Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,756.54 |
17,495.04 |
-261.50 |
-1.5% |
17,277.11 |
High |
17,796.76 |
17,496.58 |
-300.18 |
-1.7% |
17,796.76 |
Low |
17,493.50 |
17,124.31 |
-369.19 |
-2.1% |
17,124.31 |
Close |
17,495.84 |
17,128.55 |
-367.29 |
-2.1% |
17,128.55 |
Range |
303.26 |
372.27 |
69.01 |
22.8% |
672.45 |
ATR |
236.10 |
245.82 |
9.73 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,366.62 |
18,119.86 |
17,333.30 |
|
R3 |
17,994.35 |
17,747.59 |
17,230.92 |
|
R2 |
17,622.08 |
17,622.08 |
17,196.80 |
|
R1 |
17,375.32 |
17,375.32 |
17,162.67 |
17,312.57 |
PP |
17,249.81 |
17,249.81 |
17,249.81 |
17,218.44 |
S1 |
17,003.05 |
17,003.05 |
17,094.43 |
16,940.30 |
S2 |
16,877.54 |
16,877.54 |
17,060.30 |
|
S3 |
16,505.27 |
16,630.78 |
17,026.18 |
|
S4 |
16,133.00 |
16,258.51 |
16,923.80 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,367.22 |
18,920.34 |
17,498.40 |
|
R3 |
18,694.77 |
18,247.89 |
17,313.47 |
|
R2 |
18,022.32 |
18,022.32 |
17,251.83 |
|
R1 |
17,575.44 |
17,575.44 |
17,190.19 |
17,462.66 |
PP |
17,349.87 |
17,349.87 |
17,349.87 |
17,293.48 |
S1 |
16,902.99 |
16,902.99 |
17,066.91 |
16,790.21 |
S2 |
16,677.42 |
16,677.42 |
17,005.27 |
|
S3 |
16,004.97 |
16,230.54 |
16,943.63 |
|
S4 |
15,332.52 |
15,558.09 |
16,758.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,796.76 |
17,124.31 |
672.45 |
3.9% |
300.44 |
1.8% |
1% |
False |
True |
|
10 |
17,845.49 |
17,124.31 |
721.18 |
4.2% |
285.86 |
1.7% |
1% |
False |
True |
|
20 |
17,914.34 |
17,124.31 |
790.03 |
4.6% |
234.77 |
1.4% |
1% |
False |
True |
|
40 |
17,977.85 |
17,124.31 |
853.54 |
5.0% |
198.68 |
1.2% |
0% |
False |
True |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.9% |
201.32 |
1.2% |
58% |
False |
False |
|
80 |
17,977.85 |
15,942.37 |
2,035.48 |
11.9% |
218.20 |
1.3% |
58% |
False |
False |
|
100 |
17,977.85 |
15,370.33 |
2,607.52 |
15.2% |
233.63 |
1.4% |
67% |
False |
False |
|
120 |
18,137.12 |
15,370.33 |
2,766.79 |
16.2% |
222.76 |
1.3% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,078.73 |
2.618 |
18,471.18 |
1.618 |
18,098.91 |
1.000 |
17,868.85 |
0.618 |
17,726.64 |
HIGH |
17,496.58 |
0.618 |
17,354.37 |
0.500 |
17,310.45 |
0.382 |
17,266.52 |
LOW |
17,124.31 |
0.618 |
16,894.25 |
1.000 |
16,752.04 |
1.618 |
16,521.98 |
2.618 |
16,149.71 |
4.250 |
15,542.16 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,310.45 |
17,460.54 |
PP |
17,249.81 |
17,349.87 |
S1 |
17,189.18 |
17,239.21 |
|