| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
17,168 |
17,285 |
117 |
0.7% |
17,777 |
| High |
17,316 |
17,550 |
234 |
1.4% |
17,790 |
| Low |
17,053 |
17,259 |
206 |
1.2% |
17,135 |
| Close |
17,254 |
17,470 |
216 |
1.3% |
17,179 |
| Range |
263 |
291 |
28 |
10.6% |
655 |
| ATR |
246 |
250 |
4 |
1.5% |
0 |
| Volume |
263,763 |
162,469 |
-101,294 |
-38.4% |
249,699 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,299 |
18,176 |
17,630 |
|
| R3 |
18,008 |
17,885 |
17,550 |
|
| R2 |
17,717 |
17,717 |
17,523 |
|
| R1 |
17,594 |
17,594 |
17,497 |
17,656 |
| PP |
17,426 |
17,426 |
17,426 |
17,457 |
| S1 |
17,303 |
17,303 |
17,443 |
17,365 |
| S2 |
17,135 |
17,135 |
17,417 |
|
| S3 |
16,844 |
17,012 |
17,390 |
|
| S4 |
16,553 |
16,721 |
17,310 |
|
|
| 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 |
17,681 |
17,053 |
628 |
3.6% |
315 |
1.8% |
66% |
False |
False |
132,623 |
| 10 |
17,825 |
17,053 |
772 |
4.4% |
314 |
1.8% |
54% |
False |
False |
68,070 |
| 20 |
17,825 |
17,053 |
772 |
4.4% |
232 |
1.3% |
54% |
False |
False |
34,167 |
| 40 |
17,828 |
16,960 |
868 |
5.0% |
211 |
1.2% |
59% |
False |
False |
17,177 |
| 60 |
17,828 |
15,745 |
2,083 |
11.9% |
217 |
1.2% |
83% |
False |
False |
11,472 |
| 80 |
17,828 |
15,495 |
2,333 |
13.4% |
225 |
1.3% |
85% |
False |
False |
8,607 |
| 100 |
17,828 |
15,495 |
2,333 |
13.4% |
204 |
1.2% |
85% |
False |
False |
6,886 |
| 120 |
17,886 |
15,495 |
2,391 |
13.7% |
182 |
1.0% |
83% |
False |
False |
5,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,787 |
|
2.618 |
18,312 |
|
1.618 |
18,021 |
|
1.000 |
17,841 |
|
0.618 |
17,730 |
|
HIGH |
17,550 |
|
0.618 |
17,439 |
|
0.500 |
17,405 |
|
0.382 |
17,370 |
|
LOW |
17,259 |
|
0.618 |
17,079 |
|
1.000 |
16,968 |
|
1.618 |
16,788 |
|
2.618 |
16,497 |
|
4.250 |
16,022 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,448 |
17,414 |
| PP |
17,426 |
17,358 |
| S1 |
17,405 |
17,302 |
|