Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,395 |
19,085 |
-310 |
-1.6% |
19,420 |
High |
19,395 |
19,235 |
-160 |
-0.8% |
19,535 |
Low |
18,990 |
19,035 |
45 |
0.2% |
18,990 |
Close |
19,090 |
19,110 |
20 |
0.1% |
19,110 |
Range |
405 |
200 |
-205 |
-50.6% |
545 |
ATR |
245 |
242 |
-3 |
-1.3% |
0 |
Volume |
12,532 |
6,806 |
-5,726 |
-45.7% |
26,209 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,727 |
19,618 |
19,220 |
|
R3 |
19,527 |
19,418 |
19,165 |
|
R2 |
19,327 |
19,327 |
19,147 |
|
R1 |
19,218 |
19,218 |
19,128 |
19,273 |
PP |
19,127 |
19,127 |
19,127 |
19,154 |
S1 |
19,018 |
19,018 |
19,092 |
19,073 |
S2 |
18,927 |
18,927 |
19,073 |
|
S3 |
18,727 |
18,818 |
19,055 |
|
S4 |
18,527 |
18,618 |
19,000 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,847 |
20,523 |
19,410 |
|
R3 |
20,302 |
19,978 |
19,260 |
|
R2 |
19,757 |
19,757 |
19,210 |
|
R1 |
19,433 |
19,433 |
19,160 |
19,323 |
PP |
19,212 |
19,212 |
19,212 |
19,156 |
S1 |
18,888 |
18,888 |
19,060 |
18,778 |
S2 |
18,667 |
18,667 |
19,010 |
|
S3 |
18,122 |
18,343 |
18,960 |
|
S4 |
17,577 |
17,798 |
18,810 |
|
|
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% |
198 |
1.0% |
22% |
False |
False |
5,811 |
10 |
19,680 |
18,990 |
690 |
3.6% |
201 |
1.1% |
17% |
False |
False |
6,970 |
20 |
19,680 |
18,275 |
1,405 |
7.4% |
246 |
1.3% |
59% |
False |
False |
10,190 |
40 |
19,680 |
16,190 |
3,490 |
18.3% |
272 |
1.4% |
84% |
False |
False |
5,148 |
60 |
19,680 |
16,190 |
3,490 |
18.3% |
231 |
1.2% |
84% |
False |
False |
3,433 |
80 |
19,680 |
16,190 |
3,490 |
18.3% |
215 |
1.1% |
84% |
False |
False |
2,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,085 |
2.618 |
19,759 |
1.618 |
19,559 |
1.000 |
19,435 |
0.618 |
19,359 |
HIGH |
19,235 |
0.618 |
19,159 |
0.500 |
19,135 |
0.382 |
19,112 |
LOW |
19,035 |
0.618 |
18,912 |
1.000 |
18,835 |
1.618 |
18,712 |
2.618 |
18,512 |
4.250 |
18,185 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,135 |
19,263 |
PP |
19,127 |
19,212 |
S1 |
19,118 |
19,161 |
|