Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,916 |
19,875 |
-41 |
-0.2% |
19,708 |
High |
19,930 |
19,899 |
-31 |
-0.2% |
19,911 |
Low |
19,872 |
19,830 |
-42 |
-0.2% |
19,686 |
Close |
19,891 |
19,873 |
-18 |
-0.1% |
19,794 |
Range |
58 |
69 |
11 |
19.0% |
225 |
ATR |
141 |
136 |
-5 |
-3.6% |
0 |
Volume |
64,397 |
71,706 |
7,309 |
11.3% |
856,411 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,074 |
20,043 |
19,911 |
|
R3 |
20,005 |
19,974 |
19,892 |
|
R2 |
19,936 |
19,936 |
19,886 |
|
R1 |
19,905 |
19,905 |
19,879 |
19,886 |
PP |
19,867 |
19,867 |
19,867 |
19,858 |
S1 |
19,836 |
19,836 |
19,867 |
19,817 |
S2 |
19,798 |
19,798 |
19,860 |
|
S3 |
19,729 |
19,767 |
19,854 |
|
S4 |
19,660 |
19,698 |
19,835 |
|
|
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 |
19,763 |
170 |
0.9% |
79 |
0.4% |
65% |
False |
False |
86,984 |
10 |
19,933 |
19,556 |
377 |
1.9% |
125 |
0.6% |
84% |
False |
False |
128,158 |
20 |
19,933 |
18,964 |
969 |
4.9% |
128 |
0.6% |
94% |
False |
False |
66,901 |
40 |
19,933 |
17,360 |
2,573 |
12.9% |
157 |
0.8% |
98% |
False |
False |
33,713 |
60 |
19,933 |
17,360 |
2,573 |
12.9% |
160 |
0.8% |
98% |
False |
False |
22,519 |
80 |
19,933 |
17,360 |
2,573 |
12.9% |
155 |
0.8% |
98% |
False |
False |
16,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,192 |
2.618 |
20,080 |
1.618 |
20,011 |
1.000 |
19,968 |
0.618 |
19,942 |
HIGH |
19,899 |
0.618 |
19,873 |
0.500 |
19,865 |
0.382 |
19,856 |
LOW |
19,830 |
0.618 |
19,787 |
1.000 |
19,761 |
1.618 |
19,718 |
2.618 |
19,649 |
4.250 |
19,537 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,870 |
19,882 |
PP |
19,867 |
19,879 |
S1 |
19,865 |
19,876 |
|