Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,522 |
19,615 |
93 |
0.5% |
19,110 |
High |
19,665 |
19,783 |
118 |
0.6% |
19,783 |
Low |
19,494 |
19,611 |
117 |
0.6% |
19,083 |
Close |
19,621 |
19,769 |
148 |
0.8% |
19,769 |
Range |
171 |
172 |
1 |
0.6% |
700 |
ATR |
161 |
162 |
1 |
0.5% |
0 |
Volume |
192,372 |
71,100 |
-121,272 |
-63.0% |
673,289 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,237 |
20,175 |
19,864 |
|
R3 |
20,065 |
20,003 |
19,816 |
|
R2 |
19,893 |
19,893 |
19,801 |
|
R1 |
19,831 |
19,831 |
19,785 |
19,862 |
PP |
19,721 |
19,721 |
19,721 |
19,737 |
S1 |
19,659 |
19,659 |
19,753 |
19,690 |
S2 |
19,549 |
19,549 |
19,738 |
|
S3 |
19,377 |
19,487 |
19,722 |
|
S4 |
19,205 |
19,315 |
19,675 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,645 |
21,407 |
20,154 |
|
R3 |
20,945 |
20,707 |
19,962 |
|
R2 |
20,245 |
20,245 |
19,897 |
|
R1 |
20,007 |
20,007 |
19,833 |
20,126 |
PP |
19,545 |
19,545 |
19,545 |
19,605 |
S1 |
19,307 |
19,307 |
19,705 |
19,426 |
S2 |
18,845 |
18,845 |
19,641 |
|
S3 |
18,145 |
18,607 |
19,577 |
|
S4 |
17,445 |
17,907 |
19,384 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,783 |
19,083 |
700 |
3.5% |
189 |
1.0% |
98% |
True |
False |
134,657 |
10 |
19,783 |
19,042 |
741 |
3.7% |
137 |
0.7% |
98% |
True |
False |
140,570 |
20 |
19,783 |
18,682 |
1,101 |
5.6% |
123 |
0.6% |
99% |
True |
False |
138,259 |
40 |
19,783 |
17,418 |
2,365 |
12.0% |
168 |
0.8% |
99% |
True |
False |
168,154 |
60 |
19,783 |
17,418 |
2,365 |
12.0% |
174 |
0.9% |
99% |
True |
False |
162,470 |
80 |
19,783 |
17,418 |
2,365 |
12.0% |
174 |
0.9% |
99% |
True |
False |
138,009 |
100 |
19,783 |
17,418 |
2,365 |
12.0% |
161 |
0.8% |
99% |
True |
False |
110,427 |
120 |
19,783 |
16,876 |
2,907 |
14.7% |
169 |
0.9% |
100% |
True |
False |
92,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,514 |
2.618 |
20,233 |
1.618 |
20,061 |
1.000 |
19,955 |
0.618 |
19,889 |
HIGH |
19,783 |
0.618 |
19,717 |
0.500 |
19,697 |
0.382 |
19,677 |
LOW |
19,611 |
0.618 |
19,505 |
1.000 |
19,439 |
1.618 |
19,333 |
2.618 |
19,161 |
4.250 |
18,880 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,745 |
19,680 |
PP |
19,721 |
19,590 |
S1 |
19,697 |
19,501 |
|