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 |
18,510 |
18,675 |
165 |
0.9% |
18,340 |
High |
18,700 |
18,945 |
245 |
1.3% |
18,775 |
Low |
18,455 |
18,640 |
185 |
1.0% |
18,260 |
Close |
18,665 |
18,880 |
215 |
1.2% |
18,405 |
Range |
245 |
305 |
60 |
24.5% |
515 |
ATR |
259 |
263 |
3 |
1.3% |
0 |
Volume |
11,498 |
19,838 |
8,340 |
72.5% |
2,135 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,737 |
19,613 |
19,048 |
|
R3 |
19,432 |
19,308 |
18,964 |
|
R2 |
19,127 |
19,127 |
18,936 |
|
R1 |
19,003 |
19,003 |
18,908 |
19,065 |
PP |
18,822 |
18,822 |
18,822 |
18,853 |
S1 |
18,698 |
18,698 |
18,852 |
18,760 |
S2 |
18,517 |
18,517 |
18,824 |
|
S3 |
18,212 |
18,393 |
18,796 |
|
S4 |
17,907 |
18,088 |
18,712 |
|
|
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 |
18,945 |
18,275 |
670 |
3.5% |
251 |
1.3% |
90% |
True |
False |
13,261 |
10 |
18,945 |
18,260 |
685 |
3.6% |
253 |
1.3% |
91% |
True |
False |
6,780 |
20 |
18,945 |
17,190 |
1,755 |
9.3% |
257 |
1.4% |
96% |
True |
False |
3,416 |
40 |
18,945 |
16,190 |
2,755 |
14.6% |
241 |
1.3% |
98% |
True |
False |
1,712 |
60 |
18,945 |
16,190 |
2,755 |
14.6% |
210 |
1.1% |
98% |
True |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,241 |
2.618 |
19,744 |
1.618 |
19,439 |
1.000 |
19,250 |
0.618 |
19,134 |
HIGH |
18,945 |
0.618 |
18,829 |
0.500 |
18,793 |
0.382 |
18,757 |
LOW |
18,640 |
0.618 |
18,452 |
1.000 |
18,335 |
1.618 |
18,147 |
2.618 |
17,842 |
4.250 |
17,344 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,851 |
18,804 |
PP |
18,822 |
18,728 |
S1 |
18,793 |
18,653 |
|