Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,275 |
19,135 |
-140 |
-0.7% |
18,285 |
High |
19,335 |
19,370 |
35 |
0.2% |
19,260 |
Low |
19,085 |
19,075 |
-10 |
-0.1% |
18,275 |
Close |
19,135 |
19,340 |
205 |
1.1% |
19,255 |
Range |
250 |
295 |
45 |
18.0% |
985 |
ATR |
273 |
275 |
2 |
0.6% |
0 |
Volume |
12,825 |
9,816 |
-3,009 |
-23.5% |
79,341 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,147 |
20,038 |
19,502 |
|
R3 |
19,852 |
19,743 |
19,421 |
|
R2 |
19,557 |
19,557 |
19,394 |
|
R1 |
19,448 |
19,448 |
19,367 |
19,503 |
PP |
19,262 |
19,262 |
19,262 |
19,289 |
S1 |
19,153 |
19,153 |
19,313 |
19,208 |
S2 |
18,967 |
18,967 |
19,286 |
|
S3 |
18,672 |
18,858 |
19,259 |
|
S4 |
18,377 |
18,563 |
19,178 |
|
|
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 |
19,370 |
18,455 |
915 |
4.7% |
306 |
1.6% |
97% |
True |
False |
13,567 |
10 |
19,370 |
18,275 |
1,095 |
5.7% |
295 |
1.5% |
97% |
True |
False |
10,369 |
20 |
19,370 |
17,675 |
1,695 |
8.8% |
255 |
1.3% |
98% |
True |
False |
5,236 |
40 |
19,370 |
16,190 |
3,180 |
16.4% |
255 |
1.3% |
99% |
True |
False |
2,625 |
60 |
19,370 |
16,190 |
3,180 |
16.4% |
222 |
1.1% |
99% |
True |
False |
1,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,624 |
2.618 |
20,142 |
1.618 |
19,847 |
1.000 |
19,665 |
0.618 |
19,552 |
HIGH |
19,370 |
0.618 |
19,257 |
0.500 |
19,223 |
0.382 |
19,188 |
LOW |
19,075 |
0.618 |
18,893 |
1.000 |
18,780 |
1.618 |
18,598 |
2.618 |
18,303 |
4.250 |
17,821 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,301 |
19,259 |
PP |
19,262 |
19,178 |
S1 |
19,223 |
19,098 |
|