Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
18,470 |
18,650 |
180 |
1.0% |
18,370 |
High |
18,665 |
18,915 |
250 |
1.3% |
18,755 |
Low |
18,415 |
18,615 |
200 |
1.1% |
18,220 |
Close |
18,625 |
18,855 |
230 |
1.2% |
18,375 |
Range |
250 |
300 |
50 |
20.0% |
535 |
ATR |
277 |
279 |
2 |
0.6% |
0 |
Volume |
17,730 |
7,134 |
-10,596 |
-59.8% |
58,293 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,695 |
19,575 |
19,020 |
|
R3 |
19,395 |
19,275 |
18,938 |
|
R2 |
19,095 |
19,095 |
18,910 |
|
R1 |
18,975 |
18,975 |
18,883 |
19,035 |
PP |
18,795 |
18,795 |
18,795 |
18,825 |
S1 |
18,675 |
18,675 |
18,828 |
18,735 |
S2 |
18,495 |
18,495 |
18,800 |
|
S3 |
18,195 |
18,375 |
18,773 |
|
S4 |
17,895 |
18,075 |
18,690 |
|
|
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 |
18,915 |
18,235 |
680 |
3.6% |
257 |
1.4% |
91% |
True |
False |
17,954 |
10 |
18,915 |
18,220 |
695 |
3.7% |
260 |
1.4% |
91% |
True |
False |
15,110 |
20 |
18,915 |
17,145 |
1,770 |
9.4% |
272 |
1.4% |
97% |
True |
False |
13,658 |
40 |
18,915 |
16,140 |
2,775 |
14.7% |
274 |
1.5% |
98% |
True |
False |
12,912 |
60 |
18,915 |
16,140 |
2,775 |
14.7% |
267 |
1.4% |
98% |
True |
False |
11,982 |
80 |
18,915 |
16,140 |
2,775 |
14.7% |
253 |
1.3% |
98% |
True |
False |
10,346 |
100 |
18,915 |
15,900 |
3,015 |
16.0% |
252 |
1.3% |
98% |
True |
False |
8,282 |
120 |
18,915 |
15,060 |
3,855 |
20.4% |
258 |
1.4% |
98% |
True |
False |
6,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,190 |
2.618 |
19,701 |
1.618 |
19,401 |
1.000 |
19,215 |
0.618 |
19,101 |
HIGH |
18,915 |
0.618 |
18,801 |
0.500 |
18,765 |
0.382 |
18,730 |
LOW |
18,615 |
0.618 |
18,430 |
1.000 |
18,315 |
1.618 |
18,130 |
2.618 |
17,830 |
4.250 |
17,340 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,825 |
18,776 |
PP |
18,795 |
18,697 |
S1 |
18,765 |
18,618 |
|