Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,206.0 |
3,238.0 |
32.0 |
1.0% |
3,201.0 |
High |
3,255.0 |
3,264.0 |
9.0 |
0.3% |
3,264.0 |
Low |
3,201.0 |
3,226.0 |
25.0 |
0.8% |
3,172.0 |
Close |
3,242.0 |
3,239.0 |
-3.0 |
-0.1% |
3,239.0 |
Range |
54.0 |
38.0 |
-16.0 |
-29.6% |
92.0 |
ATR |
47.3 |
46.6 |
-0.7 |
-1.4% |
0.0 |
Volume |
1,491,719 |
626,578 |
-865,141 |
-58.0% |
6,586,791 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,357.0 |
3,336.0 |
3,259.9 |
|
R3 |
3,319.0 |
3,298.0 |
3,249.5 |
|
R2 |
3,281.0 |
3,281.0 |
3,246.0 |
|
R1 |
3,260.0 |
3,260.0 |
3,242.5 |
3,270.5 |
PP |
3,243.0 |
3,243.0 |
3,243.0 |
3,248.3 |
S1 |
3,222.0 |
3,222.0 |
3,235.5 |
3,232.5 |
S2 |
3,205.0 |
3,205.0 |
3,232.0 |
|
S3 |
3,167.0 |
3,184.0 |
3,228.6 |
|
S4 |
3,129.0 |
3,146.0 |
3,218.1 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,501.0 |
3,462.0 |
3,289.6 |
|
R3 |
3,409.0 |
3,370.0 |
3,264.3 |
|
R2 |
3,317.0 |
3,317.0 |
3,255.9 |
|
R1 |
3,278.0 |
3,278.0 |
3,247.4 |
3,297.5 |
PP |
3,225.0 |
3,225.0 |
3,225.0 |
3,234.8 |
S1 |
3,186.0 |
3,186.0 |
3,230.6 |
3,205.5 |
S2 |
3,133.0 |
3,133.0 |
3,222.1 |
|
S3 |
3,041.0 |
3,094.0 |
3,213.7 |
|
S4 |
2,949.0 |
3,002.0 |
3,188.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,264.0 |
3,172.0 |
92.0 |
2.8% |
42.4 |
1.3% |
73% |
True |
False |
1,317,358 |
10 |
3,264.0 |
2,962.0 |
302.0 |
9.3% |
52.5 |
1.6% |
92% |
True |
False |
899,931 |
20 |
3,264.0 |
2,962.0 |
302.0 |
9.3% |
42.8 |
1.3% |
92% |
True |
False |
465,602 |
40 |
3,264.0 |
2,868.0 |
396.0 |
12.2% |
43.9 |
1.4% |
94% |
True |
False |
239,764 |
60 |
3,264.0 |
2,868.0 |
396.0 |
12.2% |
42.3 |
1.3% |
94% |
True |
False |
160,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,425.5 |
2.618 |
3,363.5 |
1.618 |
3,325.5 |
1.000 |
3,302.0 |
0.618 |
3,287.5 |
HIGH |
3,264.0 |
0.618 |
3,249.5 |
0.500 |
3,245.0 |
0.382 |
3,240.5 |
LOW |
3,226.0 |
0.618 |
3,202.5 |
1.000 |
3,188.0 |
1.618 |
3,164.5 |
2.618 |
3,126.5 |
4.250 |
3,064.5 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,245.0 |
3,235.2 |
PP |
3,243.0 |
3,231.3 |
S1 |
3,241.0 |
3,227.5 |
|