Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,876.13 |
19,811.50 |
-64.63 |
-0.3% |
19,244.35 |
High |
19,966.43 |
19,951.29 |
-15.14 |
-0.1% |
19,757.74 |
Low |
19,748.67 |
19,811.50 |
62.83 |
0.3% |
19,184.74 |
Close |
19,792.53 |
19,852.24 |
59.71 |
0.3% |
19,756.85 |
Range |
217.76 |
139.79 |
-77.97 |
-35.8% |
573.00 |
ATR |
134.98 |
136.68 |
1.70 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,291.05 |
20,211.43 |
19,929.12 |
|
R3 |
20,151.26 |
20,071.64 |
19,890.68 |
|
R2 |
20,011.47 |
20,011.47 |
19,877.87 |
|
R1 |
19,931.85 |
19,931.85 |
19,865.05 |
19,971.66 |
PP |
19,871.68 |
19,871.68 |
19,871.68 |
19,891.58 |
S1 |
19,792.06 |
19,792.06 |
19,839.43 |
19,831.87 |
S2 |
19,731.89 |
19,731.89 |
19,826.61 |
|
S3 |
19,592.10 |
19,652.27 |
19,813.80 |
|
S4 |
19,452.31 |
19,512.48 |
19,775.36 |
|
|
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 |
19,623.19 |
343.24 |
1.7% |
135.25 |
0.7% |
67% |
False |
False |
|
10 |
19,966.43 |
19,141.18 |
825.25 |
4.2% |
135.62 |
0.7% |
86% |
False |
False |
|
20 |
19,966.43 |
18,845.27 |
1,121.16 |
5.6% |
105.17 |
0.5% |
90% |
False |
False |
|
40 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
128.76 |
0.6% |
95% |
False |
False |
|
60 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
134.61 |
0.7% |
95% |
False |
False |
|
80 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
139.56 |
0.7% |
95% |
False |
False |
|
100 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
130.75 |
0.7% |
95% |
False |
False |
|
120 |
19,966.43 |
17,190.51 |
2,775.92 |
14.0% |
130.84 |
0.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,545.40 |
2.618 |
20,317.26 |
1.618 |
20,177.47 |
1.000 |
20,091.08 |
0.618 |
20,037.68 |
HIGH |
19,951.29 |
0.618 |
19,897.89 |
0.500 |
19,881.40 |
0.382 |
19,864.90 |
LOW |
19,811.50 |
0.618 |
19,725.11 |
1.000 |
19,671.71 |
1.618 |
19,585.32 |
2.618 |
19,445.53 |
4.250 |
19,217.39 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,881.40 |
19,857.55 |
PP |
19,871.68 |
19,855.78 |
S1 |
19,861.96 |
19,854.01 |
|