Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,172.8 |
1,171.4 |
-1.4 |
-0.1% |
1,184.4 |
High |
1,177.1 |
1,182.3 |
5.2 |
0.4% |
1,200.0 |
Low |
1,168.1 |
1,167.2 |
-0.9 |
-0.1% |
1,162.2 |
Close |
1,170.1 |
1,177.5 |
7.4 |
0.6% |
1,177.8 |
Range |
9.0 |
15.1 |
6.1 |
67.8% |
37.8 |
ATR |
19.8 |
19.5 |
-0.3 |
-1.7% |
0.0 |
Volume |
137,614 |
145,807 |
8,193 |
6.0% |
1,006,319 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.0 |
1,214.3 |
1,185.8 |
|
R3 |
1,205.9 |
1,199.2 |
1,181.7 |
|
R2 |
1,190.8 |
1,190.8 |
1,180.3 |
|
R1 |
1,184.1 |
1,184.1 |
1,178.9 |
1,187.5 |
PP |
1,175.7 |
1,175.7 |
1,175.7 |
1,177.3 |
S1 |
1,169.0 |
1,169.0 |
1,176.1 |
1,172.4 |
S2 |
1,160.6 |
1,160.6 |
1,174.7 |
|
S3 |
1,145.5 |
1,153.9 |
1,173.3 |
|
S4 |
1,130.4 |
1,138.8 |
1,169.2 |
|
|
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 |
1,190.2 |
1,158.6 |
31.6 |
2.7% |
16.8 |
1.4% |
60% |
False |
False |
182,226 |
10 |
1,217.6 |
1,158.6 |
59.0 |
5.0% |
19.6 |
1.7% |
32% |
False |
False |
172,842 |
20 |
1,341.0 |
1,158.6 |
182.4 |
15.5% |
23.0 |
2.0% |
10% |
False |
False |
104,081 |
40 |
1,341.0 |
1,158.6 |
182.4 |
15.5% |
18.0 |
1.5% |
10% |
False |
False |
57,745 |
60 |
1,351.2 |
1,158.6 |
192.6 |
16.4% |
16.9 |
1.4% |
10% |
False |
False |
40,479 |
80 |
1,368.0 |
1,158.6 |
209.4 |
17.8% |
16.5 |
1.4% |
9% |
False |
False |
31,404 |
100 |
1,378.1 |
1,158.6 |
219.5 |
18.6% |
16.4 |
1.4% |
9% |
False |
False |
25,868 |
120 |
1,387.1 |
1,158.6 |
228.5 |
19.4% |
17.1 |
1.5% |
8% |
False |
False |
21,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.5 |
2.618 |
1,221.8 |
1.618 |
1,206.7 |
1.000 |
1,197.4 |
0.618 |
1,191.6 |
HIGH |
1,182.3 |
0.618 |
1,176.5 |
0.500 |
1,174.8 |
0.382 |
1,173.0 |
LOW |
1,167.2 |
0.618 |
1,157.9 |
1.000 |
1,152.1 |
1.618 |
1,142.8 |
2.618 |
1,127.7 |
4.250 |
1,103.0 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,176.6 |
1,176.5 |
PP |
1,175.7 |
1,175.4 |
S1 |
1,174.8 |
1,174.4 |
|