Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,181.0 |
3,222.0 |
41.0 |
1.3% |
2,976.0 |
High |
3,231.0 |
3,226.0 |
-5.0 |
-0.2% |
3,200.0 |
Low |
3,175.0 |
3,191.0 |
16.0 |
0.5% |
2,962.0 |
Close |
3,227.0 |
3,205.0 |
-22.0 |
-0.7% |
3,184.0 |
Range |
56.0 |
35.0 |
-21.0 |
-37.5% |
238.0 |
ATR |
47.6 |
46.7 |
-0.8 |
-1.7% |
0.0 |
Volume |
1,645,789 |
1,163,705 |
-482,084 |
-29.3% |
2,412,527 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,312.3 |
3,293.7 |
3,224.3 |
|
R3 |
3,277.3 |
3,258.7 |
3,214.6 |
|
R2 |
3,242.3 |
3,242.3 |
3,211.4 |
|
R1 |
3,223.7 |
3,223.7 |
3,208.2 |
3,215.5 |
PP |
3,207.3 |
3,207.3 |
3,207.3 |
3,203.3 |
S1 |
3,188.7 |
3,188.7 |
3,201.8 |
3,180.5 |
S2 |
3,172.3 |
3,172.3 |
3,198.6 |
|
S3 |
3,137.3 |
3,153.7 |
3,195.4 |
|
S4 |
3,102.3 |
3,118.7 |
3,185.8 |
|
|
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 |
3,231.0 |
3,125.0 |
106.0 |
3.3% |
42.8 |
1.3% |
75% |
False |
False |
1,205,815 |
10 |
3,231.0 |
2,962.0 |
269.0 |
8.4% |
50.6 |
1.6% |
90% |
False |
False |
699,741 |
20 |
3,231.0 |
2,962.0 |
269.0 |
8.4% |
41.9 |
1.3% |
90% |
False |
False |
359,754 |
40 |
3,231.0 |
2,868.0 |
363.0 |
11.3% |
43.1 |
1.3% |
93% |
False |
False |
187,308 |
60 |
3,231.0 |
2,868.0 |
363.0 |
11.3% |
42.1 |
1.3% |
93% |
False |
False |
125,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,374.8 |
2.618 |
3,317.6 |
1.618 |
3,282.6 |
1.000 |
3,261.0 |
0.618 |
3,247.6 |
HIGH |
3,226.0 |
0.618 |
3,212.6 |
0.500 |
3,208.5 |
0.382 |
3,204.4 |
LOW |
3,191.0 |
0.618 |
3,169.4 |
1.000 |
3,156.0 |
1.618 |
3,134.4 |
2.618 |
3,099.4 |
4.250 |
3,042.3 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,208.5 |
3,203.8 |
PP |
3,207.3 |
3,202.7 |
S1 |
3,206.2 |
3,201.5 |
|