Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,574.75 |
17,277.11 |
-297.64 |
-1.7% |
17,845.49 |
High |
17,574.75 |
17,378.02 |
-196.73 |
-1.1% |
17,845.49 |
Low |
17,230.50 |
17,138.47 |
-92.03 |
-0.5% |
17,230.50 |
Close |
17,265.21 |
17,368.50 |
103.29 |
0.6% |
17,265.21 |
Range |
344.25 |
239.55 |
-104.70 |
-30.4% |
614.99 |
ATR |
219.45 |
220.88 |
1.44 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,013.65 |
17,930.62 |
17,500.25 |
|
R3 |
17,774.10 |
17,691.07 |
17,434.38 |
|
R2 |
17,534.55 |
17,534.55 |
17,412.42 |
|
R1 |
17,451.52 |
17,451.52 |
17,390.46 |
17,493.04 |
PP |
17,295.00 |
17,295.00 |
17,295.00 |
17,315.75 |
S1 |
17,211.97 |
17,211.97 |
17,346.54 |
17,253.49 |
S2 |
17,055.45 |
17,055.45 |
17,324.58 |
|
S3 |
16,815.90 |
16,972.42 |
17,302.62 |
|
S4 |
16,576.35 |
16,732.87 |
17,236.75 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,292.04 |
18,893.61 |
17,603.45 |
|
R3 |
18,677.05 |
18,278.62 |
17,434.33 |
|
R2 |
18,062.06 |
18,062.06 |
17,377.96 |
|
R1 |
17,663.63 |
17,663.63 |
17,321.58 |
17,555.35 |
PP |
17,447.07 |
17,447.07 |
17,447.07 |
17,392.93 |
S1 |
17,048.64 |
17,048.64 |
17,208.84 |
16,940.36 |
S2 |
16,832.08 |
16,832.08 |
17,152.46 |
|
S3 |
16,217.09 |
16,433.65 |
17,096.09 |
|
S4 |
15,602.10 |
15,818.66 |
16,926.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,767.69 |
17,138.47 |
629.22 |
3.6% |
277.93 |
1.6% |
37% |
False |
True |
|
10 |
17,901.58 |
17,138.47 |
763.11 |
4.4% |
270.39 |
1.6% |
30% |
False |
True |
|
20 |
17,914.34 |
17,138.47 |
775.87 |
4.5% |
210.55 |
1.2% |
30% |
False |
True |
|
40 |
17,977.85 |
17,129.19 |
848.66 |
4.9% |
184.85 |
1.1% |
28% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.7% |
194.05 |
1.1% |
70% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
15.0% |
238.79 |
1.4% |
77% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.0% |
228.14 |
1.3% |
77% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
15.9% |
218.50 |
1.3% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,396.11 |
2.618 |
18,005.16 |
1.618 |
17,765.61 |
1.000 |
17,617.57 |
0.618 |
17,526.06 |
HIGH |
17,378.02 |
0.618 |
17,286.51 |
0.500 |
17,258.25 |
0.382 |
17,229.98 |
LOW |
17,138.47 |
0.618 |
16,990.43 |
1.000 |
16,898.92 |
1.618 |
16,750.88 |
2.618 |
16,511.33 |
4.250 |
16,120.38 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,331.75 |
17,418.11 |
PP |
17,295.00 |
17,401.57 |
S1 |
17,258.25 |
17,385.04 |
|