Trading Metrics calculated at close of trading on 05-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,735.50 |
4,719.00 |
-16.50 |
-0.3% |
4,864.25 |
High |
4,759.00 |
4,795.75 |
36.75 |
0.8% |
4,897.75 |
Low |
4,707.25 |
4,701.50 |
-5.75 |
-0.1% |
4,707.25 |
Close |
4,738.50 |
4,780.50 |
42.00 |
0.9% |
4,738.50 |
Range |
51.75 |
94.25 |
42.50 |
82.1% |
190.50 |
ATR |
68.11 |
69.98 |
1.87 |
2.7% |
0.00 |
Volume |
235,325 |
207,428 |
-27,897 |
-11.9% |
1,077,295 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,042.00 |
5,005.50 |
4,832.25 |
|
R3 |
4,947.75 |
4,911.25 |
4,806.50 |
|
R2 |
4,853.50 |
4,853.50 |
4,797.75 |
|
R1 |
4,817.00 |
4,817.00 |
4,789.25 |
4,835.25 |
PP |
4,759.25 |
4,759.25 |
4,759.25 |
4,768.50 |
S1 |
4,722.75 |
4,722.75 |
4,771.75 |
4,741.00 |
S2 |
4,665.00 |
4,665.00 |
4,763.25 |
|
S3 |
4,570.75 |
4,628.50 |
4,754.50 |
|
S4 |
4,476.50 |
4,534.25 |
4,728.75 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,352.75 |
5,236.00 |
4,843.25 |
|
R3 |
5,162.25 |
5,045.50 |
4,791.00 |
|
R2 |
4,971.75 |
4,971.75 |
4,773.50 |
|
R1 |
4,855.00 |
4,855.00 |
4,756.00 |
4,818.00 |
PP |
4,781.25 |
4,781.25 |
4,781.25 |
4,762.75 |
S1 |
4,664.50 |
4,664.50 |
4,721.00 |
4,627.50 |
S2 |
4,590.75 |
4,590.75 |
4,703.50 |
|
S3 |
4,400.25 |
4,474.00 |
4,686.00 |
|
S4 |
4,209.75 |
4,283.50 |
4,633.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,897.75 |
4,701.50 |
196.25 |
4.1% |
74.75 |
1.6% |
40% |
False |
True |
228,307 |
10 |
4,897.75 |
4,701.50 |
196.25 |
4.1% |
58.00 |
1.2% |
40% |
False |
True |
184,486 |
20 |
4,897.75 |
4,558.50 |
339.25 |
7.1% |
81.50 |
1.7% |
65% |
False |
False |
248,318 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
68.00 |
1.4% |
61% |
False |
False |
243,059 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
64.25 |
1.3% |
61% |
False |
False |
250,761 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
58.00 |
1.2% |
61% |
False |
False |
194,243 |
100 |
4,919.50 |
4,546.25 |
373.25 |
7.8% |
53.75 |
1.1% |
63% |
False |
False |
155,429 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.8% |
56.50 |
1.2% |
82% |
False |
False |
129,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,196.25 |
2.618 |
5,042.50 |
1.618 |
4,948.25 |
1.000 |
4,890.00 |
0.618 |
4,854.00 |
HIGH |
4,795.75 |
0.618 |
4,759.75 |
0.500 |
4,748.50 |
0.382 |
4,737.50 |
LOW |
4,701.50 |
0.618 |
4,643.25 |
1.000 |
4,607.25 |
1.618 |
4,549.00 |
2.618 |
4,454.75 |
4.250 |
4,301.00 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,770.00 |
4,775.25 |
PP |
4,759.25 |
4,769.75 |
S1 |
4,748.50 |
4,764.50 |
|