Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,570.0 |
5,560.0 |
-10.0 |
-0.2% |
5,436.0 |
High |
5,600.0 |
5,561.0 |
-39.0 |
-0.7% |
5,570.0 |
Low |
5,561.0 |
5,545.0 |
-16.0 |
-0.3% |
5,383.0 |
Close |
5,582.0 |
5,561.0 |
-21.0 |
-0.4% |
5,559.0 |
Range |
39.0 |
16.0 |
-23.0 |
-59.0% |
187.0 |
ATR |
55.7 |
54.3 |
-1.3 |
-2.4% |
0.0 |
Volume |
130,274 |
913 |
-129,361 |
-99.3% |
142,327 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,603.7 |
5,598.3 |
5,569.8 |
|
R3 |
5,587.7 |
5,582.3 |
5,565.4 |
|
R2 |
5,571.7 |
5,571.7 |
5,563.9 |
|
R1 |
5,566.3 |
5,566.3 |
5,562.5 |
5,569.0 |
PP |
5,555.7 |
5,555.7 |
5,555.7 |
5,557.0 |
S1 |
5,550.3 |
5,550.3 |
5,559.5 |
5,553.0 |
S2 |
5,539.7 |
5,539.7 |
5,558.1 |
|
S3 |
5,523.7 |
5,534.3 |
5,556.6 |
|
S4 |
5,507.7 |
5,518.3 |
5,552.2 |
|
|
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 |
5,540.0 |
60.0 |
1.1% |
30.6 |
0.6% |
35% |
False |
False |
92,006 |
10 |
5,600.0 |
5,383.0 |
217.0 |
3.9% |
38.0 |
0.7% |
82% |
False |
False |
60,651 |
20 |
5,600.0 |
5,337.0 |
263.0 |
4.7% |
42.5 |
0.8% |
85% |
False |
False |
43,820 |
40 |
5,600.0 |
5,029.0 |
571.0 |
10.3% |
55.0 |
1.0% |
93% |
False |
False |
38,859 |
60 |
5,600.0 |
5,029.0 |
571.0 |
10.3% |
49.5 |
0.9% |
93% |
False |
False |
33,445 |
80 |
5,600.0 |
5,029.0 |
571.0 |
10.3% |
46.2 |
0.8% |
93% |
False |
False |
31,572 |
100 |
5,600.0 |
5,029.0 |
571.0 |
10.3% |
39.6 |
0.7% |
93% |
False |
False |
25,277 |
120 |
5,600.0 |
5,029.0 |
571.0 |
10.3% |
33.6 |
0.6% |
93% |
False |
False |
21,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,629.0 |
2.618 |
5,602.9 |
1.618 |
5,586.9 |
1.000 |
5,577.0 |
0.618 |
5,570.9 |
HIGH |
5,561.0 |
0.618 |
5,554.9 |
0.500 |
5,553.0 |
0.382 |
5,551.1 |
LOW |
5,545.0 |
0.618 |
5,535.1 |
1.000 |
5,529.0 |
1.618 |
5,519.1 |
2.618 |
5,503.1 |
4.250 |
5,477.0 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,558.3 |
5,570.5 |
PP |
5,555.7 |
5,567.3 |
S1 |
5,553.0 |
5,564.2 |
|