Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,495 |
19,350 |
-145 |
-0.7% |
19,275 |
High |
19,515 |
19,480 |
-35 |
-0.2% |
19,570 |
Low |
19,305 |
19,315 |
10 |
0.1% |
19,075 |
Close |
19,365 |
19,445 |
80 |
0.4% |
19,365 |
Range |
210 |
165 |
-45 |
-21.4% |
495 |
ATR |
279 |
270 |
-8 |
-2.9% |
0 |
Volume |
9,010 |
7,943 |
-1,067 |
-11.8% |
62,943 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,908 |
19,842 |
19,536 |
|
R3 |
19,743 |
19,677 |
19,491 |
|
R2 |
19,578 |
19,578 |
19,475 |
|
R1 |
19,512 |
19,512 |
19,460 |
19,545 |
PP |
19,413 |
19,413 |
19,413 |
19,430 |
S1 |
19,347 |
19,347 |
19,430 |
19,380 |
S2 |
19,248 |
19,248 |
19,415 |
|
S3 |
19,083 |
19,182 |
19,400 |
|
S4 |
18,918 |
19,017 |
19,354 |
|
|
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 |
2.5% |
270 |
1.4% |
75% |
False |
False |
11,612 |
10 |
19,570 |
18,360 |
1,210 |
6.2% |
276 |
1.4% |
90% |
False |
False |
12,531 |
20 |
19,570 |
18,050 |
1,520 |
7.8% |
259 |
1.3% |
92% |
False |
False |
7,642 |
40 |
19,570 |
16,190 |
3,380 |
17.4% |
266 |
1.4% |
96% |
False |
False |
3,830 |
60 |
19,570 |
16,190 |
3,380 |
17.4% |
226 |
1.2% |
96% |
False |
False |
2,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,181 |
2.618 |
19,912 |
1.618 |
19,747 |
1.000 |
19,645 |
0.618 |
19,582 |
HIGH |
19,480 |
0.618 |
19,417 |
0.500 |
19,398 |
0.382 |
19,378 |
LOW |
19,315 |
0.618 |
19,213 |
1.000 |
19,150 |
1.618 |
19,048 |
2.618 |
18,883 |
4.250 |
18,614 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,429 |
19,423 |
PP |
19,413 |
19,400 |
S1 |
19,398 |
19,378 |
|