Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,136.1 |
1,139.8 |
3.7 |
0.3% |
1,161.4 |
High |
1,144.4 |
1,141.7 |
-2.7 |
-0.2% |
1,168.0 |
Low |
1,135.5 |
1,127.3 |
-8.2 |
-0.7% |
1,124.3 |
Close |
1,142.7 |
1,133.6 |
-9.1 |
-0.8% |
1,137.4 |
Range |
8.9 |
14.4 |
5.5 |
61.8% |
43.7 |
ATR |
18.9 |
18.6 |
-0.2 |
-1.3% |
0.0 |
Volume |
119,183 |
146,050 |
26,867 |
22.5% |
984,295 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.4 |
1,169.9 |
1,141.5 |
|
R3 |
1,163.0 |
1,155.5 |
1,137.6 |
|
R2 |
1,148.6 |
1,148.6 |
1,136.2 |
|
R1 |
1,141.1 |
1,141.1 |
1,134.9 |
1,137.7 |
PP |
1,134.2 |
1,134.2 |
1,134.2 |
1,132.5 |
S1 |
1,126.7 |
1,126.7 |
1,132.3 |
1,123.3 |
S2 |
1,119.8 |
1,119.8 |
1,131.0 |
|
S3 |
1,105.4 |
1,112.3 |
1,129.6 |
|
S4 |
1,091.0 |
1,097.9 |
1,125.7 |
|
|
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 |
3.9% |
17.5 |
1.5% |
21% |
False |
False |
187,976 |
10 |
1,182.3 |
1,124.3 |
58.0 |
5.1% |
15.5 |
1.4% |
16% |
False |
False |
170,590 |
20 |
1,223.6 |
1,124.3 |
99.3 |
8.8% |
17.6 |
1.5% |
9% |
False |
False |
166,357 |
40 |
1,341.0 |
1,124.3 |
216.7 |
19.1% |
19.3 |
1.7% |
4% |
False |
False |
94,916 |
60 |
1,346.6 |
1,124.3 |
222.3 |
19.6% |
17.3 |
1.5% |
4% |
False |
False |
65,851 |
80 |
1,360.7 |
1,124.3 |
236.4 |
20.9% |
16.6 |
1.5% |
4% |
False |
False |
50,373 |
100 |
1,378.1 |
1,124.3 |
253.8 |
22.4% |
16.3 |
1.4% |
4% |
False |
False |
41,247 |
120 |
1,387.1 |
1,124.3 |
262.8 |
23.2% |
16.6 |
1.5% |
4% |
False |
False |
34,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.9 |
2.618 |
1,179.4 |
1.618 |
1,165.0 |
1.000 |
1,156.1 |
0.618 |
1,150.6 |
HIGH |
1,141.7 |
0.618 |
1,136.2 |
0.500 |
1,134.5 |
0.382 |
1,132.8 |
LOW |
1,127.3 |
0.618 |
1,118.4 |
1.000 |
1,112.9 |
1.618 |
1,104.0 |
2.618 |
1,089.6 |
4.250 |
1,066.1 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,134.5 |
1,135.9 |
PP |
1,134.2 |
1,135.1 |
S1 |
1,133.9 |
1,134.4 |
|