Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,139.4 |
1,133.5 |
-5.9 |
-0.5% |
1,158.3 |
High |
1,140.7 |
1,133.5 |
-7.2 |
-0.6% |
1,164.0 |
Low |
1,137.9 |
1,126.5 |
-11.4 |
-1.0% |
1,123.9 |
Close |
1,140.5 |
1,131.5 |
-9.0 |
-0.8% |
1,135.3 |
Range |
2.8 |
7.0 |
4.2 |
150.0% |
40.1 |
ATR |
17.4 |
17.1 |
-0.2 |
-1.4% |
0.0 |
Volume |
249 |
46 |
-203 |
-81.5% |
1,845 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.5 |
1,148.5 |
1,135.4 |
|
R3 |
1,144.5 |
1,141.5 |
1,133.4 |
|
R2 |
1,137.5 |
1,137.5 |
1,132.8 |
|
R1 |
1,134.5 |
1,134.5 |
1,132.1 |
1,132.5 |
PP |
1,130.5 |
1,130.5 |
1,130.5 |
1,129.5 |
S1 |
1,127.5 |
1,127.5 |
1,130.9 |
1,125.5 |
S2 |
1,123.5 |
1,123.5 |
1,130.2 |
|
S3 |
1,116.5 |
1,120.5 |
1,129.6 |
|
S4 |
1,109.5 |
1,113.5 |
1,127.7 |
|
|
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% |
13.0 |
1.2% |
19% |
False |
False |
234 |
10 |
1,178.5 |
1,123.9 |
54.6 |
4.8% |
11.8 |
1.0% |
14% |
False |
False |
300 |
20 |
1,220.9 |
1,123.9 |
97.0 |
8.6% |
15.4 |
1.4% |
8% |
False |
False |
56,248 |
40 |
1,338.3 |
1,123.9 |
214.4 |
18.9% |
18.4 |
1.6% |
4% |
False |
False |
158,649 |
60 |
1,343.5 |
1,123.9 |
219.6 |
19.4% |
16.9 |
1.5% |
3% |
False |
False |
162,910 |
80 |
1,357.6 |
1,123.9 |
233.7 |
20.7% |
16.4 |
1.4% |
3% |
False |
False |
164,992 |
100 |
1,374.2 |
1,123.9 |
250.3 |
22.1% |
16.2 |
1.4% |
3% |
False |
False |
167,023 |
120 |
1,384.4 |
1,123.9 |
260.5 |
23.0% |
17.0 |
1.5% |
3% |
False |
False |
149,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.3 |
2.618 |
1,151.8 |
1.618 |
1,144.8 |
1.000 |
1,140.5 |
0.618 |
1,137.8 |
HIGH |
1,133.5 |
0.618 |
1,130.8 |
0.500 |
1,130.0 |
0.382 |
1,129.2 |
LOW |
1,126.5 |
0.618 |
1,122.2 |
1.000 |
1,119.5 |
1.618 |
1,115.2 |
2.618 |
1,108.2 |
4.250 |
1,096.8 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,131.0 |
1,133.7 |
PP |
1,130.5 |
1,133.0 |
S1 |
1,130.0 |
1,132.2 |
|