Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,800 |
19,838 |
38 |
0.2% |
19,708 |
High |
19,860 |
19,933 |
73 |
0.4% |
19,911 |
Low |
19,792 |
19,833 |
41 |
0.2% |
19,686 |
Close |
19,837 |
19,899 |
62 |
0.3% |
19,794 |
Range |
68 |
100 |
32 |
47.1% |
225 |
ATR |
151 |
147 |
-4 |
-2.4% |
0 |
Volume |
87,037 |
81,800 |
-5,237 |
-6.0% |
856,411 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,188 |
20,144 |
19,954 |
|
R3 |
20,088 |
20,044 |
19,927 |
|
R2 |
19,988 |
19,988 |
19,917 |
|
R1 |
19,944 |
19,944 |
19,908 |
19,966 |
PP |
19,888 |
19,888 |
19,888 |
19,900 |
S1 |
19,844 |
19,844 |
19,890 |
19,866 |
S2 |
19,788 |
19,788 |
19,881 |
|
S3 |
19,688 |
19,744 |
19,872 |
|
S4 |
19,588 |
19,644 |
19,844 |
|
|
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 |
19,933 |
19,690 |
243 |
1.2% |
129 |
0.6% |
86% |
True |
False |
144,586 |
10 |
19,933 |
19,158 |
775 |
3.9% |
163 |
0.8% |
96% |
True |
False |
119,438 |
20 |
19,933 |
18,865 |
1,068 |
5.4% |
130 |
0.7% |
97% |
True |
False |
60,142 |
40 |
19,933 |
17,360 |
2,573 |
12.9% |
161 |
0.8% |
99% |
True |
False |
30,319 |
60 |
19,933 |
17,360 |
2,573 |
12.9% |
163 |
0.8% |
99% |
True |
False |
20,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,358 |
2.618 |
20,195 |
1.618 |
20,095 |
1.000 |
20,033 |
0.618 |
19,995 |
HIGH |
19,933 |
0.618 |
19,895 |
0.500 |
19,883 |
0.382 |
19,871 |
LOW |
19,833 |
0.618 |
19,771 |
1.000 |
19,733 |
1.618 |
19,671 |
2.618 |
19,571 |
4.250 |
19,408 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,894 |
19,882 |
PP |
19,888 |
19,865 |
S1 |
19,883 |
19,848 |
|