Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,405 |
17,503 |
98 |
0.6% |
17,777 |
High |
17,617 |
17,541 |
-76 |
-0.4% |
17,790 |
Low |
17,375 |
17,135 |
-240 |
-1.4% |
17,135 |
Close |
17,486 |
17,179 |
-307 |
-1.8% |
17,179 |
Range |
242 |
406 |
164 |
67.8% |
655 |
ATR |
232 |
245 |
12 |
5.3% |
0 |
Volume |
48,271 |
174,443 |
126,172 |
261.4% |
249,699 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,503 |
18,247 |
17,402 |
|
R3 |
18,097 |
17,841 |
17,291 |
|
R2 |
17,691 |
17,691 |
17,254 |
|
R1 |
17,435 |
17,435 |
17,216 |
17,360 |
PP |
17,285 |
17,285 |
17,285 |
17,248 |
S1 |
17,029 |
17,029 |
17,142 |
16,954 |
S2 |
16,879 |
16,879 |
17,105 |
|
S3 |
16,473 |
16,623 |
17,067 |
|
S4 |
16,067 |
16,217 |
16,956 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,333 |
18,911 |
17,539 |
|
R3 |
18,678 |
18,256 |
17,359 |
|
R2 |
18,023 |
18,023 |
17,299 |
|
R1 |
17,601 |
17,601 |
17,239 |
17,485 |
PP |
17,368 |
17,368 |
17,368 |
17,310 |
S1 |
16,946 |
16,946 |
17,119 |
16,830 |
S2 |
16,713 |
16,713 |
17,059 |
|
S3 |
16,058 |
16,291 |
16,999 |
|
S4 |
15,403 |
15,636 |
16,819 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,790 |
17,135 |
655 |
3.8% |
306 |
1.8% |
7% |
False |
True |
49,939 |
10 |
17,825 |
17,135 |
690 |
4.0% |
284 |
1.7% |
6% |
False |
True |
25,495 |
20 |
17,825 |
16,991 |
834 |
4.9% |
237 |
1.4% |
23% |
False |
False |
12,877 |
40 |
17,828 |
16,930 |
898 |
5.2% |
202 |
1.2% |
28% |
False |
False |
6,523 |
60 |
17,828 |
15,745 |
2,083 |
12.1% |
217 |
1.3% |
69% |
False |
False |
4,369 |
80 |
17,828 |
15,495 |
2,333 |
13.6% |
226 |
1.3% |
72% |
False |
False |
3,279 |
100 |
17,828 |
15,495 |
2,333 |
13.6% |
201 |
1.2% |
72% |
False |
False |
2,623 |
120 |
17,886 |
15,495 |
2,391 |
13.9% |
177 |
1.0% |
70% |
False |
False |
2,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,267 |
2.618 |
18,604 |
1.618 |
18,198 |
1.000 |
17,947 |
0.618 |
17,792 |
HIGH |
17,541 |
0.618 |
17,386 |
0.500 |
17,338 |
0.382 |
17,290 |
LOW |
17,135 |
0.618 |
16,884 |
1.000 |
16,729 |
1.618 |
16,478 |
2.618 |
16,072 |
4.250 |
15,410 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,338 |
17,408 |
PP |
17,285 |
17,332 |
S1 |
17,232 |
17,255 |
|