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 |
1,166.6 |
1,158.3 |
-8.3 |
-0.7% |
1,181.8 |
High |
1,168.8 |
1,163.9 |
-4.9 |
-0.4% |
1,186.7 |
Low |
1,156.0 |
1,153.0 |
-3.0 |
-0.3% |
1,156.0 |
Close |
1,159.4 |
1,163.5 |
4.1 |
0.4% |
1,159.4 |
Range |
12.8 |
10.9 |
-1.9 |
-14.8% |
30.7 |
ATR |
18.0 |
17.5 |
-0.5 |
-2.8% |
0.0 |
Volume |
365 |
331 |
-34 |
-9.3% |
1,879 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.8 |
1,189.1 |
1,169.5 |
|
R3 |
1,181.9 |
1,178.2 |
1,166.5 |
|
R2 |
1,171.0 |
1,171.0 |
1,165.5 |
|
R1 |
1,167.3 |
1,167.3 |
1,164.5 |
1,169.2 |
PP |
1,160.1 |
1,160.1 |
1,160.1 |
1,161.1 |
S1 |
1,156.4 |
1,156.4 |
1,162.5 |
1,158.3 |
S2 |
1,149.2 |
1,149.2 |
1,161.5 |
|
S3 |
1,138.3 |
1,145.5 |
1,160.5 |
|
S4 |
1,127.4 |
1,134.6 |
1,157.5 |
|
|
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 |
1,178.5 |
1,153.0 |
25.5 |
2.2% |
10.4 |
0.9% |
41% |
False |
True |
370 |
10 |
1,194.8 |
1,153.0 |
41.8 |
3.6% |
14.8 |
1.3% |
25% |
False |
True |
5,460 |
20 |
1,233.1 |
1,153.0 |
80.1 |
6.9% |
16.4 |
1.4% |
13% |
False |
True |
128,823 |
40 |
1,338.3 |
1,153.0 |
185.3 |
15.9% |
18.0 |
1.5% |
6% |
False |
True |
178,577 |
60 |
1,347.8 |
1,153.0 |
194.8 |
16.7% |
16.9 |
1.5% |
5% |
False |
True |
177,634 |
80 |
1,357.9 |
1,153.0 |
204.9 |
17.6% |
16.6 |
1.4% |
5% |
False |
True |
179,554 |
100 |
1,374.2 |
1,153.0 |
221.2 |
19.0% |
16.5 |
1.4% |
5% |
False |
True |
175,778 |
120 |
1,384.4 |
1,153.0 |
231.4 |
19.9% |
18.0 |
1.5% |
5% |
False |
True |
150,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,210.2 |
2.618 |
1,192.4 |
1.618 |
1,181.5 |
1.000 |
1,174.8 |
0.618 |
1,170.6 |
HIGH |
1,163.9 |
0.618 |
1,159.7 |
0.500 |
1,158.5 |
0.382 |
1,157.2 |
LOW |
1,153.0 |
0.618 |
1,146.3 |
1.000 |
1,142.1 |
1.618 |
1,135.4 |
2.618 |
1,124.5 |
4.250 |
1,106.7 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,161.8 |
1,165.4 |
PP |
1,160.1 |
1,164.8 |
S1 |
1,158.5 |
1,164.1 |
|