| 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 |
19,561 |
19,708 |
147 |
0.8% |
19,059 |
| High |
19,723 |
19,809 |
86 |
0.4% |
19,723 |
| Low |
19,556 |
19,686 |
130 |
0.7% |
19,001 |
| Close |
19,711 |
19,723 |
12 |
0.1% |
19,711 |
| Range |
167 |
123 |
-44 |
-26.3% |
722 |
| ATR |
158 |
156 |
-3 |
-1.6% |
0 |
| Volume |
120,230 |
150,068 |
29,838 |
24.8% |
173,307 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,108 |
20,039 |
19,791 |
|
| R3 |
19,985 |
19,916 |
19,757 |
|
| R2 |
19,862 |
19,862 |
19,746 |
|
| R1 |
19,793 |
19,793 |
19,734 |
19,828 |
| PP |
19,739 |
19,739 |
19,739 |
19,757 |
| S1 |
19,670 |
19,670 |
19,712 |
19,705 |
| S2 |
19,616 |
19,616 |
19,701 |
|
| S3 |
19,493 |
19,547 |
19,689 |
|
| S4 |
19,370 |
19,424 |
19,655 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,644 |
21,400 |
20,108 |
|
| R3 |
20,922 |
20,678 |
19,910 |
|
| R2 |
20,200 |
20,200 |
19,843 |
|
| R1 |
19,956 |
19,956 |
19,777 |
20,078 |
| PP |
19,478 |
19,478 |
19,478 |
19,540 |
| S1 |
19,234 |
19,234 |
19,645 |
19,356 |
| S2 |
18,756 |
18,756 |
19,579 |
|
| S3 |
18,034 |
18,512 |
19,513 |
|
| S4 |
17,312 |
17,790 |
19,314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,809 |
19,114 |
695 |
3.5% |
173 |
0.9% |
88% |
True |
False |
64,455 |
| 10 |
19,809 |
18,997 |
812 |
4.1% |
140 |
0.7% |
89% |
True |
False |
32,553 |
| 20 |
19,809 |
18,697 |
1,112 |
5.6% |
118 |
0.6% |
92% |
True |
False |
16,642 |
| 40 |
19,809 |
17,360 |
2,449 |
12.4% |
159 |
0.8% |
96% |
True |
False |
8,462 |
| 60 |
19,809 |
17,360 |
2,449 |
12.4% |
165 |
0.8% |
96% |
True |
False |
5,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,332 |
|
2.618 |
20,131 |
|
1.618 |
20,008 |
|
1.000 |
19,932 |
|
0.618 |
19,885 |
|
HIGH |
19,809 |
|
0.618 |
19,762 |
|
0.500 |
19,748 |
|
0.382 |
19,733 |
|
LOW |
19,686 |
|
0.618 |
19,610 |
|
1.000 |
19,563 |
|
1.618 |
19,487 |
|
2.618 |
19,364 |
|
4.250 |
19,163 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,748 |
19,689 |
| PP |
19,739 |
19,654 |
| S1 |
19,731 |
19,620 |
|