Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,170.9 |
1,167.7 |
-3.2 |
-0.3% |
1,184.4 |
High |
1,174.5 |
1,178.5 |
4.0 |
0.3% |
1,197.2 |
Low |
1,167.1 |
1,166.4 |
-0.7 |
-0.1% |
1,160.0 |
Close |
1,167.6 |
1,175.0 |
7.4 |
0.6% |
1,175.1 |
Range |
7.4 |
12.1 |
4.7 |
63.5% |
37.2 |
ATR |
19.5 |
19.0 |
-0.5 |
-2.7% |
0.0 |
Volume |
652 |
182 |
-470 |
-72.1% |
242,305 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.6 |
1,204.4 |
1,181.7 |
|
R3 |
1,197.5 |
1,192.3 |
1,178.3 |
|
R2 |
1,185.4 |
1,185.4 |
1,177.2 |
|
R1 |
1,180.2 |
1,180.2 |
1,176.1 |
1,182.8 |
PP |
1,173.3 |
1,173.3 |
1,173.3 |
1,174.6 |
S1 |
1,168.1 |
1,168.1 |
1,173.9 |
1,170.7 |
S2 |
1,161.2 |
1,161.2 |
1,172.8 |
|
S3 |
1,149.1 |
1,156.0 |
1,171.7 |
|
S4 |
1,137.0 |
1,143.9 |
1,168.3 |
|
|
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 |
1,186.7 |
1,157.0 |
29.7 |
2.5% |
14.9 |
1.3% |
61% |
False |
False |
860 |
10 |
1,214.7 |
1,157.0 |
57.7 |
4.9% |
18.6 |
1.6% |
31% |
False |
False |
91,158 |
20 |
1,338.3 |
1,157.0 |
181.3 |
15.4% |
22.6 |
1.9% |
10% |
False |
False |
212,506 |
40 |
1,338.3 |
1,157.0 |
181.3 |
15.4% |
18.0 |
1.5% |
10% |
False |
False |
190,340 |
60 |
1,347.8 |
1,157.0 |
190.8 |
16.2% |
17.1 |
1.5% |
9% |
False |
False |
185,765 |
80 |
1,364.3 |
1,157.0 |
207.3 |
17.6% |
16.7 |
1.4% |
9% |
False |
False |
186,559 |
100 |
1,374.2 |
1,157.0 |
217.2 |
18.5% |
16.8 |
1.4% |
8% |
False |
False |
176,922 |
120 |
1,384.4 |
1,157.0 |
227.4 |
19.4% |
18.1 |
1.5% |
8% |
False |
False |
150,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.9 |
2.618 |
1,210.2 |
1.618 |
1,198.1 |
1.000 |
1,190.6 |
0.618 |
1,186.0 |
HIGH |
1,178.5 |
0.618 |
1,173.9 |
0.500 |
1,172.5 |
0.382 |
1,171.0 |
LOW |
1,166.4 |
0.618 |
1,158.9 |
1.000 |
1,154.3 |
1.618 |
1,146.8 |
2.618 |
1,134.7 |
4.250 |
1,115.0 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,174.2 |
1,174.0 |
PP |
1,173.3 |
1,172.9 |
S1 |
1,172.5 |
1,171.9 |
|