Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,126.9 |
1,139.4 |
12.5 |
1.1% |
1,158.3 |
High |
1,140.9 |
1,140.7 |
-0.2 |
0.0% |
1,164.0 |
Low |
1,126.9 |
1,137.9 |
11.0 |
1.0% |
1,123.9 |
Close |
1,135.3 |
1,140.5 |
5.2 |
0.5% |
1,135.3 |
Range |
14.0 |
2.8 |
-11.2 |
-80.0% |
40.1 |
ATR |
18.3 |
17.4 |
-0.9 |
-5.0% |
0.0 |
Volume |
146 |
249 |
103 |
70.5% |
1,845 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.1 |
1,147.1 |
1,142.0 |
|
R3 |
1,145.3 |
1,144.3 |
1,141.3 |
|
R2 |
1,142.5 |
1,142.5 |
1,141.0 |
|
R1 |
1,141.5 |
1,141.5 |
1,140.8 |
1,142.0 |
PP |
1,139.7 |
1,139.7 |
1,139.7 |
1,140.0 |
S1 |
1,138.7 |
1,138.7 |
1,140.2 |
1,139.2 |
S2 |
1,136.9 |
1,136.9 |
1,140.0 |
|
S3 |
1,134.1 |
1,135.9 |
1,139.7 |
|
S4 |
1,131.3 |
1,133.1 |
1,139.0 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,238.4 |
1,157.4 |
|
R3 |
1,221.3 |
1,198.3 |
1,146.3 |
|
R2 |
1,181.2 |
1,181.2 |
1,142.7 |
|
R1 |
1,158.2 |
1,158.2 |
1,139.0 |
1,149.7 |
PP |
1,141.1 |
1,141.1 |
1,141.1 |
1,136.8 |
S1 |
1,118.1 |
1,118.1 |
1,131.6 |
1,109.6 |
S2 |
1,101.0 |
1,101.0 |
1,127.9 |
|
S3 |
1,060.9 |
1,078.0 |
1,124.3 |
|
S4 |
1,020.8 |
1,037.9 |
1,113.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,164.0 |
1,123.9 |
40.1 |
3.5% |
13.4 |
1.2% |
41% |
False |
False |
352 |
10 |
1,178.5 |
1,123.9 |
54.6 |
4.8% |
11.9 |
1.0% |
30% |
False |
False |
361 |
20 |
1,220.9 |
1,123.9 |
97.0 |
8.5% |
15.7 |
1.4% |
17% |
False |
False |
64,637 |
40 |
1,338.3 |
1,123.9 |
214.4 |
18.8% |
18.5 |
1.6% |
8% |
False |
False |
162,568 |
60 |
1,346.1 |
1,123.9 |
222.2 |
19.5% |
16.9 |
1.5% |
7% |
False |
False |
165,019 |
80 |
1,357.6 |
1,123.9 |
233.7 |
20.5% |
16.6 |
1.5% |
7% |
False |
False |
168,743 |
100 |
1,374.2 |
1,123.9 |
250.3 |
21.9% |
16.4 |
1.4% |
7% |
False |
False |
169,315 |
120 |
1,384.4 |
1,123.9 |
260.5 |
22.8% |
17.0 |
1.5% |
6% |
False |
False |
149,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,152.6 |
2.618 |
1,148.0 |
1.618 |
1,145.2 |
1.000 |
1,143.5 |
0.618 |
1,142.4 |
HIGH |
1,140.7 |
0.618 |
1,139.6 |
0.500 |
1,139.3 |
0.382 |
1,139.0 |
LOW |
1,137.9 |
0.618 |
1,136.2 |
1.000 |
1,135.1 |
1.618 |
1,133.4 |
2.618 |
1,130.6 |
4.250 |
1,126.0 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,140.1 |
1,138.2 |
PP |
1,139.7 |
1,135.9 |
S1 |
1,139.3 |
1,133.6 |
|