Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,811.50 |
19,909.01 |
97.51 |
0.5% |
19,770.20 |
High |
19,951.29 |
19,923.17 |
-28.12 |
-0.1% |
19,966.43 |
Low |
19,811.50 |
19,821.00 |
9.50 |
0.0% |
19,747.74 |
Close |
19,852.24 |
19,843.41 |
-8.83 |
0.0% |
19,843.41 |
Range |
139.79 |
102.17 |
-37.62 |
-26.9% |
218.69 |
ATR |
136.68 |
134.21 |
-2.46 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,169.04 |
20,108.39 |
19,899.60 |
|
R3 |
20,066.87 |
20,006.22 |
19,871.51 |
|
R2 |
19,964.70 |
19,964.70 |
19,862.14 |
|
R1 |
19,904.05 |
19,904.05 |
19,852.78 |
19,883.29 |
PP |
19,862.53 |
19,862.53 |
19,862.53 |
19,852.15 |
S1 |
19,801.88 |
19,801.88 |
19,834.04 |
19,781.12 |
S2 |
19,760.36 |
19,760.36 |
19,824.68 |
|
S3 |
19,658.19 |
19,699.71 |
19,815.31 |
|
S4 |
19,556.02 |
19,597.54 |
19,787.22 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,508.60 |
20,394.69 |
19,963.69 |
|
R3 |
20,289.91 |
20,176.00 |
19,903.55 |
|
R2 |
20,071.22 |
20,071.22 |
19,883.50 |
|
R1 |
19,957.31 |
19,957.31 |
19,863.46 |
20,014.27 |
PP |
19,852.53 |
19,852.53 |
19,852.53 |
19,881.00 |
S1 |
19,738.62 |
19,738.62 |
19,823.36 |
19,795.58 |
S2 |
19,633.84 |
19,633.84 |
19,803.32 |
|
S3 |
19,415.15 |
19,519.93 |
19,783.27 |
|
S4 |
19,196.46 |
19,301.24 |
19,723.13 |
|
|
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 |
19,747.74 |
218.69 |
1.1% |
128.77 |
0.6% |
44% |
False |
False |
|
10 |
19,966.43 |
19,184.74 |
781.69 |
3.9% |
140.34 |
0.7% |
84% |
False |
False |
|
20 |
19,966.43 |
18,853.83 |
1,112.60 |
5.6% |
107.35 |
0.5% |
89% |
False |
False |
|
40 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
128.32 |
0.6% |
94% |
False |
False |
|
60 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
134.54 |
0.7% |
94% |
False |
False |
|
80 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
139.70 |
0.7% |
94% |
False |
False |
|
100 |
19,966.43 |
17,883.56 |
2,082.87 |
10.5% |
130.66 |
0.7% |
94% |
False |
False |
|
120 |
19,966.43 |
17,456.02 |
2,510.41 |
12.7% |
129.87 |
0.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,357.39 |
2.618 |
20,190.65 |
1.618 |
20,088.48 |
1.000 |
20,025.34 |
0.618 |
19,986.31 |
HIGH |
19,923.17 |
0.618 |
19,884.14 |
0.500 |
19,872.09 |
0.382 |
19,860.03 |
LOW |
19,821.00 |
0.618 |
19,757.86 |
1.000 |
19,718.83 |
1.618 |
19,655.69 |
2.618 |
19,553.52 |
4.250 |
19,386.78 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,872.09 |
19,857.55 |
PP |
19,862.53 |
19,852.84 |
S1 |
19,852.97 |
19,848.12 |
|