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 |
18,450 |
18,510 |
60 |
0.3% |
18,340 |
High |
18,530 |
18,700 |
170 |
0.9% |
18,775 |
Low |
18,360 |
18,455 |
95 |
0.5% |
18,260 |
Close |
18,495 |
18,665 |
170 |
0.9% |
18,405 |
Range |
170 |
245 |
75 |
44.1% |
515 |
ATR |
260 |
259 |
-1 |
-0.4% |
0 |
Volume |
9,232 |
11,498 |
2,266 |
24.5% |
2,135 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,342 |
19,248 |
18,800 |
|
R3 |
19,097 |
19,003 |
18,733 |
|
R2 |
18,852 |
18,852 |
18,710 |
|
R1 |
18,758 |
18,758 |
18,688 |
18,805 |
PP |
18,607 |
18,607 |
18,607 |
18,630 |
S1 |
18,513 |
18,513 |
18,643 |
18,560 |
S2 |
18,362 |
18,362 |
18,620 |
|
S3 |
18,117 |
18,268 |
18,598 |
|
S4 |
17,872 |
18,023 |
18,530 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,025 |
19,730 |
18,688 |
|
R3 |
19,510 |
19,215 |
18,547 |
|
R2 |
18,995 |
18,995 |
18,500 |
|
R1 |
18,700 |
18,700 |
18,452 |
18,848 |
PP |
18,480 |
18,480 |
18,480 |
18,554 |
S1 |
18,185 |
18,185 |
18,358 |
18,333 |
S2 |
17,965 |
17,965 |
18,311 |
|
S3 |
17,450 |
17,670 |
18,264 |
|
S4 |
16,935 |
17,155 |
18,122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,775 |
18,275 |
500 |
2.7% |
259 |
1.4% |
78% |
False |
False |
9,410 |
10 |
18,775 |
18,210 |
565 |
3.0% |
251 |
1.3% |
81% |
False |
False |
4,802 |
20 |
18,775 |
16,190 |
2,585 |
13.8% |
305 |
1.6% |
96% |
False |
False |
2,427 |
40 |
18,775 |
16,190 |
2,585 |
13.8% |
236 |
1.3% |
96% |
False |
False |
1,216 |
60 |
18,775 |
16,190 |
2,585 |
13.8% |
208 |
1.1% |
96% |
False |
False |
811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,741 |
2.618 |
19,342 |
1.618 |
19,097 |
1.000 |
18,945 |
0.618 |
18,852 |
HIGH |
18,700 |
0.618 |
18,607 |
0.500 |
18,578 |
0.382 |
18,549 |
LOW |
18,455 |
0.618 |
18,304 |
1.000 |
18,210 |
1.618 |
18,059 |
2.618 |
17,814 |
4.250 |
17,414 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,636 |
18,606 |
PP |
18,607 |
18,547 |
S1 |
18,578 |
18,488 |
|