Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,631.35 |
19,770.20 |
138.85 |
0.7% |
19,244.35 |
High |
19,757.74 |
19,824.59 |
66.85 |
0.3% |
19,757.74 |
Low |
19,623.19 |
19,747.74 |
124.55 |
0.6% |
19,184.74 |
Close |
19,756.85 |
19,796.43 |
39.58 |
0.2% |
19,756.85 |
Range |
134.55 |
76.85 |
-57.70 |
-42.9% |
573.00 |
ATR |
130.21 |
126.40 |
-3.81 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,020.14 |
19,985.13 |
19,838.70 |
|
R3 |
19,943.29 |
19,908.28 |
19,817.56 |
|
R2 |
19,866.44 |
19,866.44 |
19,810.52 |
|
R1 |
19,831.43 |
19,831.43 |
19,803.47 |
19,848.94 |
PP |
19,789.59 |
19,789.59 |
19,789.59 |
19,798.34 |
S1 |
19,754.58 |
19,754.58 |
19,789.39 |
19,772.09 |
S2 |
19,712.74 |
19,712.74 |
19,782.34 |
|
S3 |
19,635.89 |
19,677.73 |
19,775.30 |
|
S4 |
19,559.04 |
19,600.88 |
19,754.16 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,285.44 |
21,094.15 |
20,072.00 |
|
R3 |
20,712.44 |
20,521.15 |
19,914.43 |
|
R2 |
20,139.44 |
20,139.44 |
19,861.90 |
|
R1 |
19,948.15 |
19,948.15 |
19,809.38 |
20,043.80 |
PP |
19,566.44 |
19,566.44 |
19,566.44 |
19,614.27 |
S1 |
19,375.15 |
19,375.15 |
19,704.33 |
19,470.80 |
S2 |
18,993.44 |
18,993.44 |
19,651.80 |
|
S3 |
18,420.44 |
18,802.15 |
19,599.28 |
|
S4 |
17,847.44 |
18,229.15 |
19,441.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,824.59 |
19,184.74 |
639.85 |
3.2% |
149.66 |
0.8% |
96% |
True |
False |
|
10 |
19,824.59 |
19,062.22 |
762.37 |
3.9% |
115.10 |
0.6% |
96% |
True |
False |
|
20 |
19,824.59 |
18,806.06 |
1,018.53 |
5.1% |
98.01 |
0.5% |
97% |
True |
False |
|
40 |
19,824.59 |
17,883.56 |
1,941.03 |
9.8% |
124.10 |
0.6% |
99% |
True |
False |
|
60 |
19,824.59 |
17,883.56 |
1,941.03 |
9.8% |
134.30 |
0.7% |
99% |
True |
False |
|
80 |
19,824.59 |
17,883.56 |
1,941.03 |
9.8% |
137.30 |
0.7% |
99% |
True |
False |
|
100 |
19,824.59 |
17,883.56 |
1,941.03 |
9.8% |
129.29 |
0.7% |
99% |
True |
False |
|
120 |
19,824.59 |
17,063.08 |
2,761.51 |
13.9% |
135.72 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,151.20 |
2.618 |
20,025.78 |
1.618 |
19,948.93 |
1.000 |
19,901.44 |
0.618 |
19,872.08 |
HIGH |
19,824.59 |
0.618 |
19,795.23 |
0.500 |
19,786.17 |
0.382 |
19,777.10 |
LOW |
19,747.74 |
0.618 |
19,700.25 |
1.000 |
19,670.89 |
1.618 |
19,623.40 |
2.618 |
19,546.55 |
4.250 |
19,421.13 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,793.01 |
19,756.36 |
PP |
19,789.59 |
19,716.28 |
S1 |
19,786.17 |
19,676.21 |
|