |
False |
False |
5,921 |
60 |
20,095 |
17,845 |
2,250 |
12.0% |
255 |
1.4% |
43% |
False |
False |
3,948 |
80 |
20,095 |
17,160 |
2,935 |
15.6% |
250 |
1.3% |
56% |
False |
False |
2,962 |
100 |
20,705 |
17,160 |
3,545 |
18.9% |
200 |
1.1% |
46% |
False |
False |
2,369 |
120 |
20,945 |
17,160 |
3,785 |
20.1% |
167 |
0.9% |
43% |
False |
False |
1,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,836 |
2.618 |
19,502 |
1.618 |
19,297 |
1.000 |
19,170 |
0.618 |
19,092 |
HIGH |
18,965 |
0.618 |
18,887 |
0.500 |
18,863 |
0.382 |
18,838 |
LOW |
18,760 |
0.618 |
18,633 |
1.000 |
18,555 |
1.618 |
18,428 |
2.618 |
18,223 |
4.250 |
17,889 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
18,863 |
18,975 |
PP |
18,843 |
18,918 |
S1 |
18,824 |
18,862 |
|