Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,440 |
19,420 |
-20 |
-0.1% |
19,350 |
High |
19,500 |
19,505 |
5 |
0.0% |
19,680 |
Low |
19,410 |
19,385 |
-25 |
-0.1% |
19,315 |
Close |
19,460 |
19,450 |
-10 |
-0.1% |
19,460 |
Range |
90 |
120 |
30 |
33.3% |
365 |
ATR |
247 |
238 |
-9 |
-3.7% |
0 |
Volume |
2,849 |
2,958 |
109 |
3.8% |
34,484 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,807 |
19,748 |
19,516 |
|
R3 |
19,687 |
19,628 |
19,483 |
|
R2 |
19,567 |
19,567 |
19,472 |
|
R1 |
19,508 |
19,508 |
19,461 |
19,538 |
PP |
19,447 |
19,447 |
19,447 |
19,461 |
S1 |
19,388 |
19,388 |
19,439 |
19,418 |
S2 |
19,327 |
19,327 |
19,428 |
|
S3 |
19,207 |
19,268 |
19,417 |
|
S4 |
19,087 |
19,148 |
19,384 |
|
|
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 |
19,340 |
340 |
1.7% |
171 |
0.9% |
32% |
False |
False |
5,899 |
10 |
19,680 |
19,075 |
605 |
3.1% |
221 |
1.1% |
62% |
False |
False |
8,756 |
20 |
19,680 |
18,275 |
1,405 |
7.2% |
253 |
1.3% |
84% |
False |
False |
9,081 |
40 |
19,680 |
16,190 |
3,490 |
17.9% |
270 |
1.4% |
93% |
False |
False |
4,567 |
60 |
19,680 |
16,190 |
3,490 |
17.9% |
224 |
1.1% |
93% |
False |
False |
3,046 |
80 |
19,680 |
16,190 |
3,490 |
17.9% |
205 |
1.1% |
93% |
False |
False |
2,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,015 |
2.618 |
19,819 |
1.618 |
19,699 |
1.000 |
19,625 |
0.618 |
19,579 |
HIGH |
19,505 |
0.618 |
19,459 |
0.500 |
19,445 |
0.382 |
19,431 |
LOW |
19,385 |
0.618 |
19,311 |
1.000 |
19,265 |
1.618 |
19,191 |
2.618 |
19,071 |
4.250 |
18,875 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,448 |
19,441 |
PP |
19,447 |
19,432 |
S1 |
19,445 |
19,423 |
|