Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,788.75 |
4,844.50 |
55.75 |
1.2% |
4,864.25 |
High |
4,854.75 |
4,869.50 |
14.75 |
0.3% |
4,897.75 |
Low |
4,763.50 |
4,836.00 |
72.50 |
1.5% |
4,707.25 |
Close |
4,841.75 |
4,863.00 |
21.25 |
0.4% |
4,738.50 |
Range |
91.25 |
33.50 |
-57.75 |
-63.3% |
190.50 |
ATR |
68.77 |
66.25 |
-2.52 |
-3.7% |
0.00 |
Volume |
232,690 |
225,777 |
-6,913 |
-3.0% |
1,077,295 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.75 |
4,943.25 |
4,881.50 |
|
R3 |
4,923.25 |
4,909.75 |
4,872.25 |
|
R2 |
4,889.75 |
4,889.75 |
4,869.25 |
|
R1 |
4,876.25 |
4,876.25 |
4,866.00 |
4,883.00 |
PP |
4,856.25 |
4,856.25 |
4,856.25 |
4,859.50 |
S1 |
4,842.75 |
4,842.75 |
4,860.00 |
4,849.50 |
S2 |
4,822.75 |
4,822.75 |
4,856.75 |
|
S3 |
4,789.25 |
4,809.25 |
4,853.75 |
|
S4 |
4,755.75 |
4,775.75 |
4,844.50 |
|
|
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 |
4,869.50 |
4,701.50 |
168.00 |
3.5% |
60.00 |
1.2% |
96% |
True |
False |
217,268 |
10 |
4,897.75 |
4,701.50 |
196.25 |
4.0% |
59.50 |
1.2% |
82% |
False |
False |
200,379 |
20 |
4,897.75 |
4,672.75 |
225.00 |
4.6% |
68.25 |
1.4% |
85% |
False |
False |
222,334 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
67.25 |
1.4% |
84% |
False |
False |
241,397 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
62.50 |
1.3% |
84% |
False |
False |
240,265 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
59.00 |
1.2% |
84% |
False |
False |
202,285 |
100 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
54.25 |
1.1% |
84% |
False |
False |
161,863 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
56.00 |
1.2% |
93% |
False |
False |
134,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,012.00 |
2.618 |
4,957.25 |
1.618 |
4,923.75 |
1.000 |
4,903.00 |
0.618 |
4,890.25 |
HIGH |
4,869.50 |
0.618 |
4,856.75 |
0.500 |
4,852.75 |
0.382 |
4,848.75 |
LOW |
4,836.00 |
0.618 |
4,815.25 |
1.000 |
4,802.50 |
1.618 |
4,781.75 |
2.618 |
4,748.25 |
4.250 |
4,693.50 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,859.50 |
4,847.50 |
PP |
4,856.25 |
4,832.00 |
S1 |
4,852.75 |
4,816.50 |
|