Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,131.2 |
1,130.9 |
-0.3 |
0.0% |
1,139.4 |
High |
1,132.8 |
1,132.8 |
0.0 |
0.0% |
1,140.7 |
Low |
1,128.3 |
1,130.3 |
2.0 |
0.2% |
1,126.5 |
Close |
1,128.8 |
1,131.9 |
3.1 |
0.3% |
1,131.9 |
Range |
4.5 |
2.5 |
-2.0 |
-44.4% |
14.2 |
ATR |
15.5 |
14.7 |
-0.8 |
-5.3% |
0.0 |
Volume |
104 |
70 |
-34 |
-32.7% |
519 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.2 |
1,138.0 |
1,133.3 |
|
R3 |
1,136.7 |
1,135.5 |
1,132.6 |
|
R2 |
1,134.2 |
1,134.2 |
1,132.4 |
|
R1 |
1,133.0 |
1,133.0 |
1,132.1 |
1,133.6 |
PP |
1,131.7 |
1,131.7 |
1,131.7 |
1,132.0 |
S1 |
1,130.5 |
1,130.5 |
1,131.7 |
1,131.1 |
S2 |
1,129.2 |
1,129.2 |
1,131.4 |
|
S3 |
1,126.7 |
1,128.0 |
1,131.2 |
|
S4 |
1,124.2 |
1,125.5 |
1,130.5 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.6 |
1,168.0 |
1,139.7 |
|
R3 |
1,161.4 |
1,153.8 |
1,135.8 |
|
R2 |
1,147.2 |
1,147.2 |
1,134.5 |
|
R1 |
1,139.6 |
1,139.6 |
1,133.2 |
1,136.3 |
PP |
1,133.0 |
1,133.0 |
1,133.0 |
1,131.4 |
S1 |
1,125.4 |
1,125.4 |
1,130.6 |
1,122.1 |
S2 |
1,118.8 |
1,118.8 |
1,129.3 |
|
S3 |
1,104.6 |
1,111.2 |
1,128.0 |
|
S4 |
1,090.4 |
1,097.0 |
1,124.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,140.7 |
1,126.5 |
14.2 |
1.3% |
4.6 |
0.4% |
38% |
False |
False |
103 |
10 |
1,164.0 |
1,123.9 |
40.1 |
3.5% |
9.8 |
0.9% |
20% |
False |
False |
236 |
20 |
1,197.2 |
1,123.9 |
73.3 |
6.5% |
12.5 |
1.1% |
11% |
False |
False |
12,327 |
40 |
1,338.3 |
1,123.9 |
214.4 |
18.9% |
17.8 |
1.6% |
4% |
False |
False |
148,223 |
60 |
1,338.3 |
1,123.9 |
214.4 |
18.9% |
16.5 |
1.5% |
4% |
False |
False |
154,536 |
80 |
1,357.6 |
1,123.9 |
233.7 |
20.6% |
16.1 |
1.4% |
3% |
False |
False |
158,976 |
100 |
1,371.4 |
1,123.9 |
247.5 |
21.9% |
15.9 |
1.4% |
3% |
False |
False |
162,895 |
120 |
1,383.5 |
1,123.9 |
259.6 |
22.9% |
16.5 |
1.5% |
3% |
False |
False |
149,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.4 |
2.618 |
1,139.3 |
1.618 |
1,136.8 |
1.000 |
1,135.3 |
0.618 |
1,134.3 |
HIGH |
1,132.8 |
0.618 |
1,131.8 |
0.500 |
1,131.6 |
0.382 |
1,131.3 |
LOW |
1,130.3 |
0.618 |
1,128.8 |
1.000 |
1,127.8 |
1.618 |
1,126.3 |
2.618 |
1,123.8 |
4.250 |
1,119.7 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,131.8 |
1,132.2 |
PP |
1,131.7 |
1,132.1 |
S1 |
1,131.6 |
1,132.0 |
|