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 |
2,256.00 |
2,273.25 |
17.25 |
0.8% |
2,184.00 |
High |
2,278.25 |
2,277.00 |
-1.25 |
-0.1% |
2,261.25 |
Low |
2,253.25 |
2,248.00 |
-5.25 |
-0.2% |
2,179.00 |
Close |
2,273.25 |
2,257.00 |
-16.25 |
-0.7% |
2,260.00 |
Range |
25.00 |
29.00 |
4.00 |
16.0% |
82.25 |
ATR |
20.91 |
21.49 |
0.58 |
2.8% |
0.00 |
Volume |
1,053,815 |
767,129 |
-286,686 |
-27.2% |
8,676,685 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,347.75 |
2,331.25 |
2,273.00 |
|
R3 |
2,318.75 |
2,302.25 |
2,265.00 |
|
R2 |
2,289.75 |
2,289.75 |
2,262.25 |
|
R1 |
2,273.25 |
2,273.25 |
2,259.75 |
2,267.00 |
PP |
2,260.75 |
2,260.75 |
2,260.75 |
2,257.50 |
S1 |
2,244.25 |
2,244.25 |
2,254.25 |
2,238.00 |
S2 |
2,231.75 |
2,231.75 |
2,251.75 |
|
S3 |
2,202.75 |
2,215.25 |
2,249.00 |
|
S4 |
2,173.75 |
2,186.25 |
2,241.00 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,480.25 |
2,452.25 |
2,305.25 |
|
R3 |
2,398.00 |
2,370.00 |
2,282.50 |
|
R2 |
2,315.75 |
2,315.75 |
2,275.00 |
|
R1 |
2,287.75 |
2,287.75 |
2,267.50 |
2,301.75 |
PP |
2,233.50 |
2,233.50 |
2,233.50 |
2,240.50 |
S1 |
2,205.50 |
2,205.50 |
2,252.50 |
2,219.50 |
S2 |
2,151.25 |
2,151.25 |
2,245.00 |
|
S3 |
2,069.00 |
2,123.25 |
2,237.50 |
|
S4 |
1,986.75 |
2,041.00 |
2,214.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,278.25 |
2,232.50 |
45.75 |
2.0% |
21.50 |
1.0% |
54% |
False |
False |
1,208,257 |
10 |
2,278.25 |
2,179.00 |
99.25 |
4.4% |
21.25 |
0.9% |
79% |
False |
False |
1,534,817 |
20 |
2,278.25 |
2,168.75 |
109.50 |
4.9% |
17.50 |
0.8% |
81% |
False |
False |
1,409,928 |
40 |
2,278.25 |
2,028.50 |
249.75 |
11.1% |
22.00 |
1.0% |
91% |
False |
False |
1,667,438 |
60 |
2,278.25 |
2,028.50 |
249.75 |
11.1% |
22.00 |
1.0% |
91% |
False |
False |
1,666,371 |
80 |
2,278.25 |
2,028.50 |
249.75 |
11.1% |
22.00 |
1.0% |
91% |
False |
False |
1,512,768 |
100 |
2,278.25 |
2,028.50 |
249.75 |
11.1% |
20.50 |
0.9% |
91% |
False |
False |
1,211,162 |
120 |
2,278.25 |
1,972.25 |
306.00 |
13.6% |
21.00 |
0.9% |
93% |
False |
False |
1,009,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,400.25 |
2.618 |
2,353.00 |
1.618 |
2,324.00 |
1.000 |
2,306.00 |
0.618 |
2,295.00 |
HIGH |
2,277.00 |
0.618 |
2,266.00 |
0.500 |
2,262.50 |
0.382 |
2,259.00 |
LOW |
2,248.00 |
0.618 |
2,230.00 |
1.000 |
2,219.00 |
1.618 |
2,201.00 |
2.618 |
2,172.00 |
4.250 |
2,124.75 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
2,262.50 |
2,263.00 |
PP |
2,260.75 |
2,261.00 |
S1 |
2,258.75 |
2,259.00 |
|