Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,453 |
19,561 |
108 |
0.6% |
19,059 |
High |
19,605 |
19,723 |
118 |
0.6% |
19,723 |
Low |
19,431 |
19,556 |
125 |
0.6% |
19,001 |
Close |
19,564 |
19,711 |
147 |
0.8% |
19,711 |
Range |
174 |
167 |
-7 |
-4.0% |
722 |
ATR |
157 |
158 |
1 |
0.4% |
0 |
Volume |
39,771 |
120,230 |
80,459 |
202.3% |
173,307 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,164 |
20,105 |
19,803 |
|
R3 |
19,997 |
19,938 |
19,757 |
|
R2 |
19,830 |
19,830 |
19,742 |
|
R1 |
19,771 |
19,771 |
19,726 |
19,801 |
PP |
19,663 |
19,663 |
19,663 |
19,678 |
S1 |
19,604 |
19,604 |
19,696 |
19,634 |
S2 |
19,496 |
19,496 |
19,681 |
|
S3 |
19,329 |
19,437 |
19,665 |
|
S4 |
19,162 |
19,270 |
19,619 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,644 |
21,400 |
20,108 |
|
R3 |
20,922 |
20,678 |
19,910 |
|
R2 |
20,200 |
20,200 |
19,843 |
|
R1 |
19,956 |
19,956 |
19,777 |
20,078 |
PP |
19,478 |
19,478 |
19,478 |
19,540 |
S1 |
19,234 |
19,234 |
19,645 |
19,356 |
S2 |
18,756 |
18,756 |
19,579 |
|
S3 |
18,034 |
18,512 |
19,513 |
|
S4 |
17,312 |
17,790 |
19,314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,723 |
19,001 |
722 |
3.7% |
190 |
1.0% |
98% |
True |
False |
34,661 |
10 |
19,723 |
18,983 |
740 |
3.8% |
136 |
0.7% |
98% |
True |
False |
17,587 |
20 |
19,723 |
18,613 |
1,110 |
5.6% |
119 |
0.6% |
99% |
True |
False |
9,152 |
40 |
19,723 |
17,360 |
2,363 |
12.0% |
160 |
0.8% |
99% |
True |
False |
4,712 |
60 |
19,723 |
17,360 |
2,363 |
12.0% |
164 |
0.8% |
99% |
True |
False |
3,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,433 |
2.618 |
20,160 |
1.618 |
19,993 |
1.000 |
19,890 |
0.618 |
19,826 |
HIGH |
19,723 |
0.618 |
19,659 |
0.500 |
19,640 |
0.382 |
19,620 |
LOW |
19,556 |
0.618 |
19,453 |
1.000 |
19,389 |
1.618 |
19,286 |
2.618 |
19,119 |
4.250 |
18,846 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,687 |
19,621 |
PP |
19,663 |
19,531 |
S1 |
19,640 |
19,441 |
|