Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,182.6 |
1,172.8 |
-9.8 |
-0.8% |
1,184.4 |
High |
1,190.2 |
1,177.1 |
-13.1 |
-1.1% |
1,200.0 |
Low |
1,158.6 |
1,168.1 |
9.5 |
0.8% |
1,162.2 |
Close |
1,176.5 |
1,170.1 |
-6.4 |
-0.5% |
1,177.8 |
Range |
31.6 |
9.0 |
-22.6 |
-71.5% |
37.8 |
ATR |
20.6 |
19.8 |
-0.8 |
-4.0% |
0.0 |
Volume |
221,458 |
137,614 |
-83,844 |
-37.9% |
1,006,319 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.8 |
1,193.4 |
1,175.1 |
|
R3 |
1,189.8 |
1,184.4 |
1,172.6 |
|
R2 |
1,180.8 |
1,180.8 |
1,171.8 |
|
R1 |
1,175.4 |
1,175.4 |
1,170.9 |
1,173.6 |
PP |
1,171.8 |
1,171.8 |
1,171.8 |
1,170.9 |
S1 |
1,166.4 |
1,166.4 |
1,169.3 |
1,164.6 |
S2 |
1,162.8 |
1,162.8 |
1,168.5 |
|
S3 |
1,153.8 |
1,157.4 |
1,167.6 |
|
S4 |
1,144.8 |
1,148.4 |
1,165.2 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.4 |
1,273.4 |
1,198.6 |
|
R3 |
1,255.6 |
1,235.6 |
1,188.2 |
|
R2 |
1,217.8 |
1,217.8 |
1,184.7 |
|
R1 |
1,197.8 |
1,197.8 |
1,181.3 |
1,188.9 |
PP |
1,180.0 |
1,180.0 |
1,180.0 |
1,175.6 |
S1 |
1,160.0 |
1,160.0 |
1,174.3 |
1,151.1 |
S2 |
1,142.2 |
1,142.2 |
1,170.9 |
|
S3 |
1,104.4 |
1,122.2 |
1,167.4 |
|
S4 |
1,066.6 |
1,084.4 |
1,157.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,196.8 |
1,158.6 |
38.2 |
3.3% |
18.8 |
1.6% |
30% |
False |
False |
202,928 |
10 |
1,223.6 |
1,158.6 |
65.0 |
5.6% |
19.6 |
1.7% |
18% |
False |
False |
162,124 |
20 |
1,341.0 |
1,158.6 |
182.4 |
15.6% |
23.2 |
2.0% |
6% |
False |
False |
98,204 |
40 |
1,341.0 |
1,158.6 |
182.4 |
15.6% |
17.8 |
1.5% |
6% |
False |
False |
54,231 |
60 |
1,351.2 |
1,158.6 |
192.6 |
16.5% |
17.0 |
1.5% |
6% |
False |
False |
38,129 |
80 |
1,368.0 |
1,158.6 |
209.4 |
17.9% |
16.4 |
1.4% |
5% |
False |
False |
29,645 |
100 |
1,378.1 |
1,158.6 |
219.5 |
18.8% |
16.3 |
1.4% |
5% |
False |
False |
24,411 |
120 |
1,387.1 |
1,158.6 |
228.5 |
19.5% |
17.1 |
1.5% |
5% |
False |
False |
20,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.4 |
2.618 |
1,200.7 |
1.618 |
1,191.7 |
1.000 |
1,186.1 |
0.618 |
1,182.7 |
HIGH |
1,177.1 |
0.618 |
1,173.7 |
0.500 |
1,172.6 |
0.382 |
1,171.5 |
LOW |
1,168.1 |
0.618 |
1,162.5 |
1.000 |
1,159.1 |
1.618 |
1,153.5 |
2.618 |
1,144.5 |
4.250 |
1,129.9 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,172.6 |
1,174.4 |
PP |
1,171.8 |
1,173.0 |
S1 |
1,170.9 |
1,171.5 |
|