Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,844.50 |
4,861.25 |
16.75 |
0.3% |
4,719.00 |
High |
4,869.50 |
4,897.50 |
28.00 |
0.6% |
4,897.50 |
Low |
4,836.00 |
4,852.50 |
16.50 |
0.3% |
4,701.50 |
Close |
4,863.00 |
4,893.75 |
30.75 |
0.6% |
4,893.75 |
Range |
33.50 |
45.00 |
11.50 |
34.3% |
196.00 |
ATR |
66.25 |
64.73 |
-1.52 |
-2.3% |
0.00 |
Volume |
225,777 |
133,170 |
-92,607 |
-41.0% |
984,188 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,016.25 |
5,000.00 |
4,918.50 |
|
R3 |
4,971.25 |
4,955.00 |
4,906.00 |
|
R2 |
4,926.25 |
4,926.25 |
4,902.00 |
|
R1 |
4,910.00 |
4,910.00 |
4,898.00 |
4,918.00 |
PP |
4,881.25 |
4,881.25 |
4,881.25 |
4,885.25 |
S1 |
4,865.00 |
4,865.00 |
4,889.50 |
4,873.00 |
S2 |
4,836.25 |
4,836.25 |
4,885.50 |
|
S3 |
4,791.25 |
4,820.00 |
4,881.50 |
|
S4 |
4,746.25 |
4,775.00 |
4,869.00 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,419.00 |
5,352.25 |
5,001.50 |
|
R3 |
5,223.00 |
5,156.25 |
4,947.75 |
|
R2 |
5,027.00 |
5,027.00 |
4,929.75 |
|
R1 |
4,960.25 |
4,960.25 |
4,911.75 |
4,993.50 |
PP |
4,831.00 |
4,831.00 |
4,831.00 |
4,847.50 |
S1 |
4,764.25 |
4,764.25 |
4,875.75 |
4,797.50 |
S2 |
4,635.00 |
4,635.00 |
4,857.75 |
|
S3 |
4,439.00 |
4,568.25 |
4,839.75 |
|
S4 |
4,243.00 |
4,372.25 |
4,786.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,897.50 |
4,701.50 |
196.00 |
4.0% |
58.50 |
1.2% |
98% |
True |
False |
196,837 |
10 |
4,897.75 |
4,701.50 |
196.25 |
4.0% |
61.00 |
1.2% |
98% |
False |
False |
206,148 |
20 |
4,897.75 |
4,672.75 |
225.00 |
4.6% |
60.50 |
1.2% |
98% |
False |
False |
201,238 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
66.75 |
1.4% |
93% |
False |
False |
237,277 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
61.50 |
1.3% |
93% |
False |
False |
236,758 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
59.00 |
1.2% |
93% |
False |
False |
203,948 |
100 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
54.25 |
1.1% |
93% |
False |
False |
163,194 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.4% |
56.25 |
1.1% |
97% |
False |
False |
136,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,088.75 |
2.618 |
5,015.25 |
1.618 |
4,970.25 |
1.000 |
4,942.50 |
0.618 |
4,925.25 |
HIGH |
4,897.50 |
0.618 |
4,880.25 |
0.500 |
4,875.00 |
0.382 |
4,869.75 |
LOW |
4,852.50 |
0.618 |
4,824.75 |
1.000 |
4,807.50 |
1.618 |
4,779.75 |
2.618 |
4,734.75 |
4.250 |
4,661.25 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,887.50 |
4,872.75 |
PP |
4,881.25 |
4,851.50 |
S1 |
4,875.00 |
4,830.50 |
|