Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,836.66 |
19,920.59 |
83.93 |
0.4% |
19,770.20 |
High |
19,917.78 |
19,987.63 |
69.85 |
0.4% |
19,966.43 |
Low |
19,832.95 |
19,920.42 |
87.47 |
0.4% |
19,747.74 |
Close |
19,883.06 |
19,974.62 |
91.56 |
0.5% |
19,843.41 |
Range |
84.83 |
67.21 |
-17.62 |
-20.8% |
218.69 |
ATR |
130.68 |
128.82 |
-1.87 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,162.52 |
20,135.78 |
20,011.59 |
|
R3 |
20,095.31 |
20,068.57 |
19,993.10 |
|
R2 |
20,028.10 |
20,028.10 |
19,986.94 |
|
R1 |
20,001.36 |
20,001.36 |
19,980.78 |
20,014.73 |
PP |
19,960.89 |
19,960.89 |
19,960.89 |
19,967.58 |
S1 |
19,934.15 |
19,934.15 |
19,968.46 |
19,947.52 |
S2 |
19,893.68 |
19,893.68 |
19,962.30 |
|
S3 |
19,826.47 |
19,866.94 |
19,956.14 |
|
S4 |
19,759.26 |
19,799.73 |
19,937.65 |
|
|
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 |
19,987.63 |
19,748.67 |
238.96 |
1.2% |
122.35 |
0.6% |
95% |
True |
False |
|
10 |
19,987.63 |
19,229.83 |
757.80 |
3.8% |
139.62 |
0.7% |
98% |
True |
False |
|
20 |
19,987.63 |
18,962.82 |
1,024.81 |
5.1% |
107.97 |
0.5% |
99% |
True |
False |
|
40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
127.05 |
0.6% |
99% |
True |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
132.69 |
0.7% |
99% |
True |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
137.82 |
0.7% |
99% |
True |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
130.08 |
0.7% |
99% |
True |
False |
|
120 |
19,987.63 |
17,713.45 |
2,274.18 |
11.4% |
127.24 |
0.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,273.27 |
2.618 |
20,163.59 |
1.618 |
20,096.38 |
1.000 |
20,054.84 |
0.618 |
20,029.17 |
HIGH |
19,987.63 |
0.618 |
19,961.96 |
0.500 |
19,954.03 |
0.382 |
19,946.09 |
LOW |
19,920.42 |
0.618 |
19,878.88 |
1.000 |
19,853.21 |
1.618 |
19,811.67 |
2.618 |
19,744.46 |
4.250 |
19,634.78 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,967.76 |
19,951.19 |
PP |
19,960.89 |
19,927.75 |
S1 |
19,954.03 |
19,904.32 |
|