Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,436.0 |
5,435.0 |
-1.0 |
0.0% |
5,520.0 |
High |
5,445.0 |
5,455.0 |
10.0 |
0.2% |
5,520.0 |
Low |
5,383.0 |
5,423.0 |
40.0 |
0.7% |
5,426.0 |
Close |
5,397.0 |
5,428.0 |
31.0 |
0.6% |
5,444.0 |
Range |
62.0 |
32.0 |
-30.0 |
-48.4% |
94.0 |
ATR |
61.9 |
61.6 |
-0.3 |
-0.4% |
0.0 |
Volume |
33,284 |
29,586 |
-3,698 |
-11.1% |
161,214 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,531.3 |
5,511.7 |
5,445.6 |
|
R3 |
5,499.3 |
5,479.7 |
5,436.8 |
|
R2 |
5,467.3 |
5,467.3 |
5,433.9 |
|
R1 |
5,447.7 |
5,447.7 |
5,430.9 |
5,441.5 |
PP |
5,435.3 |
5,435.3 |
5,435.3 |
5,432.3 |
S1 |
5,415.7 |
5,415.7 |
5,425.1 |
5,409.5 |
S2 |
5,403.3 |
5,403.3 |
5,422.1 |
|
S3 |
5,371.3 |
5,383.7 |
5,419.2 |
|
S4 |
5,339.3 |
5,351.7 |
5,410.4 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,745.3 |
5,688.7 |
5,495.7 |
|
R3 |
5,651.3 |
5,594.7 |
5,469.9 |
|
R2 |
5,557.3 |
5,557.3 |
5,461.2 |
|
R1 |
5,500.7 |
5,500.7 |
5,452.6 |
5,482.0 |
PP |
5,463.3 |
5,463.3 |
5,463.3 |
5,454.0 |
S1 |
5,406.7 |
5,406.7 |
5,435.4 |
5,388.0 |
S2 |
5,369.3 |
5,369.3 |
5,426.8 |
|
S3 |
5,275.3 |
5,312.7 |
5,418.2 |
|
S4 |
5,181.3 |
5,218.7 |
5,392.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,512.0 |
5,383.0 |
129.0 |
2.4% |
51.0 |
0.9% |
35% |
False |
False |
33,813 |
10 |
5,528.0 |
5,383.0 |
145.0 |
2.7% |
51.7 |
1.0% |
31% |
False |
False |
30,234 |
20 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
61.0 |
1.1% |
80% |
False |
False |
32,399 |
40 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
56.2 |
1.0% |
80% |
False |
False |
30,081 |
60 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
51.1 |
0.9% |
80% |
False |
False |
28,635 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.2% |
44.6 |
0.8% |
79% |
False |
False |
25,184 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.3% |
37.5 |
0.7% |
79% |
False |
False |
20,167 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.3% |
32.2 |
0.6% |
79% |
False |
False |
16,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,591.0 |
2.618 |
5,538.8 |
1.618 |
5,506.8 |
1.000 |
5,487.0 |
0.618 |
5,474.8 |
HIGH |
5,455.0 |
0.618 |
5,442.8 |
0.500 |
5,439.0 |
0.382 |
5,435.2 |
LOW |
5,423.0 |
0.618 |
5,403.2 |
1.000 |
5,391.0 |
1.618 |
5,371.2 |
2.618 |
5,339.2 |
4.250 |
5,287.0 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,439.0 |
5,441.5 |
PP |
5,435.3 |
5,437.0 |
S1 |
5,431.7 |
5,432.5 |
|