Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,922.68 |
19,908.61 |
-14.07 |
-0.1% |
19,836.66 |
High |
19,933.83 |
19,934.15 |
0.32 |
0.0% |
19,987.63 |
Low |
19,882.19 |
19,899.06 |
16.87 |
0.1% |
19,832.95 |
Close |
19,918.88 |
19,933.81 |
14.93 |
0.1% |
19,933.81 |
Range |
51.64 |
35.09 |
-16.55 |
-32.0% |
154.68 |
ATR |
118.30 |
112.36 |
-5.94 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,027.61 |
20,015.80 |
19,953.11 |
|
R3 |
19,992.52 |
19,980.71 |
19,943.46 |
|
R2 |
19,957.43 |
19,957.43 |
19,940.24 |
|
R1 |
19,945.62 |
19,945.62 |
19,937.03 |
19,951.53 |
PP |
19,922.34 |
19,922.34 |
19,922.34 |
19,925.29 |
S1 |
19,910.53 |
19,910.53 |
19,930.59 |
19,916.44 |
S2 |
19,887.25 |
19,887.25 |
19,927.38 |
|
S3 |
19,852.16 |
19,875.44 |
19,924.16 |
|
S4 |
19,817.07 |
19,840.35 |
19,914.51 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,382.17 |
20,312.67 |
20,018.88 |
|
R3 |
20,227.49 |
20,157.99 |
19,976.35 |
|
R2 |
20,072.81 |
20,072.81 |
19,962.17 |
|
R1 |
20,003.31 |
20,003.31 |
19,947.99 |
20,038.06 |
PP |
19,918.13 |
19,918.13 |
19,918.13 |
19,935.51 |
S1 |
19,848.63 |
19,848.63 |
19,919.63 |
19,883.38 |
S2 |
19,763.45 |
19,763.45 |
19,905.45 |
|
S3 |
19,608.77 |
19,693.95 |
19,891.27 |
|
S4 |
19,454.09 |
19,539.27 |
19,848.74 |
|
|
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 |
19,832.95 |
154.68 |
0.8% |
56.67 |
0.3% |
65% |
False |
False |
|
10 |
19,987.63 |
19,747.74 |
239.89 |
1.2% |
92.72 |
0.5% |
78% |
False |
False |
|
20 |
19,987.63 |
19,062.22 |
925.41 |
4.6% |
103.39 |
0.5% |
94% |
False |
False |
|
40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
121.14 |
0.6% |
97% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
124.36 |
0.6% |
97% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
135.52 |
0.7% |
97% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
128.01 |
0.6% |
97% |
False |
False |
|
120 |
19,987.63 |
17,816.65 |
2,170.98 |
10.9% |
124.85 |
0.6% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,083.28 |
2.618 |
20,026.02 |
1.618 |
19,990.93 |
1.000 |
19,969.24 |
0.618 |
19,955.84 |
HIGH |
19,934.15 |
0.618 |
19,920.75 |
0.500 |
19,916.61 |
0.382 |
19,912.46 |
LOW |
19,899.06 |
0.618 |
19,877.37 |
1.000 |
19,863.97 |
1.618 |
19,842.28 |
2.618 |
19,807.19 |
4.250 |
19,749.93 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,928.08 |
19,934.38 |
PP |
19,922.34 |
19,934.19 |
S1 |
19,916.61 |
19,934.00 |
|