Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,135.3 |
1,139.3 |
4.0 |
0.4% |
1,136.1 |
High |
1,151.7 |
1,145.1 |
-6.6 |
-0.6% |
1,144.4 |
Low |
1,132.8 |
1,137.1 |
4.3 |
0.4% |
1,127.3 |
Close |
1,138.8 |
1,140.9 |
2.1 |
0.2% |
1,133.6 |
Range |
18.9 |
8.0 |
-10.9 |
-57.7% |
17.1 |
ATR |
16.6 |
16.0 |
-0.6 |
-3.7% |
0.0 |
Volume |
108,454 |
112,510 |
4,056 |
3.7% |
574,404 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.0 |
1,161.0 |
1,145.3 |
|
R3 |
1,157.0 |
1,153.0 |
1,143.1 |
|
R2 |
1,149.0 |
1,149.0 |
1,142.4 |
|
R1 |
1,145.0 |
1,145.0 |
1,141.6 |
1,147.0 |
PP |
1,141.0 |
1,141.0 |
1,141.0 |
1,142.1 |
S1 |
1,137.0 |
1,137.0 |
1,140.2 |
1,139.0 |
S2 |
1,133.0 |
1,133.0 |
1,139.4 |
|
S3 |
1,125.0 |
1,129.0 |
1,138.7 |
|
S4 |
1,117.0 |
1,121.0 |
1,136.5 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.4 |
1,177.1 |
1,143.0 |
|
R3 |
1,169.3 |
1,160.0 |
1,138.3 |
|
R2 |
1,152.2 |
1,152.2 |
1,136.7 |
|
R1 |
1,142.9 |
1,142.9 |
1,135.2 |
1,139.0 |
PP |
1,135.1 |
1,135.1 |
1,135.1 |
1,133.2 |
S1 |
1,125.8 |
1,125.8 |
1,132.0 |
1,121.9 |
S2 |
1,118.0 |
1,118.0 |
1,130.5 |
|
S3 |
1,100.9 |
1,108.7 |
1,128.9 |
|
S4 |
1,083.8 |
1,091.6 |
1,124.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,151.7 |
1,128.6 |
23.1 |
2.0% |
9.9 |
0.9% |
53% |
False |
False |
106,027 |
10 |
1,168.0 |
1,124.3 |
43.7 |
3.8% |
13.7 |
1.2% |
38% |
False |
False |
147,001 |
20 |
1,196.8 |
1,124.3 |
72.5 |
6.4% |
14.9 |
1.3% |
23% |
False |
False |
162,534 |
40 |
1,341.0 |
1,124.3 |
216.7 |
19.0% |
18.9 |
1.7% |
8% |
False |
False |
107,262 |
60 |
1,341.0 |
1,124.3 |
216.7 |
19.0% |
17.2 |
1.5% |
8% |
False |
False |
74,258 |
80 |
1,360.7 |
1,124.3 |
236.4 |
20.7% |
16.3 |
1.4% |
7% |
False |
False |
56,810 |
100 |
1,368.0 |
1,124.3 |
243.7 |
21.4% |
15.9 |
1.4% |
7% |
False |
False |
46,351 |
120 |
1,383.6 |
1,124.3 |
259.3 |
22.7% |
16.2 |
1.4% |
6% |
False |
False |
39,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.1 |
2.618 |
1,166.0 |
1.618 |
1,158.0 |
1.000 |
1,153.1 |
0.618 |
1,150.0 |
HIGH |
1,145.1 |
0.618 |
1,142.0 |
0.500 |
1,141.1 |
0.382 |
1,140.2 |
LOW |
1,137.1 |
0.618 |
1,132.2 |
1.000 |
1,129.1 |
1.618 |
1,124.2 |
2.618 |
1,116.2 |
4.250 |
1,103.1 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,141.1 |
1,140.8 |
PP |
1,141.0 |
1,140.7 |
S1 |
1,141.0 |
1,140.6 |
|