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 |
1,143.8 |
1,130.5 |
-13.3 |
-1.2% |
1,161.4 |
High |
1,146.0 |
1,143.2 |
-2.8 |
-0.2% |
1,168.0 |
Low |
1,124.3 |
1,128.5 |
4.2 |
0.4% |
1,124.3 |
Close |
1,129.8 |
1,137.4 |
7.6 |
0.7% |
1,137.4 |
Range |
21.7 |
14.7 |
-7.0 |
-32.3% |
43.7 |
ATR |
20.0 |
19.7 |
-0.4 |
-1.9% |
0.0 |
Volume |
281,607 |
178,640 |
-102,967 |
-36.6% |
984,295 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.5 |
1,173.6 |
1,145.5 |
|
R3 |
1,165.8 |
1,158.9 |
1,141.4 |
|
R2 |
1,151.1 |
1,151.1 |
1,140.1 |
|
R1 |
1,144.2 |
1,144.2 |
1,138.7 |
1,147.7 |
PP |
1,136.4 |
1,136.4 |
1,136.4 |
1,138.1 |
S1 |
1,129.5 |
1,129.5 |
1,136.1 |
1,133.0 |
S2 |
1,121.7 |
1,121.7 |
1,134.7 |
|
S3 |
1,107.0 |
1,114.8 |
1,133.4 |
|
S4 |
1,092.3 |
1,100.1 |
1,129.3 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.3 |
1,249.6 |
1,161.4 |
|
R3 |
1,230.6 |
1,205.9 |
1,149.4 |
|
R2 |
1,186.9 |
1,186.9 |
1,145.4 |
|
R1 |
1,162.2 |
1,162.2 |
1,141.4 |
1,152.7 |
PP |
1,143.2 |
1,143.2 |
1,143.2 |
1,138.5 |
S1 |
1,118.5 |
1,118.5 |
1,133.4 |
1,109.0 |
S2 |
1,099.5 |
1,099.5 |
1,129.4 |
|
S3 |
1,055.8 |
1,074.8 |
1,125.4 |
|
S4 |
1,012.1 |
1,031.1 |
1,113.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,168.0 |
1,124.3 |
43.7 |
3.8% |
18.1 |
1.6% |
30% |
False |
False |
196,859 |
10 |
1,190.2 |
1,124.3 |
65.9 |
5.8% |
17.2 |
1.5% |
20% |
False |
False |
179,974 |
20 |
1,223.6 |
1,124.3 |
99.3 |
8.7% |
17.8 |
1.6% |
13% |
False |
False |
155,857 |
40 |
1,341.0 |
1,124.3 |
216.7 |
19.1% |
19.2 |
1.7% |
6% |
False |
False |
88,961 |
60 |
1,349.8 |
1,124.3 |
225.5 |
19.8% |
17.2 |
1.5% |
6% |
False |
False |
61,571 |
80 |
1,360.7 |
1,124.3 |
236.4 |
20.8% |
16.7 |
1.5% |
6% |
False |
False |
47,311 |
100 |
1,378.1 |
1,124.3 |
253.8 |
22.3% |
16.5 |
1.4% |
5% |
False |
False |
38,644 |
120 |
1,387.1 |
1,124.3 |
262.8 |
23.1% |
16.5 |
1.5% |
5% |
False |
False |
32,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.7 |
2.618 |
1,181.7 |
1.618 |
1,167.0 |
1.000 |
1,157.9 |
0.618 |
1,152.3 |
HIGH |
1,143.2 |
0.618 |
1,137.6 |
0.500 |
1,135.9 |
0.382 |
1,134.1 |
LOW |
1,128.5 |
0.618 |
1,119.4 |
1.000 |
1,113.8 |
1.618 |
1,104.7 |
2.618 |
1,090.0 |
4.250 |
1,066.0 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,136.9 |
1,146.2 |
PP |
1,136.4 |
1,143.2 |
S1 |
1,135.9 |
1,140.3 |
|