Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,143.1 |
1,159.5 |
16.4 |
1.4% |
1,135.3 |
High |
1,160.6 |
1,164.3 |
3.7 |
0.3% |
1,164.3 |
Low |
1,142.6 |
1,150.3 |
7.7 |
0.7% |
1,132.8 |
Close |
1,158.1 |
1,151.7 |
-6.4 |
-0.6% |
1,151.7 |
Range |
18.0 |
14.0 |
-4.0 |
-22.2% |
31.5 |
ATR |
16.2 |
16.1 |
-0.2 |
-1.0% |
0.0 |
Volume |
158,029 |
143,849 |
-14,180 |
-9.0% |
522,842 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.4 |
1,188.6 |
1,159.4 |
|
R3 |
1,183.4 |
1,174.6 |
1,155.6 |
|
R2 |
1,169.4 |
1,169.4 |
1,154.3 |
|
R1 |
1,160.6 |
1,160.6 |
1,153.0 |
1,158.0 |
PP |
1,155.4 |
1,155.4 |
1,155.4 |
1,154.2 |
S1 |
1,146.6 |
1,146.6 |
1,150.4 |
1,144.0 |
S2 |
1,141.4 |
1,141.4 |
1,149.1 |
|
S3 |
1,127.4 |
1,132.6 |
1,147.9 |
|
S4 |
1,113.4 |
1,118.6 |
1,144.0 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.1 |
1,229.4 |
1,169.0 |
|
R3 |
1,212.6 |
1,197.9 |
1,160.4 |
|
R2 |
1,181.1 |
1,181.1 |
1,157.5 |
|
R1 |
1,166.4 |
1,166.4 |
1,154.6 |
1,173.8 |
PP |
1,149.6 |
1,149.6 |
1,149.6 |
1,153.3 |
S1 |
1,134.9 |
1,134.9 |
1,148.8 |
1,142.3 |
S2 |
1,118.1 |
1,118.1 |
1,145.9 |
|
S3 |
1,086.6 |
1,103.4 |
1,143.0 |
|
S4 |
1,055.1 |
1,071.9 |
1,134.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,164.3 |
1,129.5 |
34.8 |
3.0% |
13.3 |
1.2% |
64% |
True |
False |
119,527 |
10 |
1,164.3 |
1,127.3 |
37.0 |
3.2% |
11.9 |
1.0% |
66% |
True |
False |
127,588 |
20 |
1,190.2 |
1,124.3 |
65.9 |
5.7% |
14.4 |
1.3% |
42% |
False |
False |
153,648 |
40 |
1,341.0 |
1,124.3 |
216.7 |
18.8% |
18.8 |
1.6% |
13% |
False |
False |
114,148 |
60 |
1,341.0 |
1,124.3 |
216.7 |
18.8% |
16.7 |
1.4% |
13% |
False |
False |
78,860 |
80 |
1,357.0 |
1,124.3 |
232.7 |
20.2% |
16.1 |
1.4% |
12% |
False |
False |
60,428 |
100 |
1,368.0 |
1,124.3 |
243.7 |
21.2% |
16.1 |
1.4% |
11% |
False |
False |
49,266 |
120 |
1,378.1 |
1,124.3 |
253.8 |
22.0% |
16.0 |
1.4% |
11% |
False |
False |
41,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.8 |
2.618 |
1,201.0 |
1.618 |
1,187.0 |
1.000 |
1,178.3 |
0.618 |
1,173.0 |
HIGH |
1,164.3 |
0.618 |
1,159.0 |
0.500 |
1,157.3 |
0.382 |
1,155.6 |
LOW |
1,150.3 |
0.618 |
1,141.6 |
1.000 |
1,136.3 |
1.618 |
1,127.6 |
2.618 |
1,113.6 |
4.250 |
1,090.8 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,157.3 |
1,151.4 |
PP |
1,155.4 |
1,151.0 |
S1 |
1,153.6 |
1,150.7 |
|