Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,867.00 |
4,939.50 |
72.50 |
1.5% |
4,719.00 |
High |
4,962.00 |
4,956.50 |
-5.50 |
-0.1% |
4,897.50 |
Low |
4,861.50 |
4,910.25 |
48.75 |
1.0% |
4,701.50 |
Close |
4,937.75 |
4,931.75 |
-6.00 |
-0.1% |
4,893.75 |
Range |
100.50 |
46.25 |
-54.25 |
-54.0% |
196.00 |
ATR |
67.27 |
65.77 |
-1.50 |
-2.2% |
0.00 |
Volume |
131,855 |
74,019 |
-57,836 |
-43.9% |
984,188 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,071.50 |
5,048.00 |
4,957.25 |
|
R3 |
5,025.25 |
5,001.75 |
4,944.50 |
|
R2 |
4,979.00 |
4,979.00 |
4,940.25 |
|
R1 |
4,955.50 |
4,955.50 |
4,936.00 |
4,944.00 |
PP |
4,932.75 |
4,932.75 |
4,932.75 |
4,927.25 |
S1 |
4,909.25 |
4,909.25 |
4,927.50 |
4,898.00 |
S2 |
4,886.50 |
4,886.50 |
4,923.25 |
|
S3 |
4,840.25 |
4,863.00 |
4,919.00 |
|
S4 |
4,794.00 |
4,816.75 |
4,906.25 |
|
|
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 |
4,962.00 |
4,836.00 |
126.00 |
2.6% |
58.00 |
1.2% |
76% |
False |
False |
137,803 |
10 |
4,962.00 |
4,701.50 |
260.50 |
5.3% |
66.00 |
1.3% |
88% |
False |
False |
184,096 |
20 |
4,962.00 |
4,701.50 |
260.50 |
5.3% |
57.00 |
1.2% |
88% |
False |
False |
175,318 |
40 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
68.50 |
1.4% |
93% |
False |
False |
229,952 |
60 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
63.00 |
1.3% |
93% |
False |
False |
230,327 |
80 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
60.75 |
1.2% |
93% |
False |
False |
208,065 |
100 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
55.50 |
1.1% |
93% |
False |
False |
166,492 |
120 |
4,962.00 |
4,164.00 |
798.00 |
16.2% |
55.00 |
1.1% |
96% |
False |
False |
138,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,153.00 |
2.618 |
5,077.50 |
1.618 |
5,031.25 |
1.000 |
5,002.75 |
0.618 |
4,985.00 |
HIGH |
4,956.50 |
0.618 |
4,938.75 |
0.500 |
4,933.50 |
0.382 |
4,928.00 |
LOW |
4,910.25 |
0.618 |
4,881.75 |
1.000 |
4,864.00 |
1.618 |
4,835.50 |
2.618 |
4,789.25 |
4.250 |
4,713.75 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,933.50 |
4,923.50 |
PP |
4,932.75 |
4,915.50 |
S1 |
4,932.25 |
4,907.25 |
|