Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,135 |
19,340 |
205 |
1.1% |
18,285 |
High |
19,370 |
19,480 |
110 |
0.6% |
19,260 |
Low |
19,075 |
19,185 |
110 |
0.6% |
18,275 |
Close |
19,340 |
19,410 |
70 |
0.4% |
19,255 |
Range |
295 |
295 |
0 |
0.0% |
985 |
ATR |
275 |
276 |
1 |
0.5% |
0 |
Volume |
9,816 |
13,755 |
3,939 |
40.1% |
79,341 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,243 |
20,122 |
19,572 |
|
R3 |
19,948 |
19,827 |
19,491 |
|
R2 |
19,653 |
19,653 |
19,464 |
|
R1 |
19,532 |
19,532 |
19,437 |
19,593 |
PP |
19,358 |
19,358 |
19,358 |
19,389 |
S1 |
19,237 |
19,237 |
19,383 |
19,298 |
S2 |
19,063 |
19,063 |
19,356 |
|
S3 |
18,768 |
18,942 |
19,329 |
|
S4 |
18,473 |
18,647 |
19,248 |
|
|
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 |
19,480 |
18,640 |
840 |
4.3% |
316 |
1.6% |
92% |
True |
False |
14,018 |
10 |
19,480 |
18,275 |
1,205 |
6.2% |
288 |
1.5% |
94% |
True |
False |
11,714 |
20 |
19,480 |
17,810 |
1,670 |
8.6% |
256 |
1.3% |
96% |
True |
False |
5,923 |
40 |
19,480 |
16,190 |
3,290 |
17.0% |
261 |
1.3% |
98% |
True |
False |
2,969 |
60 |
19,480 |
16,190 |
3,290 |
17.0% |
225 |
1.2% |
98% |
True |
False |
1,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,734 |
2.618 |
20,252 |
1.618 |
19,957 |
1.000 |
19,775 |
0.618 |
19,662 |
HIGH |
19,480 |
0.618 |
19,367 |
0.500 |
19,333 |
0.382 |
19,298 |
LOW |
19,185 |
0.618 |
19,003 |
1.000 |
18,890 |
1.618 |
18,708 |
2.618 |
18,413 |
4.250 |
17,931 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,384 |
19,366 |
PP |
19,358 |
19,322 |
S1 |
19,333 |
19,278 |
|