Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,450 |
19,440 |
-10 |
-0.1% |
19,350 |
High |
19,475 |
19,500 |
25 |
0.1% |
19,680 |
Low |
19,340 |
19,410 |
70 |
0.4% |
19,315 |
Close |
19,445 |
19,460 |
15 |
0.1% |
19,460 |
Range |
135 |
90 |
-45 |
-33.3% |
365 |
ATR |
259 |
247 |
-12 |
-4.7% |
0 |
Volume |
5,424 |
2,849 |
-2,575 |
-47.5% |
34,484 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,727 |
19,683 |
19,510 |
|
R3 |
19,637 |
19,593 |
19,485 |
|
R2 |
19,547 |
19,547 |
19,477 |
|
R1 |
19,503 |
19,503 |
19,468 |
19,525 |
PP |
19,457 |
19,457 |
19,457 |
19,468 |
S1 |
19,413 |
19,413 |
19,452 |
19,435 |
S2 |
19,367 |
19,367 |
19,444 |
|
S3 |
19,277 |
19,323 |
19,435 |
|
S4 |
19,187 |
19,233 |
19,411 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,580 |
20,385 |
19,661 |
|
R3 |
20,215 |
20,020 |
19,561 |
|
R2 |
19,850 |
19,850 |
19,527 |
|
R1 |
19,655 |
19,655 |
19,494 |
19,753 |
PP |
19,485 |
19,485 |
19,485 |
19,534 |
S1 |
19,290 |
19,290 |
19,427 |
19,388 |
S2 |
19,120 |
19,120 |
19,393 |
|
S3 |
18,755 |
18,925 |
19,360 |
|
S4 |
18,390 |
18,560 |
19,259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,680 |
19,315 |
365 |
1.9% |
180 |
0.9% |
40% |
False |
False |
6,896 |
10 |
19,680 |
19,075 |
605 |
3.1% |
234 |
1.2% |
64% |
False |
False |
9,742 |
20 |
19,680 |
18,260 |
1,420 |
7.3% |
255 |
1.3% |
85% |
False |
False |
8,945 |
40 |
19,680 |
16,190 |
3,490 |
17.9% |
270 |
1.4% |
94% |
False |
False |
4,493 |
60 |
19,680 |
16,190 |
3,490 |
17.9% |
225 |
1.2% |
94% |
False |
False |
2,996 |
80 |
19,680 |
16,190 |
3,490 |
17.9% |
205 |
1.1% |
94% |
False |
False |
2,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,883 |
2.618 |
19,736 |
1.618 |
19,646 |
1.000 |
19,590 |
0.618 |
19,556 |
HIGH |
19,500 |
0.618 |
19,466 |
0.500 |
19,455 |
0.382 |
19,445 |
LOW |
19,410 |
0.618 |
19,355 |
1.000 |
19,320 |
1.618 |
19,265 |
2.618 |
19,175 |
4.250 |
19,028 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,458 |
19,478 |
PP |
19,457 |
19,472 |
S1 |
19,455 |
19,466 |
|