Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,555.0 |
5,577.0 |
22.0 |
0.4% |
5,436.0 |
High |
5,570.0 |
5,586.0 |
16.0 |
0.3% |
5,570.0 |
Low |
5,540.0 |
5,553.0 |
13.0 |
0.2% |
5,383.0 |
Close |
5,559.0 |
5,575.0 |
16.0 |
0.3% |
5,559.0 |
Range |
30.0 |
33.0 |
3.0 |
10.0% |
187.0 |
ATR |
59.6 |
57.7 |
-1.9 |
-3.2% |
0.0 |
Volume |
27,832 |
124,571 |
96,739 |
347.6% |
142,327 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,670.3 |
5,655.7 |
5,593.2 |
|
R3 |
5,637.3 |
5,622.7 |
5,584.1 |
|
R2 |
5,604.3 |
5,604.3 |
5,581.1 |
|
R1 |
5,589.7 |
5,589.7 |
5,578.0 |
5,580.5 |
PP |
5,571.3 |
5,571.3 |
5,571.3 |
5,566.8 |
S1 |
5,556.7 |
5,556.7 |
5,572.0 |
5,547.5 |
S2 |
5,538.3 |
5,538.3 |
5,569.0 |
|
S3 |
5,505.3 |
5,523.7 |
5,565.9 |
|
S4 |
5,472.3 |
5,490.7 |
5,556.9 |
|
|
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 |
5,586.0 |
5,423.0 |
163.0 |
2.9% |
33.2 |
0.6% |
93% |
True |
False |
46,722 |
10 |
5,586.0 |
5,383.0 |
203.0 |
3.6% |
42.5 |
0.8% |
95% |
True |
False |
40,231 |
20 |
5,586.0 |
5,276.0 |
310.0 |
5.6% |
45.3 |
0.8% |
96% |
True |
False |
32,368 |
40 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
55.1 |
1.0% |
98% |
True |
False |
32,763 |
60 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
49.9 |
0.9% |
98% |
True |
False |
29,597 |
80 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
45.4 |
0.8% |
98% |
True |
False |
27,728 |
100 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
38.8 |
0.7% |
98% |
True |
False |
22,200 |
120 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
32.9 |
0.6% |
98% |
True |
False |
18,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,726.3 |
2.618 |
5,672.4 |
1.618 |
5,639.4 |
1.000 |
5,619.0 |
0.618 |
5,606.4 |
HIGH |
5,586.0 |
0.618 |
5,573.4 |
0.500 |
5,569.5 |
0.382 |
5,565.6 |
LOW |
5,553.0 |
0.618 |
5,532.6 |
1.000 |
5,520.0 |
1.618 |
5,499.6 |
2.618 |
5,466.6 |
4.250 |
5,412.8 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,573.2 |
5,567.2 |
PP |
5,571.3 |
5,559.3 |
S1 |
5,569.5 |
5,551.5 |
|