Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,133.5 |
1,136.1 |
2.6 |
0.2% |
1,158.3 |
High |
1,133.5 |
1,136.1 |
2.6 |
0.2% |
1,164.0 |
Low |
1,126.5 |
1,130.0 |
3.5 |
0.3% |
1,123.9 |
Close |
1,131.5 |
1,131.1 |
-0.4 |
0.0% |
1,135.3 |
Range |
7.0 |
6.1 |
-0.9 |
-12.9% |
40.1 |
ATR |
17.1 |
16.3 |
-0.8 |
-4.6% |
0.0 |
Volume |
46 |
50 |
4 |
8.7% |
1,845 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.7 |
1,147.0 |
1,134.5 |
|
R3 |
1,144.6 |
1,140.9 |
1,132.8 |
|
R2 |
1,138.5 |
1,138.5 |
1,132.2 |
|
R1 |
1,134.8 |
1,134.8 |
1,131.7 |
1,133.6 |
PP |
1,132.4 |
1,132.4 |
1,132.4 |
1,131.8 |
S1 |
1,128.7 |
1,128.7 |
1,130.5 |
1,127.5 |
S2 |
1,126.3 |
1,126.3 |
1,130.0 |
|
S3 |
1,120.2 |
1,122.6 |
1,129.4 |
|
S4 |
1,114.1 |
1,116.5 |
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 |
1,143.3 |
1,123.9 |
19.4 |
1.7% |
9.9 |
0.9% |
37% |
False |
False |
147 |
10 |
1,177.8 |
1,123.9 |
53.9 |
4.8% |
11.2 |
1.0% |
13% |
False |
False |
287 |
20 |
1,214.7 |
1,123.9 |
90.8 |
8.0% |
14.9 |
1.3% |
8% |
False |
False |
45,723 |
40 |
1,338.3 |
1,123.9 |
214.4 |
19.0% |
18.1 |
1.6% |
3% |
False |
False |
155,149 |
60 |
1,338.3 |
1,123.9 |
214.4 |
19.0% |
16.7 |
1.5% |
3% |
False |
False |
159,782 |
80 |
1,357.6 |
1,123.9 |
233.7 |
20.7% |
16.3 |
1.4% |
3% |
False |
False |
163,215 |
100 |
1,374.2 |
1,123.9 |
250.3 |
22.1% |
16.2 |
1.4% |
3% |
False |
False |
165,897 |
120 |
1,384.4 |
1,123.9 |
260.5 |
23.0% |
16.8 |
1.5% |
3% |
False |
False |
149,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.0 |
2.618 |
1,152.1 |
1.618 |
1,146.0 |
1.000 |
1,142.2 |
0.618 |
1,139.9 |
HIGH |
1,136.1 |
0.618 |
1,133.8 |
0.500 |
1,133.1 |
0.382 |
1,132.3 |
LOW |
1,130.0 |
0.618 |
1,126.2 |
1.000 |
1,123.9 |
1.618 |
1,120.1 |
2.618 |
1,114.0 |
4.250 |
1,104.1 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,133.1 |
1,133.6 |
PP |
1,132.4 |
1,132.8 |
S1 |
1,131.8 |
1,131.9 |
|