Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,863 |
19,880 |
17 |
0.1% |
19,800 |
High |
19,922 |
19,920 |
-2 |
0.0% |
19,933 |
Low |
19,860 |
19,769 |
-91 |
-0.5% |
19,792 |
Close |
19,876 |
19,775 |
-101 |
-0.5% |
19,874 |
Range |
62 |
151 |
89 |
143.5% |
141 |
ATR |
124 |
126 |
2 |
1.5% |
0 |
Volume |
45,577 |
88,829 |
43,252 |
94.9% |
347,053 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,274 |
20,176 |
19,858 |
|
R3 |
20,123 |
20,025 |
19,817 |
|
R2 |
19,972 |
19,972 |
19,803 |
|
R1 |
19,874 |
19,874 |
19,789 |
19,848 |
PP |
19,821 |
19,821 |
19,821 |
19,808 |
S1 |
19,723 |
19,723 |
19,761 |
19,697 |
S2 |
19,670 |
19,670 |
19,747 |
|
S3 |
19,519 |
19,572 |
19,734 |
|
S4 |
19,368 |
19,421 |
19,692 |
|
|
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 |
19,930 |
19,769 |
161 |
0.8% |
77 |
0.4% |
4% |
False |
True |
62,524 |
10 |
19,933 |
19,690 |
243 |
1.2% |
103 |
0.5% |
35% |
False |
False |
103,555 |
20 |
19,933 |
19,001 |
932 |
4.7% |
127 |
0.6% |
83% |
False |
False |
75,646 |
40 |
19,933 |
17,360 |
2,573 |
13.0% |
155 |
0.8% |
94% |
False |
False |
38,120 |
60 |
19,933 |
17,360 |
2,573 |
13.0% |
153 |
0.8% |
94% |
False |
False |
25,454 |
80 |
19,933 |
17,360 |
2,573 |
13.0% |
155 |
0.8% |
94% |
False |
False |
19,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,562 |
2.618 |
20,315 |
1.618 |
20,164 |
1.000 |
20,071 |
0.618 |
20,013 |
HIGH |
19,920 |
0.618 |
19,862 |
0.500 |
19,845 |
0.382 |
19,827 |
LOW |
19,769 |
0.618 |
19,676 |
1.000 |
19,618 |
1.618 |
19,525 |
2.618 |
19,374 |
4.250 |
19,127 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,845 |
19,846 |
PP |
19,821 |
19,822 |
S1 |
19,798 |
19,799 |
|