Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,480 |
19,395 |
-85 |
-0.4% |
19,350 |
High |
19,535 |
19,395 |
-140 |
-0.7% |
19,680 |
Low |
19,360 |
18,990 |
-370 |
-1.9% |
19,315 |
Close |
19,390 |
19,090 |
-300 |
-1.5% |
19,460 |
Range |
175 |
405 |
230 |
131.4% |
365 |
ATR |
233 |
245 |
12 |
5.3% |
0 |
Volume |
3,913 |
12,532 |
8,619 |
220.3% |
34,484 |
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,373 |
20,137 |
19,313 |
|
R3 |
19,968 |
19,732 |
19,202 |
|
R2 |
19,563 |
19,563 |
19,164 |
|
R1 |
19,327 |
19,327 |
19,127 |
19,243 |
PP |
19,158 |
19,158 |
19,158 |
19,116 |
S1 |
18,922 |
18,922 |
19,053 |
18,838 |
S2 |
18,753 |
18,753 |
19,016 |
|
S3 |
18,348 |
18,517 |
18,979 |
|
S4 |
17,943 |
18,112 |
18,867 |
|
|
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 |
19,535 |
18,990 |
545 |
2.9% |
185 |
1.0% |
18% |
False |
True |
5,535 |
10 |
19,680 |
18,990 |
690 |
3.6% |
220 |
1.1% |
14% |
False |
True |
8,043 |
20 |
19,680 |
18,275 |
1,405 |
7.4% |
254 |
1.3% |
58% |
False |
False |
9,878 |
40 |
19,680 |
16,190 |
3,490 |
18.3% |
274 |
1.4% |
83% |
False |
False |
4,978 |
60 |
19,680 |
16,190 |
3,490 |
18.3% |
230 |
1.2% |
83% |
False |
False |
3,320 |
80 |
19,680 |
16,190 |
3,490 |
18.3% |
212 |
1.1% |
83% |
False |
False |
2,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,116 |
2.618 |
20,455 |
1.618 |
20,050 |
1.000 |
19,800 |
0.618 |
19,645 |
HIGH |
19,395 |
0.618 |
19,240 |
0.500 |
19,193 |
0.382 |
19,145 |
LOW |
18,990 |
0.618 |
18,740 |
1.000 |
18,585 |
1.618 |
18,335 |
2.618 |
17,930 |
4.250 |
17,269 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,193 |
19,263 |
PP |
19,158 |
19,205 |
S1 |
19,124 |
19,148 |
|