Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,852.21 |
19,876.13 |
23.92 |
0.1% |
19,244.35 |
High |
19,953.75 |
19,966.43 |
12.68 |
0.1% |
19,757.74 |
Low |
19,846.45 |
19,748.67 |
-97.78 |
-0.5% |
19,184.74 |
Close |
19,911.21 |
19,792.53 |
-118.68 |
-0.6% |
19,756.85 |
Range |
107.30 |
217.76 |
110.46 |
102.9% |
573.00 |
ATR |
128.61 |
134.98 |
6.37 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,489.16 |
20,358.60 |
19,912.30 |
|
R3 |
20,271.40 |
20,140.84 |
19,852.41 |
|
R2 |
20,053.64 |
20,053.64 |
19,832.45 |
|
R1 |
19,923.08 |
19,923.08 |
19,812.49 |
19,879.48 |
PP |
19,835.88 |
19,835.88 |
19,835.88 |
19,814.08 |
S1 |
19,705.32 |
19,705.32 |
19,772.57 |
19,661.72 |
S2 |
19,618.12 |
19,618.12 |
19,752.61 |
|
S3 |
19,400.36 |
19,487.56 |
19,732.65 |
|
S4 |
19,182.60 |
19,269.80 |
19,672.76 |
|
|
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 |
19,966.43 |
19,527.83 |
438.60 |
2.2% |
134.72 |
0.7% |
60% |
True |
False |
|
10 |
19,966.43 |
19,138.79 |
827.64 |
4.2% |
129.19 |
0.7% |
79% |
True |
False |
|
20 |
19,966.43 |
18,825.89 |
1,140.54 |
5.8% |
102.38 |
0.5% |
85% |
True |
False |
|
40 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
127.34 |
0.6% |
92% |
True |
False |
|
60 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
135.38 |
0.7% |
92% |
True |
False |
|
80 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
138.89 |
0.7% |
92% |
True |
False |
|
100 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
130.71 |
0.7% |
92% |
True |
False |
|
120 |
19,966.43 |
17,063.08 |
2,903.35 |
14.7% |
132.11 |
0.7% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,891.91 |
2.618 |
20,536.53 |
1.618 |
20,318.77 |
1.000 |
20,184.19 |
0.618 |
20,101.01 |
HIGH |
19,966.43 |
0.618 |
19,883.25 |
0.500 |
19,857.55 |
0.382 |
19,831.85 |
LOW |
19,748.67 |
0.618 |
19,614.09 |
1.000 |
19,530.91 |
1.618 |
19,396.33 |
2.618 |
19,178.57 |
4.250 |
18,823.19 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,857.55 |
19,857.09 |
PP |
19,835.88 |
19,835.57 |
S1 |
19,814.20 |
19,814.05 |
|