Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,158.3 |
1,163.5 |
5.2 |
0.4% |
1,181.8 |
High |
1,163.9 |
1,164.0 |
0.1 |
0.0% |
1,186.7 |
Low |
1,153.0 |
1,155.4 |
2.4 |
0.2% |
1,156.0 |
Close |
1,163.5 |
1,156.7 |
-6.8 |
-0.6% |
1,159.4 |
Range |
10.9 |
8.6 |
-2.3 |
-21.1% |
30.7 |
ATR |
17.5 |
16.8 |
-0.6 |
-3.6% |
0.0 |
Volume |
331 |
637 |
306 |
92.4% |
1,879 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.5 |
1,179.2 |
1,161.4 |
|
R3 |
1,175.9 |
1,170.6 |
1,159.1 |
|
R2 |
1,167.3 |
1,167.3 |
1,158.3 |
|
R1 |
1,162.0 |
1,162.0 |
1,157.5 |
1,160.4 |
PP |
1,158.7 |
1,158.7 |
1,158.7 |
1,157.9 |
S1 |
1,153.4 |
1,153.4 |
1,155.9 |
1,151.8 |
S2 |
1,150.1 |
1,150.1 |
1,155.1 |
|
S3 |
1,141.5 |
1,144.8 |
1,154.3 |
|
S4 |
1,132.9 |
1,136.2 |
1,152.0 |
|
|
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% |
10.6 |
0.9% |
15% |
False |
False |
367 |
10 |
1,193.3 |
1,153.0 |
40.3 |
3.5% |
14.1 |
1.2% |
9% |
False |
False |
1,311 |
20 |
1,233.1 |
1,153.0 |
80.1 |
6.9% |
15.8 |
1.4% |
5% |
False |
False |
111,257 |
40 |
1,338.3 |
1,153.0 |
185.3 |
16.0% |
18.1 |
1.6% |
2% |
False |
False |
175,795 |
60 |
1,347.8 |
1,153.0 |
194.8 |
16.8% |
16.9 |
1.5% |
2% |
False |
False |
175,714 |
80 |
1,357.6 |
1,153.0 |
204.6 |
17.7% |
16.5 |
1.4% |
2% |
False |
False |
177,249 |
100 |
1,374.2 |
1,153.0 |
221.2 |
19.1% |
16.5 |
1.4% |
2% |
False |
False |
175,141 |
120 |
1,384.4 |
1,153.0 |
231.4 |
20.0% |
17.9 |
1.5% |
2% |
False |
False |
150,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,200.6 |
2.618 |
1,186.5 |
1.618 |
1,177.9 |
1.000 |
1,172.6 |
0.618 |
1,169.3 |
HIGH |
1,164.0 |
0.618 |
1,160.7 |
0.500 |
1,159.7 |
0.382 |
1,158.7 |
LOW |
1,155.4 |
0.618 |
1,150.1 |
1.000 |
1,146.8 |
1.618 |
1,141.5 |
2.618 |
1,132.9 |
4.250 |
1,118.9 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,159.7 |
1,160.9 |
PP |
1,158.7 |
1,159.5 |
S1 |
1,157.7 |
1,158.1 |
|