Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,920.59 |
19,968.97 |
48.38 |
0.2% |
19,770.20 |
High |
19,987.63 |
19,986.56 |
-1.07 |
0.0% |
19,966.43 |
Low |
19,920.42 |
19,941.96 |
21.54 |
0.1% |
19,747.74 |
Close |
19,974.62 |
19,941.96 |
-32.66 |
-0.2% |
19,843.41 |
Range |
67.21 |
44.60 |
-22.61 |
-33.6% |
218.69 |
ATR |
128.82 |
122.80 |
-6.02 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,090.63 |
20,060.89 |
19,966.49 |
|
R3 |
20,046.03 |
20,016.29 |
19,954.23 |
|
R2 |
20,001.43 |
20,001.43 |
19,950.14 |
|
R1 |
19,971.69 |
19,971.69 |
19,946.05 |
19,964.26 |
PP |
19,956.83 |
19,956.83 |
19,956.83 |
19,953.11 |
S1 |
19,927.09 |
19,927.09 |
19,937.87 |
19,919.66 |
S2 |
19,912.23 |
19,912.23 |
19,933.78 |
|
S3 |
19,867.63 |
19,882.49 |
19,929.70 |
|
S4 |
19,823.03 |
19,837.89 |
19,917.43 |
|
|
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 |
19,811.50 |
176.13 |
0.9% |
87.72 |
0.4% |
74% |
False |
False |
|
10 |
19,987.63 |
19,527.83 |
459.80 |
2.3% |
111.22 |
0.6% |
90% |
False |
False |
|
20 |
19,987.63 |
19,000.38 |
987.25 |
5.0% |
106.14 |
0.5% |
95% |
False |
False |
|
40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
125.91 |
0.6% |
98% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
130.33 |
0.7% |
98% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
137.09 |
0.7% |
98% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
129.42 |
0.6% |
98% |
False |
False |
|
120 |
19,987.63 |
17,713.45 |
2,274.18 |
11.4% |
126.90 |
0.6% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,176.11 |
2.618 |
20,103.32 |
1.618 |
20,058.72 |
1.000 |
20,031.16 |
0.618 |
20,014.12 |
HIGH |
19,986.56 |
0.618 |
19,969.52 |
0.500 |
19,964.26 |
0.382 |
19,959.00 |
LOW |
19,941.96 |
0.618 |
19,914.40 |
1.000 |
19,897.36 |
1.618 |
19,869.80 |
2.618 |
19,825.20 |
4.250 |
19,752.41 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,964.26 |
19,931.40 |
PP |
19,956.83 |
19,920.85 |
S1 |
19,949.39 |
19,910.29 |
|