Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,708 |
19,731 |
23 |
0.1% |
19,059 |
High |
19,809 |
19,900 |
91 |
0.5% |
19,723 |
Low |
19,686 |
19,714 |
28 |
0.1% |
19,001 |
Close |
19,723 |
19,858 |
135 |
0.7% |
19,711 |
Range |
123 |
186 |
63 |
51.2% |
722 |
ATR |
156 |
158 |
2 |
1.4% |
0 |
Volume |
150,068 |
152,246 |
2,178 |
1.5% |
173,307 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,382 |
20,306 |
19,960 |
|
R3 |
20,196 |
20,120 |
19,909 |
|
R2 |
20,010 |
20,010 |
19,892 |
|
R1 |
19,934 |
19,934 |
19,875 |
19,972 |
PP |
19,824 |
19,824 |
19,824 |
19,843 |
S1 |
19,748 |
19,748 |
19,841 |
19,786 |
S2 |
19,638 |
19,638 |
19,824 |
|
S3 |
19,452 |
19,562 |
19,807 |
|
S4 |
19,266 |
19,376 |
19,756 |
|
|
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 |
19,900 |
19,158 |
742 |
3.7% |
197 |
1.0% |
94% |
True |
False |
94,290 |
10 |
19,900 |
19,001 |
899 |
4.5% |
152 |
0.8% |
95% |
True |
False |
47,737 |
20 |
19,900 |
18,697 |
1,203 |
6.1% |
120 |
0.6% |
97% |
True |
False |
24,198 |
40 |
19,900 |
17,360 |
2,540 |
12.8% |
161 |
0.8% |
98% |
True |
False |
12,266 |
60 |
19,900 |
17,360 |
2,540 |
12.8% |
165 |
0.8% |
98% |
True |
False |
8,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,691 |
2.618 |
20,387 |
1.618 |
20,201 |
1.000 |
20,086 |
0.618 |
20,015 |
HIGH |
19,900 |
0.618 |
19,829 |
0.500 |
19,807 |
0.382 |
19,785 |
LOW |
19,714 |
0.618 |
19,599 |
1.000 |
19,528 |
1.618 |
19,413 |
2.618 |
19,227 |
4.250 |
18,924 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,841 |
19,815 |
PP |
19,824 |
19,771 |
S1 |
19,807 |
19,728 |
|