| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
17,285 |
17,472 |
187 |
1.1% |
17,777 |
| High |
17,550 |
17,705 |
155 |
0.9% |
17,790 |
| Low |
17,259 |
17,405 |
146 |
0.8% |
17,135 |
| Close |
17,470 |
17,654 |
184 |
1.1% |
17,179 |
| Range |
291 |
300 |
9 |
3.1% |
655 |
| ATR |
250 |
253 |
4 |
1.4% |
0 |
| Volume |
162,469 |
191,105 |
28,636 |
17.6% |
249,699 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,488 |
18,371 |
17,819 |
|
| R3 |
18,188 |
18,071 |
17,737 |
|
| R2 |
17,888 |
17,888 |
17,709 |
|
| R1 |
17,771 |
17,771 |
17,682 |
17,830 |
| PP |
17,588 |
17,588 |
17,588 |
17,617 |
| S1 |
17,471 |
17,471 |
17,627 |
17,530 |
| S2 |
17,288 |
17,288 |
17,599 |
|
| S3 |
16,988 |
17,171 |
17,572 |
|
| S4 |
16,688 |
16,871 |
17,489 |
|
|
| 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 |
17,705 |
17,053 |
652 |
3.7% |
301 |
1.7% |
92% |
True |
False |
168,010 |
| 10 |
17,790 |
17,053 |
737 |
4.2% |
323 |
1.8% |
82% |
False |
False |
87,156 |
| 20 |
17,825 |
17,053 |
772 |
4.4% |
239 |
1.4% |
78% |
False |
False |
43,718 |
| 40 |
17,828 |
16,960 |
868 |
4.9% |
216 |
1.2% |
80% |
False |
False |
21,953 |
| 60 |
17,828 |
15,745 |
2,083 |
11.8% |
217 |
1.2% |
92% |
False |
False |
14,656 |
| 80 |
17,828 |
15,495 |
2,333 |
13.2% |
225 |
1.3% |
93% |
False |
False |
10,996 |
| 100 |
17,828 |
15,495 |
2,333 |
13.2% |
205 |
1.2% |
93% |
False |
False |
8,797 |
| 120 |
17,886 |
15,495 |
2,391 |
13.5% |
184 |
1.0% |
90% |
False |
False |
7,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,980 |
|
2.618 |
18,491 |
|
1.618 |
18,191 |
|
1.000 |
18,005 |
|
0.618 |
17,891 |
|
HIGH |
17,705 |
|
0.618 |
17,591 |
|
0.500 |
17,555 |
|
0.382 |
17,520 |
|
LOW |
17,405 |
|
0.618 |
17,220 |
|
1.000 |
17,105 |
|
1.618 |
16,920 |
|
2.618 |
16,620 |
|
4.250 |
16,130 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,621 |
17,562 |
| PP |
17,588 |
17,471 |
| S1 |
17,555 |
17,379 |
|