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 |
1,173.8 |
1,166.6 |
-7.2 |
-0.6% |
1,181.8 |
High |
1,177.8 |
1,168.8 |
-9.0 |
-0.8% |
1,186.7 |
Low |
1,169.1 |
1,156.0 |
-13.1 |
-1.1% |
1,156.0 |
Close |
1,169.8 |
1,159.4 |
-10.4 |
-0.9% |
1,159.4 |
Range |
8.7 |
12.8 |
4.1 |
47.1% |
30.7 |
ATR |
18.3 |
18.0 |
-0.3 |
-1.7% |
0.0 |
Volume |
322 |
365 |
43 |
13.4% |
1,879 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.8 |
1,192.4 |
1,166.4 |
|
R3 |
1,187.0 |
1,179.6 |
1,162.9 |
|
R2 |
1,174.2 |
1,174.2 |
1,161.7 |
|
R1 |
1,166.8 |
1,166.8 |
1,160.6 |
1,164.1 |
PP |
1,161.4 |
1,161.4 |
1,161.4 |
1,160.1 |
S1 |
1,154.0 |
1,154.0 |
1,158.2 |
1,151.3 |
S2 |
1,148.6 |
1,148.6 |
1,157.1 |
|
S3 |
1,135.8 |
1,141.2 |
1,155.9 |
|
S4 |
1,123.0 |
1,128.4 |
1,152.4 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.5 |
1,240.1 |
1,176.3 |
|
R3 |
1,228.8 |
1,209.4 |
1,167.8 |
|
R2 |
1,198.1 |
1,198.1 |
1,165.0 |
|
R1 |
1,178.7 |
1,178.7 |
1,162.2 |
1,173.1 |
PP |
1,167.4 |
1,167.4 |
1,167.4 |
1,164.5 |
S1 |
1,148.0 |
1,148.0 |
1,156.6 |
1,142.4 |
S2 |
1,136.7 |
1,136.7 |
1,153.8 |
|
S3 |
1,106.0 |
1,117.3 |
1,151.0 |
|
S4 |
1,075.3 |
1,086.6 |
1,142.5 |
|
|
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 |
1,156.0 |
30.7 |
2.6% |
14.1 |
1.2% |
11% |
False |
True |
375 |
10 |
1,197.2 |
1,156.0 |
41.2 |
3.6% |
15.2 |
1.3% |
8% |
False |
True |
24,418 |
20 |
1,265.0 |
1,156.0 |
109.0 |
9.4% |
18.2 |
1.6% |
3% |
False |
True |
151,036 |
40 |
1,338.3 |
1,156.0 |
182.3 |
15.7% |
18.1 |
1.6% |
2% |
False |
True |
183,065 |
60 |
1,347.8 |
1,156.0 |
191.8 |
16.5% |
16.9 |
1.5% |
2% |
False |
True |
179,932 |
80 |
1,361.5 |
1,156.0 |
205.5 |
17.7% |
16.6 |
1.4% |
2% |
False |
True |
181,681 |
100 |
1,374.2 |
1,156.0 |
218.2 |
18.8% |
16.7 |
1.4% |
2% |
False |
True |
176,382 |
120 |
1,384.4 |
1,156.0 |
228.4 |
19.7% |
18.0 |
1.5% |
1% |
False |
True |
150,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.2 |
2.618 |
1,202.3 |
1.618 |
1,189.5 |
1.000 |
1,181.6 |
0.618 |
1,176.7 |
HIGH |
1,168.8 |
0.618 |
1,163.9 |
0.500 |
1,162.4 |
0.382 |
1,160.9 |
LOW |
1,156.0 |
0.618 |
1,148.1 |
1.000 |
1,143.2 |
1.618 |
1,135.3 |
2.618 |
1,122.5 |
4.250 |
1,101.6 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,162.4 |
1,167.3 |
PP |
1,161.4 |
1,164.6 |
S1 |
1,160.4 |
1,162.0 |
|