Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,547.0 |
5,570.0 |
23.0 |
0.4% |
5,436.0 |
High |
5,576.0 |
5,600.0 |
24.0 |
0.4% |
5,570.0 |
Low |
5,541.0 |
5,561.0 |
20.0 |
0.4% |
5,383.0 |
Close |
5,550.0 |
5,582.0 |
32.0 |
0.6% |
5,559.0 |
Range |
35.0 |
39.0 |
4.0 |
11.4% |
187.0 |
ATR |
56.1 |
55.7 |
-0.4 |
-0.8% |
0.0 |
Volume |
176,442 |
130,274 |
-46,168 |
-26.2% |
142,327 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,698.0 |
5,679.0 |
5,603.5 |
|
R3 |
5,659.0 |
5,640.0 |
5,592.7 |
|
R2 |
5,620.0 |
5,620.0 |
5,589.2 |
|
R1 |
5,601.0 |
5,601.0 |
5,585.6 |
5,610.5 |
PP |
5,581.0 |
5,581.0 |
5,581.0 |
5,585.8 |
S1 |
5,562.0 |
5,562.0 |
5,578.4 |
5,571.5 |
S2 |
5,542.0 |
5,542.0 |
5,574.9 |
|
S3 |
5,503.0 |
5,523.0 |
5,571.3 |
|
S4 |
5,464.0 |
5,484.0 |
5,560.6 |
|
|
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 |
5,600.0 |
5,517.0 |
83.0 |
1.5% |
34.6 |
0.6% |
78% |
True |
False |
97,569 |
10 |
5,600.0 |
5,383.0 |
217.0 |
3.9% |
41.8 |
0.7% |
92% |
True |
False |
64,258 |
20 |
5,600.0 |
5,276.0 |
324.0 |
5.8% |
45.4 |
0.8% |
94% |
True |
False |
45,205 |
40 |
5,600.0 |
5,029.0 |
571.0 |
10.2% |
55.3 |
1.0% |
97% |
True |
False |
39,319 |
60 |
5,600.0 |
5,029.0 |
571.0 |
10.2% |
49.8 |
0.9% |
97% |
True |
False |
33,813 |
80 |
5,600.0 |
5,029.0 |
571.0 |
10.2% |
46.0 |
0.8% |
97% |
True |
False |
31,561 |
100 |
5,600.0 |
5,029.0 |
571.0 |
10.2% |
39.4 |
0.7% |
97% |
True |
False |
25,268 |
120 |
5,600.0 |
5,029.0 |
571.0 |
10.2% |
33.5 |
0.6% |
97% |
True |
False |
21,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,765.8 |
2.618 |
5,702.1 |
1.618 |
5,663.1 |
1.000 |
5,639.0 |
0.618 |
5,624.1 |
HIGH |
5,600.0 |
0.618 |
5,585.1 |
0.500 |
5,580.5 |
0.382 |
5,575.9 |
LOW |
5,561.0 |
0.618 |
5,536.9 |
1.000 |
5,522.0 |
1.618 |
5,497.9 |
2.618 |
5,458.9 |
4.250 |
5,395.3 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,581.5 |
5,578.2 |
PP |
5,581.0 |
5,574.3 |
S1 |
5,580.5 |
5,570.5 |
|