Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,530.0 |
5,555.0 |
25.0 |
0.5% |
5,436.0 |
High |
5,553.0 |
5,570.0 |
17.0 |
0.3% |
5,570.0 |
Low |
5,517.0 |
5,540.0 |
23.0 |
0.4% |
5,383.0 |
Close |
5,541.0 |
5,559.0 |
18.0 |
0.3% |
5,559.0 |
Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
187.0 |
ATR |
61.9 |
59.6 |
-2.3 |
-3.7% |
0.0 |
Volume |
28,730 |
27,832 |
-898 |
-3.1% |
142,327 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,646.3 |
5,632.7 |
5,575.5 |
|
R3 |
5,616.3 |
5,602.7 |
5,567.3 |
|
R2 |
5,586.3 |
5,586.3 |
5,564.5 |
|
R1 |
5,572.7 |
5,572.7 |
5,561.8 |
5,579.5 |
PP |
5,556.3 |
5,556.3 |
5,556.3 |
5,559.8 |
S1 |
5,542.7 |
5,542.7 |
5,556.3 |
5,549.5 |
S2 |
5,526.3 |
5,526.3 |
5,553.5 |
|
S3 |
5,496.3 |
5,512.7 |
5,550.8 |
|
S4 |
5,466.3 |
5,482.7 |
5,542.5 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,065.0 |
5,999.0 |
5,661.9 |
|
R3 |
5,878.0 |
5,812.0 |
5,610.4 |
|
R2 |
5,691.0 |
5,691.0 |
5,593.3 |
|
R1 |
5,625.0 |
5,625.0 |
5,576.1 |
5,658.0 |
PP |
5,504.0 |
5,504.0 |
5,504.0 |
5,520.5 |
S1 |
5,438.0 |
5,438.0 |
5,541.9 |
5,471.0 |
S2 |
5,317.0 |
5,317.0 |
5,524.7 |
|
S3 |
5,130.0 |
5,251.0 |
5,507.6 |
|
S4 |
4,943.0 |
5,064.0 |
5,456.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,570.0 |
5,383.0 |
187.0 |
3.4% |
39.0 |
0.7% |
94% |
True |
False |
28,465 |
10 |
5,570.0 |
5,383.0 |
187.0 |
3.4% |
44.7 |
0.8% |
94% |
True |
False |
30,354 |
20 |
5,570.0 |
5,276.0 |
294.0 |
5.3% |
45.6 |
0.8% |
96% |
True |
False |
27,843 |
40 |
5,570.0 |
5,029.0 |
541.0 |
9.7% |
55.8 |
1.0% |
98% |
True |
False |
30,344 |
60 |
5,570.0 |
5,029.0 |
541.0 |
9.7% |
50.0 |
0.9% |
98% |
True |
False |
27,799 |
80 |
5,570.0 |
5,029.0 |
541.0 |
9.7% |
45.1 |
0.8% |
98% |
True |
False |
26,174 |
100 |
5,570.0 |
5,029.0 |
541.0 |
9.7% |
38.5 |
0.7% |
98% |
True |
False |
20,955 |
120 |
5,570.0 |
5,029.0 |
541.0 |
9.7% |
32.6 |
0.6% |
98% |
True |
False |
17,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,697.5 |
2.618 |
5,648.5 |
1.618 |
5,618.5 |
1.000 |
5,600.0 |
0.618 |
5,588.5 |
HIGH |
5,570.0 |
0.618 |
5,558.5 |
0.500 |
5,555.0 |
0.382 |
5,551.5 |
LOW |
5,540.0 |
0.618 |
5,521.5 |
1.000 |
5,510.0 |
1.618 |
5,491.5 |
2.618 |
5,461.5 |
4.250 |
5,412.5 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,557.7 |
5,542.3 |
PP |
5,556.3 |
5,525.7 |
S1 |
5,555.0 |
5,509.0 |
|