Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,763 |
19,815 |
52 |
0.3% |
19,708 |
High |
19,895 |
19,863 |
-32 |
-0.2% |
19,911 |
Low |
19,742 |
19,763 |
21 |
0.1% |
19,686 |
Close |
19,803 |
19,794 |
-9 |
0.0% |
19,794 |
Range |
153 |
100 |
-53 |
-34.6% |
225 |
ATR |
162 |
157 |
-4 |
-2.7% |
0 |
Volume |
202,529 |
129,984 |
-72,545 |
-35.8% |
856,411 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,107 |
20,050 |
19,849 |
|
R3 |
20,007 |
19,950 |
19,822 |
|
R2 |
19,907 |
19,907 |
19,812 |
|
R1 |
19,850 |
19,850 |
19,803 |
19,829 |
PP |
19,807 |
19,807 |
19,807 |
19,796 |
S1 |
19,750 |
19,750 |
19,785 |
19,729 |
S2 |
19,707 |
19,707 |
19,776 |
|
S3 |
19,607 |
19,650 |
19,767 |
|
S4 |
19,507 |
19,550 |
19,739 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,472 |
20,358 |
19,918 |
|
R3 |
20,247 |
20,133 |
19,856 |
|
R2 |
20,022 |
20,022 |
19,835 |
|
R1 |
19,908 |
19,908 |
19,815 |
19,965 |
PP |
19,797 |
19,797 |
19,797 |
19,826 |
S1 |
19,683 |
19,683 |
19,774 |
19,740 |
S2 |
19,572 |
19,572 |
19,753 |
|
S3 |
19,347 |
19,458 |
19,732 |
|
S4 |
19,122 |
19,233 |
19,670 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,911 |
19,686 |
225 |
1.1% |
157 |
0.8% |
48% |
False |
False |
171,282 |
10 |
19,911 |
19,001 |
910 |
4.6% |
173 |
0.9% |
87% |
False |
False |
102,971 |
20 |
19,911 |
18,765 |
1,146 |
5.8% |
130 |
0.7% |
90% |
False |
False |
51,801 |
40 |
19,911 |
17,360 |
2,551 |
12.9% |
162 |
0.8% |
95% |
False |
False |
26,105 |
60 |
19,911 |
17,360 |
2,551 |
12.9% |
166 |
0.8% |
95% |
False |
False |
17,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,288 |
2.618 |
20,125 |
1.618 |
20,025 |
1.000 |
19,963 |
0.618 |
19,925 |
HIGH |
19,863 |
0.618 |
19,825 |
0.500 |
19,813 |
0.382 |
19,801 |
LOW |
19,763 |
0.618 |
19,701 |
1.000 |
19,663 |
1.618 |
19,601 |
2.618 |
19,501 |
4.250 |
19,338 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,813 |
19,801 |
PP |
19,807 |
19,798 |
S1 |
19,800 |
19,796 |
|