Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,577.0 |
5,547.0 |
-30.0 |
-0.5% |
5,436.0 |
High |
5,586.0 |
5,576.0 |
-10.0 |
-0.2% |
5,570.0 |
Low |
5,553.0 |
5,541.0 |
-12.0 |
-0.2% |
5,383.0 |
Close |
5,575.0 |
5,550.0 |
-25.0 |
-0.4% |
5,559.0 |
Range |
33.0 |
35.0 |
2.0 |
6.1% |
187.0 |
ATR |
57.7 |
56.1 |
-1.6 |
-2.8% |
0.0 |
Volume |
124,571 |
176,442 |
51,871 |
41.6% |
142,327 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,660.7 |
5,640.3 |
5,569.3 |
|
R3 |
5,625.7 |
5,605.3 |
5,559.6 |
|
R2 |
5,590.7 |
5,590.7 |
5,556.4 |
|
R1 |
5,570.3 |
5,570.3 |
5,553.2 |
5,580.5 |
PP |
5,555.7 |
5,555.7 |
5,555.7 |
5,560.8 |
S1 |
5,535.3 |
5,535.3 |
5,546.8 |
5,545.5 |
S2 |
5,520.7 |
5,520.7 |
5,543.6 |
|
S3 |
5,485.7 |
5,500.3 |
5,540.4 |
|
S4 |
5,450.7 |
5,465.3 |
5,530.8 |
|
|
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 |
5,448.0 |
138.0 |
2.5% |
33.8 |
0.6% |
74% |
False |
False |
76,094 |
10 |
5,586.0 |
5,383.0 |
203.0 |
3.7% |
42.4 |
0.8% |
82% |
False |
False |
54,953 |
20 |
5,586.0 |
5,276.0 |
310.0 |
5.6% |
45.3 |
0.8% |
88% |
False |
False |
39,839 |
40 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
55.1 |
1.0% |
94% |
False |
False |
36,618 |
60 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
49.9 |
0.9% |
94% |
False |
False |
32,196 |
80 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
45.6 |
0.8% |
94% |
False |
False |
29,933 |
100 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
39.1 |
0.7% |
94% |
False |
False |
23,965 |
120 |
5,586.0 |
5,029.0 |
557.0 |
10.0% |
33.2 |
0.6% |
94% |
False |
False |
19,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,724.8 |
2.618 |
5,667.6 |
1.618 |
5,632.6 |
1.000 |
5,611.0 |
0.618 |
5,597.6 |
HIGH |
5,576.0 |
0.618 |
5,562.6 |
0.500 |
5,558.5 |
0.382 |
5,554.4 |
LOW |
5,541.0 |
0.618 |
5,519.4 |
1.000 |
5,506.0 |
1.618 |
5,484.4 |
2.618 |
5,449.4 |
4.250 |
5,392.3 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,558.5 |
5,563.0 |
PP |
5,555.7 |
5,558.7 |
S1 |
5,552.8 |
5,554.3 |
|