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 |
18,250 |
18,420 |
170 |
0.9% |
18,370 |
High |
18,570 |
18,495 |
-75 |
-0.4% |
18,755 |
Low |
18,235 |
18,320 |
85 |
0.5% |
18,220 |
Close |
18,400 |
18,455 |
55 |
0.3% |
18,375 |
Range |
335 |
175 |
-160 |
-47.8% |
535 |
ATR |
288 |
280 |
-8 |
-2.8% |
0 |
Volume |
36,997 |
15,945 |
-21,052 |
-56.9% |
58,293 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,948 |
18,877 |
18,551 |
|
R3 |
18,773 |
18,702 |
18,503 |
|
R2 |
18,598 |
18,598 |
18,487 |
|
R1 |
18,527 |
18,527 |
18,471 |
18,563 |
PP |
18,423 |
18,423 |
18,423 |
18,441 |
S1 |
18,352 |
18,352 |
18,439 |
18,388 |
S2 |
18,248 |
18,248 |
18,423 |
|
S3 |
18,073 |
18,177 |
18,407 |
|
S4 |
17,898 |
18,002 |
18,359 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,055 |
19,750 |
18,669 |
|
R3 |
19,520 |
19,215 |
18,522 |
|
R2 |
18,985 |
18,985 |
18,473 |
|
R1 |
18,680 |
18,680 |
18,424 |
18,833 |
PP |
18,450 |
18,450 |
18,450 |
18,526 |
S1 |
18,145 |
18,145 |
18,326 |
18,298 |
S2 |
17,915 |
17,915 |
18,277 |
|
S3 |
17,380 |
17,610 |
18,228 |
|
S4 |
16,845 |
17,075 |
18,081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,755 |
18,235 |
520 |
2.8% |
292 |
1.6% |
42% |
False |
False |
18,482 |
10 |
18,755 |
18,050 |
705 |
3.8% |
255 |
1.4% |
57% |
False |
False |
14,350 |
20 |
18,755 |
16,140 |
2,615 |
14.2% |
324 |
1.8% |
89% |
False |
False |
15,634 |
40 |
18,755 |
16,140 |
2,615 |
14.2% |
270 |
1.5% |
89% |
False |
False |
12,757 |
60 |
18,755 |
16,140 |
2,615 |
14.2% |
268 |
1.4% |
89% |
False |
False |
11,973 |
80 |
18,755 |
16,140 |
2,615 |
14.2% |
251 |
1.4% |
89% |
False |
False |
10,035 |
100 |
18,755 |
15,900 |
2,855 |
15.5% |
249 |
1.3% |
89% |
False |
False |
8,034 |
120 |
18,755 |
15,060 |
3,695 |
20.0% |
257 |
1.4% |
92% |
False |
False |
6,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,239 |
2.618 |
18,953 |
1.618 |
18,778 |
1.000 |
18,670 |
0.618 |
18,603 |
HIGH |
18,495 |
0.618 |
18,428 |
0.500 |
18,408 |
0.382 |
18,387 |
LOW |
18,320 |
0.618 |
18,212 |
1.000 |
18,145 |
1.618 |
18,037 |
2.618 |
17,862 |
4.250 |
17,576 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,439 |
18,438 |
PP |
18,423 |
18,420 |
S1 |
18,408 |
18,403 |
|