Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,420 |
19,480 |
60 |
0.3% |
19,350 |
High |
19,505 |
19,535 |
30 |
0.2% |
19,680 |
Low |
19,385 |
19,360 |
-25 |
-0.1% |
19,315 |
Close |
19,450 |
19,390 |
-60 |
-0.3% |
19,460 |
Range |
120 |
175 |
55 |
45.8% |
365 |
ATR |
238 |
233 |
-4 |
-1.9% |
0 |
Volume |
2,958 |
3,913 |
955 |
32.3% |
34,484 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,953 |
19,847 |
19,486 |
|
R3 |
19,778 |
19,672 |
19,438 |
|
R2 |
19,603 |
19,603 |
19,422 |
|
R1 |
19,497 |
19,497 |
19,406 |
19,463 |
PP |
19,428 |
19,428 |
19,428 |
19,411 |
S1 |
19,322 |
19,322 |
19,374 |
19,288 |
S2 |
19,253 |
19,253 |
19,358 |
|
S3 |
19,078 |
19,147 |
19,342 |
|
S4 |
18,903 |
18,972 |
19,294 |
|
|
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 |
19,615 |
19,340 |
275 |
1.4% |
148 |
0.8% |
18% |
False |
False |
4,675 |
10 |
19,680 |
19,185 |
495 |
2.6% |
209 |
1.1% |
41% |
False |
False |
8,165 |
20 |
19,680 |
18,275 |
1,405 |
7.2% |
252 |
1.3% |
79% |
False |
False |
9,267 |
40 |
19,680 |
16,190 |
3,490 |
18.0% |
272 |
1.4% |
92% |
False |
False |
4,665 |
60 |
19,680 |
16,190 |
3,490 |
18.0% |
226 |
1.2% |
92% |
False |
False |
3,111 |
80 |
19,680 |
16,190 |
3,490 |
18.0% |
207 |
1.1% |
92% |
False |
False |
2,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,279 |
2.618 |
19,993 |
1.618 |
19,818 |
1.000 |
19,710 |
0.618 |
19,643 |
HIGH |
19,535 |
0.618 |
19,468 |
0.500 |
19,448 |
0.382 |
19,427 |
LOW |
19,360 |
0.618 |
19,252 |
1.000 |
19,185 |
1.618 |
19,077 |
2.618 |
18,902 |
4.250 |
18,616 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,448 |
19,448 |
PP |
19,428 |
19,428 |
S1 |
19,409 |
19,409 |
|