Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,110 |
19,214 |
104 |
0.5% |
19,125 |
High |
19,276 |
19,245 |
-31 |
-0.2% |
19,215 |
Low |
19,083 |
19,176 |
93 |
0.5% |
19,042 |
Close |
19,210 |
19,232 |
22 |
0.1% |
19,158 |
Range |
193 |
69 |
-124 |
-64.2% |
173 |
ATR |
152 |
146 |
-6 |
-3.9% |
0 |
Volume |
141,710 |
103,826 |
-37,884 |
-26.7% |
732,420 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,425 |
19,397 |
19,270 |
|
R3 |
19,356 |
19,328 |
19,251 |
|
R2 |
19,287 |
19,287 |
19,245 |
|
R1 |
19,259 |
19,259 |
19,238 |
19,273 |
PP |
19,218 |
19,218 |
19,218 |
19,225 |
S1 |
19,190 |
19,190 |
19,226 |
19,204 |
S2 |
19,149 |
19,149 |
19,219 |
|
S3 |
19,080 |
19,121 |
19,213 |
|
S4 |
19,011 |
19,052 |
19,194 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,657 |
19,581 |
19,253 |
|
R3 |
19,484 |
19,408 |
19,206 |
|
R2 |
19,311 |
19,311 |
19,190 |
|
R1 |
19,235 |
19,235 |
19,174 |
19,273 |
PP |
19,138 |
19,138 |
19,138 |
19,158 |
S1 |
19,062 |
19,062 |
19,142 |
19,100 |
S2 |
18,965 |
18,965 |
19,126 |
|
S3 |
18,792 |
18,889 |
19,111 |
|
S4 |
18,619 |
18,716 |
19,063 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,276 |
19,083 |
193 |
1.0% |
106 |
0.6% |
77% |
False |
False |
146,076 |
10 |
19,276 |
18,912 |
364 |
1.9% |
99 |
0.5% |
88% |
False |
False |
129,853 |
20 |
19,276 |
17,418 |
1,858 |
9.7% |
174 |
0.9% |
98% |
False |
False |
174,534 |
40 |
19,276 |
17,418 |
1,858 |
9.7% |
167 |
0.9% |
98% |
False |
False |
170,533 |
60 |
19,276 |
17,418 |
1,858 |
9.7% |
175 |
0.9% |
98% |
False |
False |
167,207 |
80 |
19,276 |
17,418 |
1,858 |
9.7% |
168 |
0.9% |
98% |
False |
False |
132,671 |
100 |
19,276 |
17,418 |
1,858 |
9.7% |
157 |
0.8% |
98% |
False |
False |
106,151 |
120 |
19,276 |
16,876 |
2,400 |
12.5% |
167 |
0.9% |
98% |
False |
False |
88,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,538 |
2.618 |
19,426 |
1.618 |
19,357 |
1.000 |
19,314 |
0.618 |
19,288 |
HIGH |
19,245 |
0.618 |
19,219 |
0.500 |
19,211 |
0.382 |
19,202 |
LOW |
19,176 |
0.618 |
19,133 |
1.000 |
19,107 |
1.618 |
19,064 |
2.618 |
18,995 |
4.250 |
18,883 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,225 |
19,215 |
PP |
19,218 |
19,197 |
S1 |
19,211 |
19,180 |
|