Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,559.94 |
19,631.35 |
71.41 |
0.4% |
19,244.35 |
High |
19,664.97 |
19,757.74 |
92.77 |
0.5% |
19,757.74 |
Low |
19,527.83 |
19,623.19 |
95.36 |
0.5% |
19,184.74 |
Close |
19,614.81 |
19,756.85 |
142.04 |
0.7% |
19,756.85 |
Range |
137.14 |
134.55 |
-2.59 |
-1.9% |
573.00 |
ATR |
129.24 |
130.21 |
0.98 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,116.24 |
20,071.10 |
19,830.85 |
|
R3 |
19,981.69 |
19,936.55 |
19,793.85 |
|
R2 |
19,847.14 |
19,847.14 |
19,781.52 |
|
R1 |
19,802.00 |
19,802.00 |
19,769.18 |
19,824.57 |
PP |
19,712.59 |
19,712.59 |
19,712.59 |
19,723.88 |
S1 |
19,667.45 |
19,667.45 |
19,744.52 |
19,690.02 |
S2 |
19,578.04 |
19,578.04 |
19,732.18 |
|
S3 |
19,443.49 |
19,532.90 |
19,719.85 |
|
S4 |
19,308.94 |
19,398.35 |
19,682.85 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,285.44 |
21,094.15 |
20,072.00 |
|
R3 |
20,712.44 |
20,521.15 |
19,914.43 |
|
R2 |
20,139.44 |
20,139.44 |
19,861.90 |
|
R1 |
19,948.15 |
19,948.15 |
19,809.38 |
20,043.80 |
PP |
19,566.44 |
19,566.44 |
19,566.44 |
19,614.27 |
S1 |
19,375.15 |
19,375.15 |
19,704.33 |
19,470.80 |
S2 |
18,993.44 |
18,993.44 |
19,651.80 |
|
S3 |
18,420.44 |
18,802.15 |
19,599.28 |
|
S4 |
17,847.44 |
18,229.15 |
19,441.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,757.74 |
19,184.74 |
573.00 |
2.9% |
151.91 |
0.8% |
100% |
True |
False |
|
10 |
19,757.74 |
19,062.22 |
695.52 |
3.5% |
114.06 |
0.6% |
100% |
True |
False |
|
20 |
19,757.74 |
18,736.96 |
1,020.78 |
5.2% |
100.10 |
0.5% |
100% |
True |
False |
|
40 |
19,757.74 |
17,883.56 |
1,874.18 |
9.5% |
125.25 |
0.6% |
100% |
True |
False |
|
60 |
19,757.74 |
17,883.56 |
1,874.18 |
9.5% |
135.47 |
0.7% |
100% |
True |
False |
|
80 |
19,757.74 |
17,883.56 |
1,874.18 |
9.5% |
137.19 |
0.7% |
100% |
True |
False |
|
100 |
19,757.74 |
17,883.56 |
1,874.18 |
9.5% |
129.72 |
0.7% |
100% |
True |
False |
|
120 |
19,757.74 |
17,063.08 |
2,694.66 |
13.6% |
136.32 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,329.58 |
2.618 |
20,109.99 |
1.618 |
19,975.44 |
1.000 |
19,892.29 |
0.618 |
19,840.89 |
HIGH |
19,757.74 |
0.618 |
19,706.34 |
0.500 |
19,690.47 |
0.382 |
19,674.59 |
LOW |
19,623.19 |
0.618 |
19,540.04 |
1.000 |
19,488.64 |
1.618 |
19,405.49 |
2.618 |
19,270.94 |
4.250 |
19,051.35 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,734.72 |
19,669.16 |
PP |
19,712.59 |
19,581.47 |
S1 |
19,690.47 |
19,493.79 |
|