Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,465.0 |
5,530.0 |
65.0 |
1.2% |
5,520.0 |
High |
5,483.0 |
5,553.0 |
70.0 |
1.3% |
5,520.0 |
Low |
5,448.0 |
5,517.0 |
69.0 |
1.3% |
5,426.0 |
Close |
5,481.0 |
5,541.0 |
60.0 |
1.1% |
5,444.0 |
Range |
35.0 |
36.0 |
1.0 |
2.9% |
94.0 |
ATR |
61.1 |
61.9 |
0.8 |
1.3% |
0.0 |
Volume |
22,895 |
28,730 |
5,835 |
25.5% |
161,214 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,645.0 |
5,629.0 |
5,560.8 |
|
R3 |
5,609.0 |
5,593.0 |
5,550.9 |
|
R2 |
5,573.0 |
5,573.0 |
5,547.6 |
|
R1 |
5,557.0 |
5,557.0 |
5,544.3 |
5,565.0 |
PP |
5,537.0 |
5,537.0 |
5,537.0 |
5,541.0 |
S1 |
5,521.0 |
5,521.0 |
5,537.7 |
5,529.0 |
S2 |
5,501.0 |
5,501.0 |
5,534.4 |
|
S3 |
5,465.0 |
5,485.0 |
5,531.1 |
|
S4 |
5,429.0 |
5,449.0 |
5,521.2 |
|
|
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 |
5,553.0 |
5,383.0 |
170.0 |
3.1% |
45.4 |
0.8% |
93% |
True |
False |
29,297 |
10 |
5,553.0 |
5,383.0 |
170.0 |
3.1% |
46.2 |
0.8% |
93% |
True |
False |
30,102 |
20 |
5,553.0 |
5,276.0 |
277.0 |
5.0% |
46.8 |
0.8% |
96% |
True |
False |
28,514 |
40 |
5,553.0 |
5,029.0 |
524.0 |
9.5% |
55.6 |
1.0% |
98% |
True |
False |
30,172 |
60 |
5,553.0 |
5,029.0 |
524.0 |
9.5% |
50.3 |
0.9% |
98% |
True |
False |
27,773 |
80 |
5,553.0 |
5,029.0 |
524.0 |
9.5% |
44.9 |
0.8% |
98% |
True |
False |
25,826 |
100 |
5,553.0 |
5,029.0 |
524.0 |
9.5% |
38.2 |
0.7% |
98% |
True |
False |
20,677 |
120 |
5,553.0 |
5,029.0 |
524.0 |
9.5% |
32.6 |
0.6% |
98% |
True |
False |
17,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,706.0 |
2.618 |
5,647.2 |
1.618 |
5,611.2 |
1.000 |
5,589.0 |
0.618 |
5,575.2 |
HIGH |
5,553.0 |
0.618 |
5,539.2 |
0.500 |
5,535.0 |
0.382 |
5,530.8 |
LOW |
5,517.0 |
0.618 |
5,494.8 |
1.000 |
5,481.0 |
1.618 |
5,458.8 |
2.618 |
5,422.8 |
4.250 |
5,364.0 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,539.0 |
5,523.3 |
PP |
5,537.0 |
5,505.7 |
S1 |
5,535.0 |
5,488.0 |
|