Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,861.25 |
4,899.00 |
37.75 |
0.8% |
4,719.00 |
High |
4,897.50 |
4,917.00 |
19.50 |
0.4% |
4,897.50 |
Low |
4,852.50 |
4,852.50 |
0.00 |
0.0% |
4,701.50 |
Close |
4,893.75 |
4,867.75 |
-26.00 |
-0.5% |
4,893.75 |
Range |
45.00 |
64.50 |
19.50 |
43.3% |
196.00 |
ATR |
64.73 |
64.71 |
-0.02 |
0.0% |
0.00 |
Volume |
133,170 |
124,198 |
-8,972 |
-6.7% |
984,188 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,072.50 |
5,034.75 |
4,903.25 |
|
R3 |
5,008.00 |
4,970.25 |
4,885.50 |
|
R2 |
4,943.50 |
4,943.50 |
4,879.50 |
|
R1 |
4,905.75 |
4,905.75 |
4,873.75 |
4,892.50 |
PP |
4,879.00 |
4,879.00 |
4,879.00 |
4,872.50 |
S1 |
4,841.25 |
4,841.25 |
4,861.75 |
4,828.00 |
S2 |
4,814.50 |
4,814.50 |
4,856.00 |
|
S3 |
4,750.00 |
4,776.75 |
4,850.00 |
|
S4 |
4,685.50 |
4,712.25 |
4,832.25 |
|
|
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 |
4,917.00 |
4,763.50 |
153.50 |
3.2% |
52.50 |
1.1% |
68% |
True |
False |
180,191 |
10 |
4,917.00 |
4,701.50 |
215.50 |
4.4% |
63.75 |
1.3% |
77% |
True |
False |
204,249 |
20 |
4,917.00 |
4,672.75 |
244.25 |
5.0% |
59.75 |
1.2% |
80% |
True |
False |
191,201 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
67.00 |
1.4% |
86% |
False |
False |
234,435 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
62.00 |
1.3% |
86% |
False |
False |
234,063 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
59.50 |
1.2% |
86% |
False |
False |
205,499 |
100 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
54.50 |
1.1% |
86% |
False |
False |
164,435 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
56.50 |
1.2% |
93% |
False |
False |
137,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,191.00 |
2.618 |
5,085.75 |
1.618 |
5,021.25 |
1.000 |
4,981.50 |
0.618 |
4,956.75 |
HIGH |
4,917.00 |
0.618 |
4,892.25 |
0.500 |
4,884.75 |
0.382 |
4,877.25 |
LOW |
4,852.50 |
0.618 |
4,812.75 |
1.000 |
4,788.00 |
1.618 |
4,748.25 |
2.618 |
4,683.75 |
4.250 |
4,578.50 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,884.75 |
4,876.50 |
PP |
4,879.00 |
4,873.50 |
S1 |
4,873.50 |
4,870.75 |
|