Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
18,420 |
18,470 |
50 |
0.3% |
18,370 |
High |
18,495 |
18,665 |
170 |
0.9% |
18,755 |
Low |
18,320 |
18,415 |
95 |
0.5% |
18,220 |
Close |
18,455 |
18,625 |
170 |
0.9% |
18,375 |
Range |
175 |
250 |
75 |
42.9% |
535 |
ATR |
280 |
277 |
-2 |
-0.8% |
0 |
Volume |
15,945 |
17,730 |
1,785 |
11.2% |
58,293 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,318 |
19,222 |
18,763 |
|
R3 |
19,068 |
18,972 |
18,694 |
|
R2 |
18,818 |
18,818 |
18,671 |
|
R1 |
18,722 |
18,722 |
18,648 |
18,770 |
PP |
18,568 |
18,568 |
18,568 |
18,593 |
S1 |
18,472 |
18,472 |
18,602 |
18,520 |
S2 |
18,318 |
18,318 |
18,579 |
|
S3 |
18,068 |
18,222 |
18,556 |
|
S4 |
17,818 |
17,972 |
18,488 |
|
|
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% |
268 |
1.4% |
75% |
False |
False |
19,287 |
10 |
18,755 |
18,165 |
590 |
3.2% |
259 |
1.4% |
78% |
False |
False |
15,230 |
20 |
18,755 |
16,140 |
2,615 |
14.0% |
323 |
1.7% |
95% |
False |
False |
16,010 |
40 |
18,755 |
16,140 |
2,615 |
14.0% |
270 |
1.5% |
95% |
False |
False |
12,953 |
60 |
18,755 |
16,140 |
2,615 |
14.0% |
266 |
1.4% |
95% |
False |
False |
12,061 |
80 |
18,755 |
16,140 |
2,615 |
14.0% |
254 |
1.4% |
95% |
False |
False |
10,257 |
100 |
18,755 |
15,900 |
2,855 |
15.3% |
250 |
1.3% |
95% |
False |
False |
8,211 |
120 |
18,755 |
15,060 |
3,695 |
19.8% |
258 |
1.4% |
96% |
False |
False |
6,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,728 |
2.618 |
19,320 |
1.618 |
19,070 |
1.000 |
18,915 |
0.618 |
18,820 |
HIGH |
18,665 |
0.618 |
18,570 |
0.500 |
18,540 |
0.382 |
18,511 |
LOW |
18,415 |
0.618 |
18,261 |
1.000 |
18,165 |
1.618 |
18,011 |
2.618 |
17,761 |
4.250 |
17,353 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,597 |
18,567 |
PP |
18,568 |
18,508 |
S1 |
18,540 |
18,450 |
|