Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,780.75 |
4,788.75 |
8.00 |
0.2% |
4,864.25 |
High |
4,796.50 |
4,854.75 |
58.25 |
1.2% |
4,897.75 |
Low |
4,767.75 |
4,763.50 |
-4.25 |
-0.1% |
4,707.25 |
Close |
4,786.75 |
4,841.75 |
55.00 |
1.1% |
4,738.50 |
Range |
28.75 |
91.25 |
62.50 |
217.4% |
190.50 |
ATR |
67.04 |
68.77 |
1.73 |
2.6% |
0.00 |
Volume |
185,123 |
232,690 |
47,567 |
25.7% |
1,077,295 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.75 |
5,059.00 |
4,892.00 |
|
R3 |
5,002.50 |
4,967.75 |
4,866.75 |
|
R2 |
4,911.25 |
4,911.25 |
4,858.50 |
|
R1 |
4,876.50 |
4,876.50 |
4,850.00 |
4,894.00 |
PP |
4,820.00 |
4,820.00 |
4,820.00 |
4,828.75 |
S1 |
4,785.25 |
4,785.25 |
4,833.50 |
4,802.50 |
S2 |
4,728.75 |
4,728.75 |
4,825.00 |
|
S3 |
4,637.50 |
4,694.00 |
4,816.75 |
|
S4 |
4,546.25 |
4,602.75 |
4,791.50 |
|
|
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 |
4,854.75 |
4,701.50 |
153.25 |
3.2% |
74.25 |
1.5% |
92% |
True |
False |
230,388 |
10 |
4,897.75 |
4,701.50 |
196.25 |
4.1% |
61.50 |
1.3% |
71% |
False |
False |
193,767 |
20 |
4,897.75 |
4,558.50 |
339.25 |
7.0% |
80.50 |
1.7% |
83% |
False |
False |
247,020 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
67.50 |
1.4% |
78% |
False |
False |
241,608 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
62.75 |
1.3% |
78% |
False |
False |
242,475 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
58.75 |
1.2% |
78% |
False |
False |
199,464 |
100 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
54.25 |
1.1% |
78% |
False |
False |
159,606 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.6% |
56.25 |
1.2% |
90% |
False |
False |
133,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,242.50 |
2.618 |
5,093.75 |
1.618 |
5,002.50 |
1.000 |
4,946.00 |
0.618 |
4,911.25 |
HIGH |
4,854.75 |
0.618 |
4,820.00 |
0.500 |
4,809.00 |
0.382 |
4,798.25 |
LOW |
4,763.50 |
0.618 |
4,707.00 |
1.000 |
4,672.25 |
1.618 |
4,615.75 |
2.618 |
4,524.50 |
4.250 |
4,375.75 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,831.00 |
4,820.50 |
PP |
4,820.00 |
4,799.25 |
S1 |
4,809.00 |
4,778.00 |
|