Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,823 |
19,881 |
58 |
0.3% |
19,773 |
High |
19,955 |
19,918 |
-37 |
-0.2% |
19,968 |
Low |
19,779 |
19,860 |
81 |
0.4% |
19,749 |
Close |
19,863 |
19,918 |
55 |
0.3% |
19,918 |
Range |
176 |
58 |
-118 |
-67.0% |
219 |
ATR |
166 |
158 |
-8 |
-4.6% |
0 |
Volume |
41,658 |
4,660 |
-36,998 |
-88.8% |
222,943 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,073 |
20,053 |
19,950 |
|
R3 |
20,015 |
19,995 |
19,934 |
|
R2 |
19,957 |
19,957 |
19,929 |
|
R1 |
19,937 |
19,937 |
19,923 |
19,947 |
PP |
19,899 |
19,899 |
19,899 |
19,904 |
S1 |
19,879 |
19,879 |
19,913 |
19,889 |
S2 |
19,841 |
19,841 |
19,907 |
|
S3 |
19,783 |
19,821 |
19,902 |
|
S4 |
19,725 |
19,763 |
19,886 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,535 |
20,446 |
20,039 |
|
R3 |
20,316 |
20,227 |
19,978 |
|
R2 |
20,097 |
20,097 |
19,958 |
|
R1 |
20,008 |
20,008 |
19,938 |
20,053 |
PP |
19,878 |
19,878 |
19,878 |
19,901 |
S1 |
19,789 |
19,789 |
19,898 |
19,834 |
S2 |
19,659 |
19,659 |
19,878 |
|
S3 |
19,440 |
19,570 |
19,858 |
|
S4 |
19,221 |
19,351 |
19,798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,968 |
19,749 |
219 |
1.1% |
152 |
0.8% |
77% |
False |
False |
44,588 |
10 |
19,968 |
19,083 |
885 |
4.4% |
171 |
0.9% |
94% |
False |
False |
89,623 |
20 |
19,968 |
18,823 |
1,145 |
5.7% |
130 |
0.7% |
96% |
False |
False |
108,749 |
40 |
19,968 |
17,418 |
2,550 |
12.8% |
169 |
0.8% |
98% |
False |
False |
156,401 |
60 |
19,968 |
17,418 |
2,550 |
12.8% |
174 |
0.9% |
98% |
False |
False |
154,471 |
80 |
19,968 |
17,418 |
2,550 |
12.8% |
177 |
0.9% |
98% |
False |
False |
140,787 |
100 |
19,968 |
17,418 |
2,550 |
12.8% |
163 |
0.8% |
98% |
False |
False |
112,654 |
120 |
19,968 |
17,168 |
2,800 |
14.1% |
162 |
0.8% |
98% |
False |
False |
93,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,165 |
2.618 |
20,070 |
1.618 |
20,012 |
1.000 |
19,976 |
0.618 |
19,954 |
HIGH |
19,918 |
0.618 |
19,896 |
0.500 |
19,889 |
0.382 |
19,882 |
LOW |
19,860 |
0.618 |
19,824 |
1.000 |
19,802 |
1.618 |
19,766 |
2.618 |
19,708 |
4.250 |
19,614 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,908 |
19,898 |
PP |
19,899 |
19,878 |
S1 |
19,889 |
19,859 |
|