Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,181.8 |
1,170.9 |
-10.9 |
-0.9% |
1,184.4 |
High |
1,186.7 |
1,174.5 |
-12.2 |
-1.0% |
1,197.2 |
Low |
1,157.0 |
1,167.1 |
10.1 |
0.9% |
1,160.0 |
Close |
1,174.0 |
1,167.6 |
-6.4 |
-0.5% |
1,175.1 |
Range |
29.7 |
7.4 |
-22.3 |
-75.1% |
37.2 |
ATR |
20.5 |
19.5 |
-0.9 |
-4.6% |
0.0 |
Volume |
358 |
652 |
294 |
82.1% |
242,305 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.9 |
1,187.2 |
1,171.7 |
|
R3 |
1,184.5 |
1,179.8 |
1,169.6 |
|
R2 |
1,177.1 |
1,177.1 |
1,169.0 |
|
R1 |
1,172.4 |
1,172.4 |
1,168.3 |
1,171.1 |
PP |
1,169.7 |
1,169.7 |
1,169.7 |
1,169.1 |
S1 |
1,165.0 |
1,165.0 |
1,166.9 |
1,163.7 |
S2 |
1,162.3 |
1,162.3 |
1,166.2 |
|
S3 |
1,154.9 |
1,157.6 |
1,165.6 |
|
S4 |
1,147.5 |
1,150.2 |
1,163.5 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.0 |
1,269.3 |
1,195.6 |
|
R3 |
1,251.8 |
1,232.1 |
1,185.3 |
|
R2 |
1,214.6 |
1,214.6 |
1,181.9 |
|
R1 |
1,194.9 |
1,194.9 |
1,178.5 |
1,186.2 |
PP |
1,177.4 |
1,177.4 |
1,177.4 |
1,173.1 |
S1 |
1,157.7 |
1,157.7 |
1,171.7 |
1,149.0 |
S2 |
1,140.2 |
1,140.2 |
1,168.3 |
|
S3 |
1,103.0 |
1,120.5 |
1,164.9 |
|
S4 |
1,065.8 |
1,083.3 |
1,154.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,193.3 |
1,157.0 |
36.3 |
3.1% |
17.6 |
1.5% |
29% |
False |
False |
2,255 |
10 |
1,220.9 |
1,157.0 |
63.9 |
5.5% |
19.0 |
1.6% |
17% |
False |
False |
112,195 |
20 |
1,338.3 |
1,157.0 |
181.3 |
15.5% |
22.9 |
2.0% |
6% |
False |
False |
222,622 |
40 |
1,338.3 |
1,157.0 |
181.3 |
15.5% |
18.0 |
1.5% |
6% |
False |
False |
193,862 |
60 |
1,347.8 |
1,157.0 |
190.8 |
16.3% |
17.2 |
1.5% |
6% |
False |
False |
188,775 |
80 |
1,364.3 |
1,157.0 |
207.3 |
17.8% |
16.7 |
1.4% |
5% |
False |
False |
188,059 |
100 |
1,374.2 |
1,157.0 |
217.2 |
18.6% |
16.8 |
1.4% |
5% |
False |
False |
177,192 |
120 |
1,384.4 |
1,157.0 |
227.4 |
19.5% |
18.2 |
1.6% |
5% |
False |
False |
150,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.0 |
2.618 |
1,193.9 |
1.618 |
1,186.5 |
1.000 |
1,181.9 |
0.618 |
1,179.1 |
HIGH |
1,174.5 |
0.618 |
1,171.7 |
0.500 |
1,170.8 |
0.382 |
1,169.9 |
LOW |
1,167.1 |
0.618 |
1,162.5 |
1.000 |
1,159.7 |
1.618 |
1,155.1 |
2.618 |
1,147.7 |
4.250 |
1,135.7 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,170.8 |
1,171.9 |
PP |
1,169.7 |
1,170.4 |
S1 |
1,168.7 |
1,169.0 |
|