Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,815 |
19,800 |
-15 |
-0.1% |
19,708 |
High |
19,863 |
19,860 |
-3 |
0.0% |
19,911 |
Low |
19,763 |
19,792 |
29 |
0.1% |
19,686 |
Close |
19,794 |
19,837 |
43 |
0.2% |
19,794 |
Range |
100 |
68 |
-32 |
-32.0% |
225 |
ATR |
157 |
151 |
-6 |
-4.1% |
0 |
Volume |
129,984 |
87,037 |
-42,947 |
-33.0% |
856,411 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,034 |
20,003 |
19,875 |
|
R3 |
19,966 |
19,935 |
19,856 |
|
R2 |
19,898 |
19,898 |
19,850 |
|
R1 |
19,867 |
19,867 |
19,843 |
19,883 |
PP |
19,830 |
19,830 |
19,830 |
19,837 |
S1 |
19,799 |
19,799 |
19,831 |
19,815 |
S2 |
19,762 |
19,762 |
19,825 |
|
S3 |
19,694 |
19,731 |
19,818 |
|
S4 |
19,626 |
19,663 |
19,800 |
|
|
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 |
19,690 |
221 |
1.1% |
146 |
0.7% |
67% |
False |
False |
158,676 |
10 |
19,911 |
19,114 |
797 |
4.0% |
160 |
0.8% |
91% |
False |
False |
111,565 |
20 |
19,911 |
18,769 |
1,142 |
5.8% |
130 |
0.7% |
94% |
False |
False |
56,143 |
40 |
19,911 |
17,360 |
2,551 |
12.9% |
160 |
0.8% |
97% |
False |
False |
28,277 |
60 |
19,911 |
17,360 |
2,551 |
12.9% |
165 |
0.8% |
97% |
False |
False |
18,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,149 |
2.618 |
20,038 |
1.618 |
19,970 |
1.000 |
19,928 |
0.618 |
19,902 |
HIGH |
19,860 |
0.618 |
19,834 |
0.500 |
19,826 |
0.382 |
19,818 |
LOW |
19,792 |
0.618 |
19,750 |
1.000 |
19,724 |
1.618 |
19,682 |
2.618 |
19,614 |
4.250 |
19,503 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,833 |
19,831 |
PP |
19,830 |
19,825 |
S1 |
19,826 |
19,819 |
|