Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,134.0 |
1,133.2 |
-0.8 |
-0.1% |
1,161.4 |
High |
1,138.8 |
1,135.5 |
-3.3 |
-0.3% |
1,168.0 |
Low |
1,131.0 |
1,128.6 |
-2.4 |
-0.2% |
1,124.3 |
Close |
1,133.2 |
1,130.7 |
-2.5 |
-0.2% |
1,137.4 |
Range |
7.8 |
6.9 |
-0.9 |
-11.5% |
43.7 |
ATR |
17.9 |
17.1 |
-0.8 |
-4.4% |
0.0 |
Volume |
114,055 |
120,321 |
6,266 |
5.5% |
984,295 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.3 |
1,148.4 |
1,134.5 |
|
R3 |
1,145.4 |
1,141.5 |
1,132.6 |
|
R2 |
1,138.5 |
1,138.5 |
1,132.0 |
|
R1 |
1,134.6 |
1,134.6 |
1,131.3 |
1,133.1 |
PP |
1,131.6 |
1,131.6 |
1,131.6 |
1,130.9 |
S1 |
1,127.7 |
1,127.7 |
1,130.1 |
1,126.2 |
S2 |
1,124.7 |
1,124.7 |
1,129.4 |
|
S3 |
1,117.8 |
1,120.8 |
1,128.8 |
|
S4 |
1,110.9 |
1,113.9 |
1,126.9 |
|
|
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 |
1,144.4 |
1,127.3 |
17.1 |
1.5% |
10.5 |
0.9% |
20% |
False |
False |
135,649 |
10 |
1,173.8 |
1,124.3 |
49.5 |
4.4% |
14.5 |
1.3% |
13% |
False |
False |
164,672 |
20 |
1,200.0 |
1,124.3 |
75.7 |
6.7% |
15.9 |
1.4% |
8% |
False |
False |
169,826 |
40 |
1,341.0 |
1,124.3 |
216.7 |
19.2% |
19.0 |
1.7% |
3% |
False |
False |
100,332 |
60 |
1,341.0 |
1,124.3 |
216.7 |
19.2% |
17.2 |
1.5% |
3% |
False |
False |
69,517 |
80 |
1,360.7 |
1,124.3 |
236.4 |
20.9% |
16.5 |
1.5% |
3% |
False |
False |
53,252 |
100 |
1,377.4 |
1,124.3 |
253.1 |
22.4% |
16.2 |
1.4% |
3% |
False |
False |
43,546 |
120 |
1,387.1 |
1,124.3 |
262.8 |
23.2% |
16.4 |
1.5% |
2% |
False |
False |
36,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.8 |
2.618 |
1,153.6 |
1.618 |
1,146.7 |
1.000 |
1,142.4 |
0.618 |
1,139.8 |
HIGH |
1,135.5 |
0.618 |
1,132.9 |
0.500 |
1,132.1 |
0.382 |
1,131.2 |
LOW |
1,128.6 |
0.618 |
1,124.3 |
1.000 |
1,121.7 |
1.618 |
1,117.4 |
2.618 |
1,110.5 |
4.250 |
1,099.3 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,132.1 |
1,134.5 |
PP |
1,131.6 |
1,133.2 |
S1 |
1,131.2 |
1,132.0 |
|