Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,964.31 |
19,835.46 |
-128.85 |
-0.6% |
19,836.66 |
High |
19,981.11 |
19,878.44 |
-102.67 |
-0.5% |
19,987.63 |
Low |
19,827.31 |
19,788.94 |
-38.37 |
-0.2% |
19,832.95 |
Close |
19,833.68 |
19,819.78 |
-13.90 |
-0.1% |
19,933.81 |
Range |
153.80 |
89.50 |
-64.30 |
-41.8% |
154.68 |
ATR |
110.95 |
109.41 |
-1.53 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,097.55 |
20,048.17 |
19,869.01 |
|
R3 |
20,008.05 |
19,958.67 |
19,844.39 |
|
R2 |
19,918.55 |
19,918.55 |
19,836.19 |
|
R1 |
19,869.17 |
19,869.17 |
19,827.98 |
19,849.11 |
PP |
19,829.05 |
19,829.05 |
19,829.05 |
19,819.03 |
S1 |
19,779.67 |
19,779.67 |
19,811.58 |
19,759.61 |
S2 |
19,739.55 |
19,739.55 |
19,803.37 |
|
S3 |
19,650.05 |
19,690.17 |
19,795.17 |
|
S4 |
19,560.55 |
19,600.67 |
19,770.56 |
|
|
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 |
19,981.11 |
19,788.94 |
192.17 |
1.0% |
74.09 |
0.4% |
16% |
False |
True |
|
10 |
19,987.63 |
19,788.94 |
198.69 |
1.0% |
80.91 |
0.4% |
16% |
False |
True |
|
20 |
19,987.63 |
19,138.79 |
848.84 |
4.3% |
105.05 |
0.5% |
80% |
False |
False |
|
40 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
116.70 |
0.6% |
92% |
False |
False |
|
60 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
121.40 |
0.6% |
92% |
False |
False |
|
80 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
134.80 |
0.7% |
92% |
False |
False |
|
100 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
128.04 |
0.6% |
92% |
False |
False |
|
120 |
19,987.63 |
17,883.56 |
2,104.07 |
10.6% |
123.16 |
0.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,258.82 |
2.618 |
20,112.75 |
1.618 |
20,023.25 |
1.000 |
19,967.94 |
0.618 |
19,933.75 |
HIGH |
19,878.44 |
0.618 |
19,844.25 |
0.500 |
19,833.69 |
0.382 |
19,823.13 |
LOW |
19,788.94 |
0.618 |
19,733.63 |
1.000 |
19,699.44 |
1.618 |
19,644.13 |
2.618 |
19,554.63 |
4.250 |
19,408.57 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,833.69 |
19,885.03 |
PP |
19,829.05 |
19,863.28 |
S1 |
19,824.42 |
19,841.53 |
|