Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,939.50 |
4,928.50 |
-11.00 |
-0.2% |
4,719.00 |
High |
4,956.50 |
4,960.75 |
4.25 |
0.1% |
4,897.50 |
Low |
4,910.25 |
4,917.50 |
7.25 |
0.1% |
4,701.50 |
Close |
4,931.75 |
4,934.50 |
2.75 |
0.1% |
4,893.75 |
Range |
46.25 |
43.25 |
-3.00 |
-6.5% |
196.00 |
ATR |
65.77 |
64.16 |
-1.61 |
-2.4% |
0.00 |
Volume |
74,019 |
48,306 |
-25,713 |
-34.7% |
984,188 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,067.25 |
5,044.25 |
4,958.25 |
|
R3 |
5,024.00 |
5,001.00 |
4,946.50 |
|
R2 |
4,980.75 |
4,980.75 |
4,942.50 |
|
R1 |
4,957.75 |
4,957.75 |
4,938.50 |
4,969.25 |
PP |
4,937.50 |
4,937.50 |
4,937.50 |
4,943.50 |
S1 |
4,914.50 |
4,914.50 |
4,930.50 |
4,926.00 |
S2 |
4,894.25 |
4,894.25 |
4,926.50 |
|
S3 |
4,851.00 |
4,871.25 |
4,922.50 |
|
S4 |
4,807.75 |
4,828.00 |
4,910.75 |
|
|
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 |
4,852.50 |
109.50 |
2.2% |
60.00 |
1.2% |
75% |
False |
False |
102,309 |
10 |
4,962.00 |
4,701.50 |
260.50 |
5.3% |
60.00 |
1.2% |
89% |
False |
False |
159,789 |
20 |
4,962.00 |
4,701.50 |
260.50 |
5.3% |
56.25 |
1.1% |
89% |
False |
False |
167,948 |
40 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
69.00 |
1.4% |
93% |
False |
False |
227,451 |
60 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
62.50 |
1.3% |
93% |
False |
False |
226,278 |
80 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
61.00 |
1.2% |
93% |
False |
False |
208,660 |
100 |
4,962.00 |
4,558.50 |
403.50 |
8.2% |
55.25 |
1.1% |
93% |
False |
False |
166,974 |
120 |
4,962.00 |
4,173.00 |
789.00 |
16.0% |
54.50 |
1.1% |
97% |
False |
False |
139,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,144.50 |
2.618 |
5,074.00 |
1.618 |
5,030.75 |
1.000 |
5,004.00 |
0.618 |
4,987.50 |
HIGH |
4,960.75 |
0.618 |
4,944.25 |
0.500 |
4,939.00 |
0.382 |
4,934.00 |
LOW |
4,917.50 |
0.618 |
4,890.75 |
1.000 |
4,874.25 |
1.618 |
4,847.50 |
2.618 |
4,804.25 |
4.250 |
4,733.75 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,939.00 |
4,927.00 |
PP |
4,937.50 |
4,919.25 |
S1 |
4,936.00 |
4,911.75 |
|