Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,899.00 |
4,867.00 |
-32.00 |
-0.7% |
4,719.00 |
High |
4,917.00 |
4,962.00 |
45.00 |
0.9% |
4,897.50 |
Low |
4,852.50 |
4,861.50 |
9.00 |
0.2% |
4,701.50 |
Close |
4,867.75 |
4,937.75 |
70.00 |
1.4% |
4,893.75 |
Range |
64.50 |
100.50 |
36.00 |
55.8% |
196.00 |
ATR |
64.71 |
67.27 |
2.56 |
4.0% |
0.00 |
Volume |
124,198 |
131,855 |
7,657 |
6.2% |
984,188 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,222.00 |
5,180.25 |
4,993.00 |
|
R3 |
5,121.50 |
5,079.75 |
4,965.50 |
|
R2 |
5,021.00 |
5,021.00 |
4,956.25 |
|
R1 |
4,979.25 |
4,979.25 |
4,947.00 |
5,000.00 |
PP |
4,920.50 |
4,920.50 |
4,920.50 |
4,930.75 |
S1 |
4,878.75 |
4,878.75 |
4,928.50 |
4,899.50 |
S2 |
4,820.00 |
4,820.00 |
4,919.25 |
|
S3 |
4,719.50 |
4,778.25 |
4,910.00 |
|
S4 |
4,619.00 |
4,677.75 |
4,882.50 |
|
|
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 |
4,962.00 |
4,763.50 |
198.50 |
4.0% |
67.00 |
1.4% |
88% |
True |
False |
169,538 |
10 |
4,962.00 |
4,701.50 |
260.50 |
5.3% |
68.75 |
1.4% |
91% |
True |
False |
199,843 |
20 |
4,962.00 |
4,688.00 |
274.00 |
5.5% |
59.25 |
1.2% |
91% |
True |
False |
183,541 |
40 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
69.00 |
1.4% |
94% |
True |
False |
233,240 |
60 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
62.75 |
1.3% |
94% |
True |
False |
232,344 |
80 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
60.50 |
1.2% |
94% |
True |
False |
207,143 |
100 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
55.25 |
1.1% |
94% |
True |
False |
165,753 |
120 |
4,962.00 |
4,164.00 |
798.00 |
16.2% |
56.75 |
1.2% |
97% |
True |
False |
138,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,389.00 |
2.618 |
5,225.00 |
1.618 |
5,124.50 |
1.000 |
5,062.50 |
0.618 |
5,024.00 |
HIGH |
4,962.00 |
0.618 |
4,923.50 |
0.500 |
4,911.75 |
0.382 |
4,900.00 |
LOW |
4,861.50 |
0.618 |
4,799.50 |
1.000 |
4,761.00 |
1.618 |
4,699.00 |
2.618 |
4,598.50 |
4.250 |
4,434.50 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,929.00 |
4,927.50 |
PP |
4,920.50 |
4,917.50 |
S1 |
4,911.75 |
4,907.25 |
|