Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,928.50 |
4,938.00 |
9.50 |
0.2% |
4,899.00 |
High |
4,960.75 |
4,954.19 |
-6.56 |
-0.1% |
4,962.00 |
Low |
4,917.50 |
4,930.25 |
12.75 |
0.3% |
4,852.50 |
Close |
4,934.50 |
4,954.19 |
19.69 |
0.4% |
4,954.19 |
Range |
43.25 |
23.94 |
-19.31 |
-44.6% |
109.50 |
ATR |
64.16 |
61.29 |
-2.87 |
-4.5% |
0.00 |
Volume |
48,306 |
3,748 |
-44,558 |
-92.2% |
382,126 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,018.00 |
5,010.00 |
4,967.25 |
|
R3 |
4,994.00 |
4,986.00 |
4,960.75 |
|
R2 |
4,970.25 |
4,970.25 |
4,958.50 |
|
R1 |
4,962.25 |
4,962.25 |
4,956.50 |
4,966.25 |
PP |
4,946.25 |
4,946.25 |
4,946.25 |
4,948.25 |
S1 |
4,938.25 |
4,938.25 |
4,952.00 |
4,942.25 |
S2 |
4,922.25 |
4,922.25 |
4,949.75 |
|
S3 |
4,898.25 |
4,914.25 |
4,947.50 |
|
S4 |
4,874.50 |
4,890.25 |
4,941.00 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,251.50 |
5,212.25 |
5,014.50 |
|
R3 |
5,142.00 |
5,102.75 |
4,984.25 |
|
R2 |
5,032.50 |
5,032.50 |
4,974.25 |
|
R1 |
4,993.25 |
4,993.25 |
4,964.25 |
5,012.75 |
PP |
4,923.00 |
4,923.00 |
4,923.00 |
4,932.75 |
S1 |
4,883.75 |
4,883.75 |
4,944.25 |
4,903.25 |
S2 |
4,813.50 |
4,813.50 |
4,934.00 |
|
S3 |
4,704.00 |
4,774.25 |
4,924.00 |
|
S4 |
4,594.50 |
4,664.75 |
4,894.00 |
|
|
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% |
55.75 |
1.1% |
93% |
False |
False |
76,425 |
10 |
4,962.00 |
4,701.50 |
260.50 |
5.3% |
57.00 |
1.2% |
97% |
False |
False |
136,631 |
20 |
4,962.00 |
4,701.50 |
260.50 |
5.3% |
54.75 |
1.1% |
97% |
False |
False |
158,627 |
40 |
4,962.00 |
4,558.50 |
403.50 |
8.1% |
68.25 |
1.4% |
98% |
False |
False |
221,342 |
60 |
4,962.00 |
4,558.50 |
403.50 |
8.1% |
62.25 |
1.3% |
98% |
False |
False |
223,065 |
80 |
4,962.00 |
4,558.50 |
403.50 |
8.1% |
60.50 |
1.2% |
98% |
False |
False |
208,695 |
100 |
4,962.00 |
4,558.50 |
403.50 |
8.1% |
55.25 |
1.1% |
98% |
False |
False |
167,008 |
120 |
4,962.00 |
4,262.00 |
700.00 |
14.1% |
54.00 |
1.1% |
99% |
False |
False |
139,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,056.00 |
2.618 |
5,016.75 |
1.618 |
4,993.00 |
1.000 |
4,978.25 |
0.618 |
4,969.00 |
HIGH |
4,954.25 |
0.618 |
4,945.00 |
0.500 |
4,942.25 |
0.382 |
4,939.50 |
LOW |
4,930.25 |
0.618 |
4,915.50 |
1.000 |
4,906.25 |
1.618 |
4,891.50 |
2.618 |
4,867.50 |
4.250 |
4,828.50 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,950.25 |
4,948.00 |
PP |
4,946.25 |
4,941.75 |
S1 |
4,942.25 |
4,935.50 |
|