| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
18,650 |
18,867 |
217 |
1.2% |
18,250 |
| High |
18,915 |
18,867 |
-48 |
-0.3% |
18,915 |
| Low |
18,615 |
18,867 |
252 |
1.4% |
18,235 |
| Close |
18,855 |
18,867 |
12 |
0.1% |
18,867 |
| Range |
300 |
0 |
-300 |
-100.0% |
680 |
| ATR |
279 |
260 |
-19 |
-6.8% |
0 |
| Volume |
7,134 |
0 |
-7,134 |
-100.0% |
77,806 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,868 |
18,868 |
18,868 |
|
| R3 |
18,868 |
18,868 |
18,868 |
|
| R2 |
18,868 |
18,868 |
18,868 |
|
| R1 |
18,868 |
18,868 |
18,868 |
18,868 |
| PP |
18,868 |
18,868 |
18,868 |
18,868 |
| S1 |
18,868 |
18,868 |
18,868 |
18,868 |
| S2 |
18,868 |
18,868 |
18,868 |
|
| S3 |
18,868 |
18,868 |
18,868 |
|
| S4 |
18,868 |
18,868 |
18,868 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,713 |
20,470 |
19,242 |
|
| R3 |
20,033 |
19,790 |
19,055 |
|
| R2 |
19,353 |
19,353 |
18,992 |
|
| R1 |
19,110 |
19,110 |
18,930 |
19,231 |
| PP |
18,673 |
18,673 |
18,673 |
18,733 |
| S1 |
18,430 |
18,430 |
18,805 |
18,551 |
| S2 |
17,993 |
17,993 |
18,743 |
|
| S3 |
17,313 |
17,750 |
18,681 |
|
| S4 |
16,633 |
17,070 |
18,494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,915 |
18,235 |
680 |
3.6% |
212 |
1.1% |
93% |
False |
False |
15,561 |
| 10 |
18,915 |
18,220 |
695 |
3.7% |
239 |
1.3% |
93% |
False |
False |
13,609 |
| 20 |
18,915 |
17,290 |
1,625 |
8.6% |
250 |
1.3% |
97% |
False |
False |
12,482 |
| 40 |
18,915 |
16,140 |
2,775 |
14.7% |
266 |
1.4% |
98% |
False |
False |
12,600 |
| 60 |
18,915 |
16,140 |
2,775 |
14.7% |
264 |
1.4% |
98% |
False |
False |
11,805 |
| 80 |
18,915 |
16,140 |
2,775 |
14.7% |
251 |
1.3% |
98% |
False |
False |
10,346 |
| 100 |
18,915 |
15,900 |
3,015 |
16.0% |
249 |
1.3% |
98% |
False |
False |
8,282 |
| 120 |
18,915 |
15,060 |
3,855 |
20.4% |
257 |
1.4% |
99% |
False |
False |
6,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,868 |
|
2.618 |
18,868 |
|
1.618 |
18,868 |
|
1.000 |
18,868 |
|
0.618 |
18,868 |
|
HIGH |
18,868 |
|
0.618 |
18,868 |
|
0.500 |
18,868 |
|
0.382 |
18,868 |
|
LOW |
18,868 |
|
0.618 |
18,868 |
|
1.000 |
18,868 |
|
1.618 |
18,868 |
|
2.618 |
18,868 |
|
4.250 |
18,868 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,868 |
18,800 |
| PP |
18,868 |
18,733 |
| S1 |
18,868 |
18,665 |
|