Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,400 |
19,495 |
95 |
0.5% |
19,275 |
High |
19,570 |
19,515 |
-55 |
-0.3% |
19,570 |
Low |
19,185 |
19,305 |
120 |
0.6% |
19,075 |
Close |
19,500 |
19,365 |
-135 |
-0.7% |
19,365 |
Range |
385 |
210 |
-175 |
-45.5% |
495 |
ATR |
284 |
279 |
-5 |
-1.9% |
0 |
Volume |
17,537 |
9,010 |
-8,527 |
-48.6% |
62,943 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,025 |
19,905 |
19,481 |
|
R3 |
19,815 |
19,695 |
19,423 |
|
R2 |
19,605 |
19,605 |
19,404 |
|
R1 |
19,485 |
19,485 |
19,384 |
19,440 |
PP |
19,395 |
19,395 |
19,395 |
19,373 |
S1 |
19,275 |
19,275 |
19,346 |
19,230 |
S2 |
19,185 |
19,185 |
19,327 |
|
S3 |
18,975 |
19,065 |
19,307 |
|
S4 |
18,765 |
18,855 |
19,250 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,822 |
20,588 |
19,637 |
|
R3 |
20,327 |
20,093 |
19,501 |
|
R2 |
19,832 |
19,832 |
19,456 |
|
R1 |
19,598 |
19,598 |
19,411 |
19,715 |
PP |
19,337 |
19,337 |
19,337 |
19,395 |
S1 |
19,103 |
19,103 |
19,320 |
19,220 |
S2 |
18,842 |
18,842 |
19,274 |
|
S3 |
18,347 |
18,608 |
19,229 |
|
S4 |
17,852 |
18,113 |
19,093 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,570 |
19,075 |
495 |
2.6% |
287 |
1.5% |
59% |
False |
False |
12,588 |
10 |
19,570 |
18,275 |
1,295 |
6.7% |
292 |
1.5% |
84% |
False |
False |
14,228 |
20 |
19,570 |
17,980 |
1,590 |
8.2% |
260 |
1.3% |
87% |
False |
False |
7,247 |
40 |
19,570 |
16,190 |
3,380 |
17.5% |
266 |
1.4% |
94% |
False |
False |
3,632 |
60 |
19,570 |
16,190 |
3,380 |
17.5% |
227 |
1.2% |
94% |
False |
False |
2,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,408 |
2.618 |
20,065 |
1.618 |
19,855 |
1.000 |
19,725 |
0.618 |
19,645 |
HIGH |
19,515 |
0.618 |
19,435 |
0.500 |
19,410 |
0.382 |
19,385 |
LOW |
19,305 |
0.618 |
19,175 |
1.000 |
19,095 |
1.618 |
18,965 |
2.618 |
18,755 |
4.250 |
18,413 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,410 |
19,378 |
PP |
19,395 |
19,373 |
S1 |
19,380 |
19,369 |
|