Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,350 |
19,435 |
85 |
0.4% |
19,275 |
High |
19,480 |
19,680 |
200 |
1.0% |
19,570 |
Low |
19,315 |
19,390 |
75 |
0.4% |
19,075 |
Close |
19,445 |
19,595 |
150 |
0.8% |
19,365 |
Range |
165 |
290 |
125 |
75.8% |
495 |
ATR |
270 |
272 |
1 |
0.5% |
0 |
Volume |
7,943 |
10,034 |
2,091 |
26.3% |
62,943 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,425 |
20,300 |
19,755 |
|
R3 |
20,135 |
20,010 |
19,675 |
|
R2 |
19,845 |
19,845 |
19,648 |
|
R1 |
19,720 |
19,720 |
19,622 |
19,783 |
PP |
19,555 |
19,555 |
19,555 |
19,586 |
S1 |
19,430 |
19,430 |
19,569 |
19,493 |
S2 |
19,265 |
19,265 |
19,542 |
|
S3 |
18,975 |
19,140 |
19,515 |
|
S4 |
18,685 |
18,850 |
19,436 |
|
|
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 |
19,680 |
19,185 |
495 |
2.5% |
269 |
1.4% |
83% |
True |
False |
11,655 |
10 |
19,680 |
18,455 |
1,225 |
6.3% |
288 |
1.5% |
93% |
True |
False |
12,611 |
20 |
19,680 |
18,115 |
1,565 |
8.0% |
266 |
1.4% |
95% |
True |
False |
8,138 |
40 |
19,680 |
16,190 |
3,490 |
17.8% |
269 |
1.4% |
98% |
True |
False |
4,081 |
60 |
19,680 |
16,190 |
3,490 |
17.8% |
230 |
1.2% |
98% |
True |
False |
2,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,913 |
2.618 |
20,439 |
1.618 |
20,149 |
1.000 |
19,970 |
0.618 |
19,859 |
HIGH |
19,680 |
0.618 |
19,569 |
0.500 |
19,535 |
0.382 |
19,501 |
LOW |
19,390 |
0.618 |
19,211 |
1.000 |
19,100 |
1.618 |
18,921 |
2.618 |
18,631 |
4.250 |
18,158 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,575 |
19,561 |
PP |
19,555 |
19,527 |
S1 |
19,535 |
19,493 |
|