Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,167.7 |
1,173.8 |
6.1 |
0.5% |
1,184.4 |
High |
1,178.5 |
1,177.8 |
-0.7 |
-0.1% |
1,197.2 |
Low |
1,166.4 |
1,169.1 |
2.7 |
0.2% |
1,160.0 |
Close |
1,175.0 |
1,169.8 |
-5.2 |
-0.4% |
1,175.1 |
Range |
12.1 |
8.7 |
-3.4 |
-28.1% |
37.2 |
ATR |
19.0 |
18.3 |
-0.7 |
-3.9% |
0.0 |
Volume |
182 |
322 |
140 |
76.9% |
242,305 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.3 |
1,192.8 |
1,174.6 |
|
R3 |
1,189.6 |
1,184.1 |
1,172.2 |
|
R2 |
1,180.9 |
1,180.9 |
1,171.4 |
|
R1 |
1,175.4 |
1,175.4 |
1,170.6 |
1,173.8 |
PP |
1,172.2 |
1,172.2 |
1,172.2 |
1,171.5 |
S1 |
1,166.7 |
1,166.7 |
1,169.0 |
1,165.1 |
S2 |
1,163.5 |
1,163.5 |
1,168.2 |
|
S3 |
1,154.8 |
1,158.0 |
1,167.4 |
|
S4 |
1,146.1 |
1,149.3 |
1,165.0 |
|
|
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% |
13.8 |
1.2% |
43% |
False |
False |
607 |
10 |
1,197.2 |
1,157.0 |
40.2 |
3.4% |
16.2 |
1.4% |
32% |
False |
False |
54,410 |
20 |
1,292.5 |
1,157.0 |
135.5 |
11.6% |
19.6 |
1.7% |
9% |
False |
False |
171,696 |
40 |
1,338.3 |
1,157.0 |
181.3 |
15.5% |
18.0 |
1.5% |
7% |
False |
False |
186,809 |
60 |
1,347.8 |
1,157.0 |
190.8 |
16.3% |
17.1 |
1.5% |
7% |
False |
False |
183,446 |
80 |
1,361.5 |
1,157.0 |
204.5 |
17.5% |
16.6 |
1.4% |
6% |
False |
False |
183,791 |
100 |
1,374.2 |
1,157.0 |
217.2 |
18.6% |
16.8 |
1.4% |
6% |
False |
False |
176,667 |
120 |
1,384.4 |
1,157.0 |
227.4 |
19.4% |
18.1 |
1.5% |
6% |
False |
False |
150,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.8 |
2.618 |
1,200.6 |
1.618 |
1,191.9 |
1.000 |
1,186.5 |
0.618 |
1,183.2 |
HIGH |
1,177.8 |
0.618 |
1,174.5 |
0.500 |
1,173.5 |
0.382 |
1,172.4 |
LOW |
1,169.1 |
0.618 |
1,163.7 |
1.000 |
1,160.4 |
1.618 |
1,155.0 |
2.618 |
1,146.3 |
4.250 |
1,132.1 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,173.5 |
1,172.5 |
PP |
1,172.2 |
1,171.6 |
S1 |
1,171.0 |
1,170.7 |
|