Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,968.97 |
19,922.68 |
-46.29 |
-0.2% |
19,770.20 |
High |
19,986.56 |
19,933.83 |
-52.73 |
-0.3% |
19,966.43 |
Low |
19,941.96 |
19,882.19 |
-59.77 |
-0.3% |
19,747.74 |
Close |
19,941.96 |
19,918.88 |
-23.08 |
-0.1% |
19,843.41 |
Range |
44.60 |
51.64 |
7.04 |
15.8% |
218.69 |
ATR |
122.80 |
118.30 |
-4.50 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,066.55 |
20,044.36 |
19,947.28 |
|
R3 |
20,014.91 |
19,992.72 |
19,933.08 |
|
R2 |
19,963.27 |
19,963.27 |
19,928.35 |
|
R1 |
19,941.08 |
19,941.08 |
19,923.61 |
19,926.36 |
PP |
19,911.63 |
19,911.63 |
19,911.63 |
19,904.27 |
S1 |
19,889.44 |
19,889.44 |
19,914.15 |
19,874.72 |
S2 |
19,859.99 |
19,859.99 |
19,909.41 |
|
S3 |
19,808.35 |
19,837.80 |
19,904.68 |
|
S4 |
19,756.71 |
19,786.16 |
19,890.48 |
|
|
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 |
19,821.00 |
166.63 |
0.8% |
70.09 |
0.4% |
59% |
False |
False |
|
10 |
19,987.63 |
19,623.19 |
364.44 |
1.8% |
102.67 |
0.5% |
81% |
False |
False |
|
20 |
19,987.63 |
19,062.22 |
925.41 |
4.6% |
104.56 |
0.5% |
93% |
False |
False |
|
40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
122.86 |
0.6% |
97% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
128.35 |
0.6% |
97% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
136.41 |
0.7% |
97% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
128.37 |
0.6% |
97% |
False |
False |
|
120 |
19,987.63 |
17,713.45 |
2,274.18 |
11.4% |
126.34 |
0.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,153.30 |
2.618 |
20,069.02 |
1.618 |
20,017.38 |
1.000 |
19,985.47 |
0.618 |
19,965.74 |
HIGH |
19,933.83 |
0.618 |
19,914.10 |
0.500 |
19,908.01 |
0.382 |
19,901.92 |
LOW |
19,882.19 |
0.618 |
19,850.28 |
1.000 |
19,830.55 |
1.618 |
19,798.64 |
2.618 |
19,747.00 |
4.250 |
19,662.72 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,915.26 |
19,934.91 |
PP |
19,911.63 |
19,929.57 |
S1 |
19,908.01 |
19,924.22 |
|