Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,789 |
19,912 |
123 |
0.6% |
19,110 |
High |
19,957 |
19,968 |
11 |
0.1% |
19,783 |
Low |
19,774 |
19,749 |
-25 |
-0.1% |
19,083 |
Close |
19,912 |
19,824 |
-88 |
-0.4% |
19,769 |
Range |
183 |
219 |
36 |
19.7% |
700 |
ATR |
161 |
165 |
4 |
2.6% |
0 |
Volume |
55,556 |
52,320 |
-3,236 |
-5.8% |
673,289 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,504 |
20,383 |
19,945 |
|
R3 |
20,285 |
20,164 |
19,884 |
|
R2 |
20,066 |
20,066 |
19,864 |
|
R1 |
19,945 |
19,945 |
19,844 |
19,896 |
PP |
19,847 |
19,847 |
19,847 |
19,823 |
S1 |
19,726 |
19,726 |
19,804 |
19,677 |
S2 |
19,628 |
19,628 |
19,784 |
|
S3 |
19,409 |
19,507 |
19,764 |
|
S4 |
19,190 |
19,288 |
19,704 |
|
|
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 |
19,968 |
19,494 |
474 |
2.4% |
174 |
0.9% |
70% |
True |
False |
88,019 |
10 |
19,968 |
19,083 |
885 |
4.5% |
163 |
0.8% |
84% |
True |
False |
117,248 |
20 |
19,968 |
18,793 |
1,175 |
5.9% |
127 |
0.6% |
88% |
True |
False |
118,891 |
40 |
19,968 |
17,418 |
2,550 |
12.9% |
170 |
0.9% |
94% |
True |
False |
161,858 |
60 |
19,968 |
17,418 |
2,550 |
12.9% |
176 |
0.9% |
94% |
True |
False |
159,003 |
80 |
19,968 |
17,418 |
2,550 |
12.9% |
177 |
0.9% |
94% |
True |
False |
140,211 |
100 |
19,968 |
17,418 |
2,550 |
12.9% |
163 |
0.8% |
94% |
True |
False |
112,192 |
120 |
19,968 |
16,876 |
3,092 |
15.6% |
165 |
0.8% |
95% |
True |
False |
93,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,899 |
2.618 |
20,541 |
1.618 |
20,322 |
1.000 |
20,187 |
0.618 |
20,103 |
HIGH |
19,968 |
0.618 |
19,884 |
0.500 |
19,859 |
0.382 |
19,833 |
LOW |
19,749 |
0.618 |
19,614 |
1.000 |
19,530 |
1.618 |
19,395 |
2.618 |
19,176 |
4.250 |
18,818 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,859 |
19,859 |
PP |
19,847 |
19,847 |
S1 |
19,836 |
19,836 |
|