Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,159.8 |
1,139.8 |
-20.0 |
-1.7% |
1,181.8 |
High |
1,164.0 |
1,143.3 |
-20.7 |
-1.8% |
1,186.7 |
Low |
1,142.0 |
1,123.9 |
-18.1 |
-1.6% |
1,156.0 |
Close |
1,161.3 |
1,127.8 |
-33.5 |
-2.9% |
1,159.4 |
Range |
22.0 |
19.4 |
-2.6 |
-11.8% |
30.7 |
ATR |
17.2 |
18.6 |
1.4 |
8.4% |
0.0 |
Volume |
487 |
244 |
-243 |
-49.9% |
1,879 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.9 |
1,178.2 |
1,138.5 |
|
R3 |
1,170.5 |
1,158.8 |
1,133.1 |
|
R2 |
1,151.1 |
1,151.1 |
1,131.4 |
|
R1 |
1,139.4 |
1,139.4 |
1,129.6 |
1,135.6 |
PP |
1,131.7 |
1,131.7 |
1,131.7 |
1,129.7 |
S1 |
1,120.0 |
1,120.0 |
1,126.0 |
1,116.2 |
S2 |
1,112.3 |
1,112.3 |
1,124.2 |
|
S3 |
1,092.9 |
1,100.6 |
1,122.5 |
|
S4 |
1,073.5 |
1,081.2 |
1,117.1 |
|
|
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 |
1,168.8 |
1,123.9 |
44.9 |
4.0% |
14.7 |
1.3% |
9% |
False |
True |
412 |
10 |
1,186.7 |
1,123.9 |
62.8 |
5.6% |
14.3 |
1.3% |
6% |
False |
True |
509 |
20 |
1,231.1 |
1,123.9 |
107.2 |
9.5% |
16.7 |
1.5% |
4% |
False |
True |
89,362 |
40 |
1,338.3 |
1,123.9 |
214.4 |
19.0% |
18.5 |
1.6% |
2% |
False |
True |
168,519 |
60 |
1,347.8 |
1,123.9 |
223.9 |
19.9% |
17.0 |
1.5% |
2% |
False |
True |
169,681 |
80 |
1,357.6 |
1,123.9 |
233.7 |
20.7% |
16.7 |
1.5% |
2% |
False |
True |
173,652 |
100 |
1,374.2 |
1,123.9 |
250.3 |
22.2% |
16.7 |
1.5% |
2% |
False |
True |
172,966 |
120 |
1,384.4 |
1,123.9 |
260.5 |
23.1% |
17.2 |
1.5% |
1% |
False |
True |
150,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.8 |
2.618 |
1,194.1 |
1.618 |
1,174.7 |
1.000 |
1,162.7 |
0.618 |
1,155.3 |
HIGH |
1,143.3 |
0.618 |
1,135.9 |
0.500 |
1,133.6 |
0.382 |
1,131.3 |
LOW |
1,123.9 |
0.618 |
1,111.9 |
1.000 |
1,104.5 |
1.618 |
1,092.5 |
2.618 |
1,073.1 |
4.250 |
1,041.5 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,133.6 |
1,144.0 |
PP |
1,131.7 |
1,138.6 |
S1 |
1,129.7 |
1,133.2 |
|