Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,163.5 |
1,159.8 |
-3.7 |
-0.3% |
1,181.8 |
High |
1,164.0 |
1,164.0 |
0.0 |
0.0% |
1,186.7 |
Low |
1,155.4 |
1,142.0 |
-13.4 |
-1.2% |
1,156.0 |
Close |
1,156.7 |
1,161.3 |
4.6 |
0.4% |
1,159.4 |
Range |
8.6 |
22.0 |
13.4 |
155.8% |
30.7 |
ATR |
16.8 |
17.2 |
0.4 |
2.2% |
0.0 |
Volume |
637 |
487 |
-150 |
-23.5% |
1,879 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.8 |
1,213.5 |
1,173.4 |
|
R3 |
1,199.8 |
1,191.5 |
1,167.4 |
|
R2 |
1,177.8 |
1,177.8 |
1,165.3 |
|
R1 |
1,169.5 |
1,169.5 |
1,163.3 |
1,173.7 |
PP |
1,155.8 |
1,155.8 |
1,155.8 |
1,157.8 |
S1 |
1,147.5 |
1,147.5 |
1,159.3 |
1,151.7 |
S2 |
1,133.8 |
1,133.8 |
1,157.3 |
|
S3 |
1,111.8 |
1,125.5 |
1,155.3 |
|
S4 |
1,089.8 |
1,103.5 |
1,149.2 |
|
|
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 |
1,177.8 |
1,142.0 |
35.8 |
3.1% |
12.6 |
1.1% |
54% |
False |
True |
428 |
10 |
1,186.7 |
1,142.0 |
44.7 |
3.8% |
13.8 |
1.2% |
43% |
False |
True |
644 |
20 |
1,233.1 |
1,142.0 |
91.1 |
7.8% |
16.3 |
1.4% |
21% |
False |
True |
99,573 |
40 |
1,338.3 |
1,142.0 |
196.3 |
16.9% |
18.4 |
1.6% |
10% |
False |
True |
172,103 |
60 |
1,347.8 |
1,142.0 |
205.8 |
17.7% |
17.2 |
1.5% |
9% |
False |
True |
174,160 |
80 |
1,357.6 |
1,142.0 |
215.6 |
18.6% |
16.6 |
1.4% |
9% |
False |
True |
175,299 |
100 |
1,374.2 |
1,142.0 |
232.2 |
20.0% |
16.6 |
1.4% |
8% |
False |
True |
173,862 |
120 |
1,384.4 |
1,142.0 |
242.4 |
20.9% |
17.2 |
1.5% |
8% |
False |
True |
150,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.5 |
2.618 |
1,221.6 |
1.618 |
1,199.6 |
1.000 |
1,186.0 |
0.618 |
1,177.6 |
HIGH |
1,164.0 |
0.618 |
1,155.6 |
0.500 |
1,153.0 |
0.382 |
1,150.4 |
LOW |
1,142.0 |
0.618 |
1,128.4 |
1.000 |
1,120.0 |
1.618 |
1,106.4 |
2.618 |
1,084.4 |
4.250 |
1,048.5 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,158.5 |
1,158.5 |
PP |
1,155.8 |
1,155.8 |
S1 |
1,153.0 |
1,153.0 |
|