| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
19,290 |
18,845 |
-445 |
-2.3% |
18,770 |
| High |
19,930 |
19,005 |
-925 |
-4.6% |
19,930 |
| Low |
18,800 |
18,665 |
-135 |
-0.7% |
18,565 |
| Close |
18,835 |
18,900 |
65 |
0.3% |
18,835 |
| Range |
1,130 |
340 |
-790 |
-69.9% |
1,365 |
| ATR |
401 |
396 |
-4 |
-1.1% |
0 |
| Volume |
25,482 |
9,297 |
-16,185 |
-63.5% |
86,154 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,877 |
19,728 |
19,087 |
|
| R3 |
19,537 |
19,388 |
18,994 |
|
| R2 |
19,197 |
19,197 |
18,962 |
|
| R1 |
19,048 |
19,048 |
18,931 |
19,123 |
| PP |
18,857 |
18,857 |
18,857 |
18,894 |
| S1 |
18,708 |
18,708 |
18,869 |
18,783 |
| S2 |
18,517 |
18,517 |
18,838 |
|
| S3 |
18,177 |
18,368 |
18,807 |
|
| S4 |
17,837 |
18,028 |
18,713 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,205 |
22,385 |
19,586 |
|
| R3 |
21,840 |
21,020 |
19,211 |
|
| R2 |
20,475 |
20,475 |
19,085 |
|
| R1 |
19,655 |
19,655 |
18,960 |
20,065 |
| PP |
19,110 |
19,110 |
19,110 |
19,315 |
| S1 |
18,290 |
18,290 |
18,710 |
18,700 |
| S2 |
17,745 |
17,745 |
18,585 |
|
| S3 |
16,380 |
16,925 |
18,460 |
|
| S4 |
15,015 |
15,560 |
18,084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,930 |
18,565 |
1,365 |
7.2% |
555 |
2.9% |
25% |
False |
False |
15,007 |
| 10 |
19,930 |
18,565 |
1,365 |
7.2% |
520 |
2.8% |
25% |
False |
False |
16,629 |
| 20 |
20,095 |
18,565 |
1,530 |
8.1% |
372 |
2.0% |
22% |
False |
False |
10,466 |
| 40 |
20,095 |
18,565 |
1,530 |
8.1% |
288 |
1.5% |
22% |
False |
False |
5,239 |
| 60 |
20,095 |
17,160 |
2,935 |
15.5% |
259 |
1.4% |
59% |
False |
False |
3,493 |
| 80 |
20,095 |
17,160 |
2,935 |
15.5% |
226 |
1.2% |
59% |
False |
False |
2,620 |
| 100 |
20,945 |
17,160 |
3,785 |
20.0% |
181 |
1.0% |
46% |
False |
False |
2,096 |
| 120 |
20,945 |
17,160 |
3,785 |
20.0% |
151 |
0.8% |
46% |
False |
False |
1,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,450 |
|
2.618 |
19,895 |
|
1.618 |
19,555 |
|
1.000 |
19,345 |
|
0.618 |
19,215 |
|
HIGH |
19,005 |
|
0.618 |
18,875 |
|
0.500 |
18,835 |
|
0.382 |
18,795 |
|
LOW |
18,665 |
|
0.618 |
18,455 |
|
1.000 |
18,325 |
|
1.618 |
18,115 |
|
2.618 |
17,775 |
|
4.250 |
17,220 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,878 |
19,298 |
| PP |
18,857 |
19,165 |
| S1 |
18,835 |
19,033 |
|