Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,908.61 |
19,943.46 |
34.85 |
0.2% |
19,836.66 |
High |
19,934.15 |
19,980.24 |
46.09 |
0.2% |
19,987.63 |
Low |
19,899.06 |
19,939.80 |
40.74 |
0.2% |
19,832.95 |
Close |
19,933.81 |
19,945.04 |
11.23 |
0.1% |
19,933.81 |
Range |
35.09 |
40.44 |
5.35 |
15.2% |
154.68 |
ATR |
112.36 |
107.65 |
-4.71 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,076.35 |
20,051.13 |
19,967.28 |
|
R3 |
20,035.91 |
20,010.69 |
19,956.16 |
|
R2 |
19,995.47 |
19,995.47 |
19,952.45 |
|
R1 |
19,970.25 |
19,970.25 |
19,948.75 |
19,982.86 |
PP |
19,955.03 |
19,955.03 |
19,955.03 |
19,961.33 |
S1 |
19,929.81 |
19,929.81 |
19,941.33 |
19,942.42 |
S2 |
19,914.59 |
19,914.59 |
19,937.63 |
|
S3 |
19,874.15 |
19,889.37 |
19,933.92 |
|
S4 |
19,833.71 |
19,848.93 |
19,922.80 |
|
|
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 |
19,882.19 |
105.44 |
0.5% |
47.80 |
0.2% |
60% |
False |
False |
|
10 |
19,987.63 |
19,748.67 |
238.96 |
1.2% |
89.08 |
0.4% |
82% |
False |
False |
|
20 |
19,987.63 |
19,062.22 |
925.41 |
4.6% |
102.09 |
0.5% |
95% |
False |
False |
|
40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
118.10 |
0.6% |
98% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
121.90 |
0.6% |
98% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
134.34 |
0.7% |
98% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
127.68 |
0.6% |
98% |
False |
False |
|
120 |
19,987.63 |
17,883.56 |
2,104.07 |
10.5% |
123.79 |
0.6% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,152.11 |
2.618 |
20,086.11 |
1.618 |
20,045.67 |
1.000 |
20,020.68 |
0.618 |
20,005.23 |
HIGH |
19,980.24 |
0.618 |
19,964.79 |
0.500 |
19,960.02 |
0.382 |
19,955.25 |
LOW |
19,939.80 |
0.618 |
19,914.81 |
1.000 |
19,899.36 |
1.618 |
19,874.37 |
2.618 |
19,833.93 |
4.250 |
19,767.93 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,960.02 |
19,940.43 |
PP |
19,955.03 |
19,935.82 |
S1 |
19,950.03 |
19,931.22 |
|