Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,141.0 |
3,179.0 |
38.0 |
1.2% |
2,976.0 |
High |
3,184.0 |
3,200.0 |
16.0 |
0.5% |
3,200.0 |
Low |
3,125.0 |
3,165.0 |
40.0 |
1.3% |
2,962.0 |
Close |
3,175.0 |
3,184.0 |
9.0 |
0.3% |
3,184.0 |
Range |
59.0 |
35.0 |
-24.0 |
-40.7% |
238.0 |
ATR |
49.3 |
48.3 |
-1.0 |
-2.1% |
0.0 |
Volume |
515,476 |
1,045,105 |
529,629 |
102.7% |
2,412,527 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,288.0 |
3,271.0 |
3,203.3 |
|
R3 |
3,253.0 |
3,236.0 |
3,193.6 |
|
R2 |
3,218.0 |
3,218.0 |
3,190.4 |
|
R1 |
3,201.0 |
3,201.0 |
3,187.2 |
3,209.5 |
PP |
3,183.0 |
3,183.0 |
3,183.0 |
3,187.3 |
S1 |
3,166.0 |
3,166.0 |
3,180.8 |
3,174.5 |
S2 |
3,148.0 |
3,148.0 |
3,177.6 |
|
S3 |
3,113.0 |
3,131.0 |
3,174.4 |
|
S4 |
3,078.0 |
3,096.0 |
3,164.8 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,829.3 |
3,744.7 |
3,314.9 |
|
R3 |
3,591.3 |
3,506.7 |
3,249.5 |
|
R2 |
3,353.3 |
3,353.3 |
3,227.6 |
|
R1 |
3,268.7 |
3,268.7 |
3,205.8 |
3,311.0 |
PP |
3,115.3 |
3,115.3 |
3,115.3 |
3,136.5 |
S1 |
3,030.7 |
3,030.7 |
3,162.2 |
3,073.0 |
S2 |
2,877.3 |
2,877.3 |
3,140.4 |
|
S3 |
2,639.3 |
2,792.7 |
3,118.6 |
|
S4 |
2,401.3 |
2,554.7 |
3,053.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,200.0 |
2,962.0 |
238.0 |
7.5% |
62.6 |
2.0% |
93% |
True |
False |
482,505 |
10 |
3,200.0 |
2,962.0 |
238.0 |
7.5% |
50.2 |
1.6% |
93% |
True |
False |
266,576 |
20 |
3,200.0 |
2,962.0 |
238.0 |
7.5% |
42.1 |
1.3% |
93% |
True |
False |
137,052 |
40 |
3,200.0 |
2,868.0 |
332.0 |
10.4% |
41.9 |
1.3% |
95% |
True |
False |
75,868 |
60 |
3,200.0 |
2,868.0 |
332.0 |
10.4% |
41.4 |
1.3% |
95% |
True |
False |
51,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,348.8 |
2.618 |
3,291.6 |
1.618 |
3,256.6 |
1.000 |
3,235.0 |
0.618 |
3,221.6 |
HIGH |
3,200.0 |
0.618 |
3,186.6 |
0.500 |
3,182.5 |
0.382 |
3,178.4 |
LOW |
3,165.0 |
0.618 |
3,143.4 |
1.000 |
3,130.0 |
1.618 |
3,108.4 |
2.618 |
3,073.4 |
4.250 |
3,016.3 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,183.5 |
3,174.0 |
PP |
3,183.0 |
3,164.0 |
S1 |
3,182.5 |
3,154.0 |
|