Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,238.0 |
3,249.0 |
11.0 |
0.3% |
3,201.0 |
High |
3,264.0 |
3,250.0 |
-14.0 |
-0.4% |
3,264.0 |
Low |
3,226.0 |
3,236.0 |
10.0 |
0.3% |
3,172.0 |
Close |
3,239.0 |
3,244.0 |
5.0 |
0.2% |
3,239.0 |
Range |
38.0 |
14.0 |
-24.0 |
-63.2% |
92.0 |
ATR |
46.6 |
44.3 |
-2.3 |
-5.0% |
0.0 |
Volume |
626,578 |
749,626 |
123,048 |
19.6% |
6,586,791 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,285.3 |
3,278.7 |
3,251.7 |
|
R3 |
3,271.3 |
3,264.7 |
3,247.9 |
|
R2 |
3,257.3 |
3,257.3 |
3,246.6 |
|
R1 |
3,250.7 |
3,250.7 |
3,245.3 |
3,247.0 |
PP |
3,243.3 |
3,243.3 |
3,243.3 |
3,241.5 |
S1 |
3,236.7 |
3,236.7 |
3,242.7 |
3,233.0 |
S2 |
3,229.3 |
3,229.3 |
3,241.4 |
|
S3 |
3,215.3 |
3,222.7 |
3,240.2 |
|
S4 |
3,201.3 |
3,208.7 |
3,236.3 |
|
|
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 |
3,175.0 |
89.0 |
2.7% |
39.4 |
1.2% |
78% |
False |
False |
1,135,483 |
10 |
3,264.0 |
3,034.0 |
230.0 |
7.1% |
44.3 |
1.4% |
91% |
False |
False |
964,414 |
20 |
3,264.0 |
2,962.0 |
302.0 |
9.3% |
41.5 |
1.3% |
93% |
False |
False |
502,869 |
40 |
3,264.0 |
2,868.0 |
396.0 |
12.2% |
43.7 |
1.3% |
95% |
False |
False |
258,500 |
60 |
3,264.0 |
2,868.0 |
396.0 |
12.2% |
41.7 |
1.3% |
95% |
False |
False |
173,233 |
80 |
3,264.0 |
2,868.0 |
396.0 |
12.2% |
39.6 |
1.2% |
95% |
False |
False |
132,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,309.5 |
2.618 |
3,286.7 |
1.618 |
3,272.7 |
1.000 |
3,264.0 |
0.618 |
3,258.7 |
HIGH |
3,250.0 |
0.618 |
3,244.7 |
0.500 |
3,243.0 |
0.382 |
3,241.3 |
LOW |
3,236.0 |
0.618 |
3,227.3 |
1.000 |
3,222.0 |
1.618 |
3,213.3 |
2.618 |
3,199.3 |
4.250 |
3,176.5 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,243.7 |
3,240.2 |
PP |
3,243.3 |
3,236.3 |
S1 |
3,243.0 |
3,232.5 |
|