Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,867 |
19,863 |
-4 |
0.0% |
19,800 |
High |
19,890 |
19,922 |
32 |
0.2% |
19,933 |
Low |
19,845 |
19,860 |
15 |
0.1% |
19,792 |
Close |
19,874 |
19,876 |
2 |
0.0% |
19,874 |
Range |
45 |
62 |
17 |
37.8% |
141 |
ATR |
129 |
124 |
-5 |
-3.7% |
0 |
Volume |
42,113 |
45,577 |
3,464 |
8.2% |
347,053 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,072 |
20,036 |
19,910 |
|
R3 |
20,010 |
19,974 |
19,893 |
|
R2 |
19,948 |
19,948 |
19,887 |
|
R1 |
19,912 |
19,912 |
19,882 |
19,930 |
PP |
19,886 |
19,886 |
19,886 |
19,895 |
S1 |
19,850 |
19,850 |
19,870 |
19,868 |
S2 |
19,824 |
19,824 |
19,865 |
|
S3 |
19,762 |
19,788 |
19,859 |
|
S4 |
19,700 |
19,726 |
19,842 |
|
|
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 |
19,830 |
103 |
0.5% |
67 |
0.3% |
45% |
False |
False |
61,118 |
10 |
19,933 |
19,690 |
243 |
1.2% |
106 |
0.5% |
77% |
False |
False |
109,897 |
20 |
19,933 |
18,997 |
936 |
4.7% |
123 |
0.6% |
94% |
False |
False |
71,225 |
40 |
19,933 |
17,360 |
2,573 |
12.9% |
154 |
0.8% |
98% |
False |
False |
35,902 |
60 |
19,933 |
17,360 |
2,573 |
12.9% |
152 |
0.8% |
98% |
False |
False |
23,975 |
80 |
19,933 |
17,360 |
2,573 |
12.9% |
154 |
0.8% |
98% |
False |
False |
17,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,186 |
2.618 |
20,084 |
1.618 |
20,022 |
1.000 |
19,984 |
0.618 |
19,960 |
HIGH |
19,922 |
0.618 |
19,898 |
0.500 |
19,891 |
0.382 |
19,884 |
LOW |
19,860 |
0.618 |
19,822 |
1.000 |
19,798 |
1.618 |
19,760 |
2.618 |
19,698 |
4.250 |
19,597 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,891 |
19,876 |
PP |
19,886 |
19,876 |
S1 |
19,881 |
19,876 |
|