Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,875 |
19,867 |
-8 |
0.0% |
19,800 |
High |
19,899 |
19,890 |
-9 |
0.0% |
19,933 |
Low |
19,830 |
19,845 |
15 |
0.1% |
19,792 |
Close |
19,873 |
19,874 |
1 |
0.0% |
19,874 |
Range |
69 |
45 |
-24 |
-34.8% |
141 |
ATR |
136 |
129 |
-6 |
-4.8% |
0 |
Volume |
71,706 |
42,113 |
-29,593 |
-41.3% |
347,053 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,005 |
19,984 |
19,899 |
|
R3 |
19,960 |
19,939 |
19,887 |
|
R2 |
19,915 |
19,915 |
19,882 |
|
R1 |
19,894 |
19,894 |
19,878 |
19,905 |
PP |
19,870 |
19,870 |
19,870 |
19,875 |
S1 |
19,849 |
19,849 |
19,870 |
19,860 |
S2 |
19,825 |
19,825 |
19,866 |
|
S3 |
19,780 |
19,804 |
19,862 |
|
S4 |
19,735 |
19,759 |
19,849 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,289 |
20,223 |
19,952 |
|
R3 |
20,148 |
20,082 |
19,913 |
|
R2 |
20,007 |
20,007 |
19,900 |
|
R1 |
19,941 |
19,941 |
19,887 |
19,974 |
PP |
19,866 |
19,866 |
19,866 |
19,883 |
S1 |
19,800 |
19,800 |
19,861 |
19,833 |
S2 |
19,725 |
19,725 |
19,848 |
|
S3 |
19,584 |
19,659 |
19,835 |
|
S4 |
19,443 |
19,518 |
19,797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,933 |
19,792 |
141 |
0.7% |
68 |
0.3% |
58% |
False |
False |
69,410 |
10 |
19,933 |
19,686 |
247 |
1.2% |
112 |
0.6% |
76% |
False |
False |
120,346 |
20 |
19,933 |
18,983 |
950 |
4.8% |
124 |
0.6% |
94% |
False |
False |
68,966 |
40 |
19,933 |
17,360 |
2,573 |
12.9% |
156 |
0.8% |
98% |
False |
False |
34,764 |
60 |
19,933 |
17,360 |
2,573 |
12.9% |
156 |
0.8% |
98% |
False |
False |
23,218 |
80 |
19,933 |
17,360 |
2,573 |
12.9% |
155 |
0.8% |
98% |
False |
False |
17,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,081 |
2.618 |
20,008 |
1.618 |
19,963 |
1.000 |
19,935 |
0.618 |
19,918 |
HIGH |
19,890 |
0.618 |
19,873 |
0.500 |
19,868 |
0.382 |
19,862 |
LOW |
19,845 |
0.618 |
19,817 |
1.000 |
19,800 |
1.618 |
19,772 |
2.618 |
19,727 |
4.250 |
19,654 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,872 |
19,880 |
PP |
19,870 |
19,878 |
S1 |
19,868 |
19,876 |
|