Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,176.1 |
1,172.5 |
-3.6 |
-0.3% |
1,182.6 |
High |
1,180.7 |
1,173.8 |
-6.9 |
-0.6% |
1,190.2 |
Low |
1,170.9 |
1,157.6 |
-13.3 |
-1.1% |
1,157.6 |
Close |
1,172.4 |
1,161.9 |
-10.5 |
-0.9% |
1,161.9 |
Range |
9.8 |
16.2 |
6.4 |
65.3% |
32.6 |
ATR |
18.8 |
18.6 |
-0.2 |
-1.0% |
0.0 |
Volume |
147,750 |
162,823 |
15,073 |
10.2% |
815,452 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,213.0 |
1,203.7 |
1,170.8 |
|
R3 |
1,196.8 |
1,187.5 |
1,166.4 |
|
R2 |
1,180.6 |
1,180.6 |
1,164.9 |
|
R1 |
1,171.3 |
1,171.3 |
1,163.4 |
1,167.9 |
PP |
1,164.4 |
1,164.4 |
1,164.4 |
1,162.7 |
S1 |
1,155.1 |
1,155.1 |
1,160.4 |
1,151.7 |
S2 |
1,148.2 |
1,148.2 |
1,158.9 |
|
S3 |
1,132.0 |
1,138.9 |
1,157.4 |
|
S4 |
1,115.8 |
1,122.7 |
1,153.0 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.7 |
1,247.4 |
1,179.8 |
|
R3 |
1,235.1 |
1,214.8 |
1,170.9 |
|
R2 |
1,202.5 |
1,202.5 |
1,167.9 |
|
R1 |
1,182.2 |
1,182.2 |
1,164.9 |
1,176.1 |
PP |
1,169.9 |
1,169.9 |
1,169.9 |
1,166.8 |
S1 |
1,149.6 |
1,149.6 |
1,158.9 |
1,143.5 |
S2 |
1,137.3 |
1,137.3 |
1,155.9 |
|
S3 |
1,104.7 |
1,117.0 |
1,152.9 |
|
S4 |
1,072.1 |
1,084.4 |
1,144.0 |
|
|
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 |
1,157.6 |
32.6 |
2.8% |
16.3 |
1.4% |
13% |
False |
True |
163,090 |
10 |
1,200.0 |
1,157.6 |
42.4 |
3.6% |
16.6 |
1.4% |
10% |
False |
True |
182,177 |
20 |
1,268.1 |
1,157.6 |
110.5 |
9.5% |
18.8 |
1.6% |
4% |
False |
True |
113,756 |
40 |
1,341.0 |
1,157.6 |
183.4 |
15.8% |
18.2 |
1.6% |
2% |
False |
True |
65,133 |
60 |
1,351.2 |
1,157.6 |
193.6 |
16.7% |
16.8 |
1.4% |
2% |
False |
True |
45,463 |
80 |
1,365.0 |
1,157.6 |
207.4 |
17.9% |
16.4 |
1.4% |
2% |
False |
True |
35,201 |
100 |
1,378.1 |
1,157.6 |
220.5 |
19.0% |
16.4 |
1.4% |
2% |
False |
True |
28,959 |
120 |
1,387.1 |
1,157.6 |
229.5 |
19.8% |
17.0 |
1.5% |
2% |
False |
True |
24,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.7 |
2.618 |
1,216.2 |
1.618 |
1,200.0 |
1.000 |
1,190.0 |
0.618 |
1,183.8 |
HIGH |
1,173.8 |
0.618 |
1,167.6 |
0.500 |
1,165.7 |
0.382 |
1,163.8 |
LOW |
1,157.6 |
0.618 |
1,147.6 |
1.000 |
1,141.4 |
1.618 |
1,131.4 |
2.618 |
1,115.2 |
4.250 |
1,088.8 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,165.7 |
1,170.0 |
PP |
1,164.4 |
1,167.3 |
S1 |
1,163.2 |
1,164.6 |
|