Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
18,675 |
18,890 |
215 |
1.2% |
18,285 |
High |
18,945 |
19,260 |
315 |
1.7% |
19,260 |
Low |
18,640 |
18,825 |
185 |
1.0% |
18,275 |
Close |
18,880 |
19,255 |
375 |
2.0% |
19,255 |
Range |
305 |
435 |
130 |
42.6% |
985 |
ATR |
263 |
275 |
12 |
4.7% |
0 |
Volume |
19,838 |
13,858 |
-5,980 |
-30.1% |
79,341 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,418 |
20,272 |
19,494 |
|
R3 |
19,983 |
19,837 |
19,375 |
|
R2 |
19,548 |
19,548 |
19,335 |
|
R1 |
19,402 |
19,402 |
19,295 |
19,475 |
PP |
19,113 |
19,113 |
19,113 |
19,150 |
S1 |
18,967 |
18,967 |
19,215 |
19,040 |
S2 |
18,678 |
18,678 |
19,175 |
|
S3 |
18,243 |
18,532 |
19,136 |
|
S4 |
17,808 |
18,097 |
19,016 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,885 |
21,555 |
19,797 |
|
R3 |
20,900 |
20,570 |
19,526 |
|
R2 |
19,915 |
19,915 |
19,436 |
|
R1 |
19,585 |
19,585 |
19,345 |
19,750 |
PP |
18,930 |
18,930 |
18,930 |
19,013 |
S1 |
18,600 |
18,600 |
19,165 |
18,765 |
S2 |
17,945 |
17,945 |
19,075 |
|
S3 |
16,960 |
17,615 |
18,984 |
|
S4 |
15,975 |
16,630 |
18,713 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,260 |
18,275 |
985 |
5.1% |
296 |
1.5% |
99% |
True |
False |
15,868 |
10 |
19,260 |
18,260 |
1,000 |
5.2% |
276 |
1.4% |
100% |
True |
False |
8,147 |
20 |
19,260 |
17,330 |
1,930 |
10.0% |
258 |
1.3% |
100% |
True |
False |
4,106 |
40 |
19,260 |
16,190 |
3,070 |
15.9% |
248 |
1.3% |
100% |
True |
False |
2,059 |
60 |
19,260 |
16,190 |
3,070 |
15.9% |
215 |
1.1% |
100% |
True |
False |
1,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,109 |
2.618 |
20,399 |
1.618 |
19,964 |
1.000 |
19,695 |
0.618 |
19,529 |
HIGH |
19,260 |
0.618 |
19,094 |
0.500 |
19,043 |
0.382 |
18,991 |
LOW |
18,825 |
0.618 |
18,556 |
1.000 |
18,390 |
1.618 |
18,121 |
2.618 |
17,686 |
4.250 |
16,976 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,184 |
19,123 |
PP |
19,113 |
18,990 |
S1 |
19,043 |
18,858 |
|