Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,249.0 |
3,244.0 |
-5.0 |
-0.2% |
3,201.0 |
High |
3,250.0 |
3,270.0 |
20.0 |
0.6% |
3,264.0 |
Low |
3,236.0 |
3,239.0 |
3.0 |
0.1% |
3,172.0 |
Close |
3,244.0 |
3,268.0 |
24.0 |
0.7% |
3,239.0 |
Range |
14.0 |
31.0 |
17.0 |
121.4% |
92.0 |
ATR |
44.3 |
43.3 |
-0.9 |
-2.1% |
0.0 |
Volume |
749,626 |
609,082 |
-140,544 |
-18.7% |
6,586,791 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,352.0 |
3,341.0 |
3,285.1 |
|
R3 |
3,321.0 |
3,310.0 |
3,276.5 |
|
R2 |
3,290.0 |
3,290.0 |
3,273.7 |
|
R1 |
3,279.0 |
3,279.0 |
3,270.8 |
3,284.5 |
PP |
3,259.0 |
3,259.0 |
3,259.0 |
3,261.8 |
S1 |
3,248.0 |
3,248.0 |
3,265.2 |
3,253.5 |
S2 |
3,228.0 |
3,228.0 |
3,262.3 |
|
S3 |
3,197.0 |
3,217.0 |
3,259.5 |
|
S4 |
3,166.0 |
3,186.0 |
3,251.0 |
|
|
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 |
3,270.0 |
3,191.0 |
79.0 |
2.4% |
34.4 |
1.1% |
97% |
True |
False |
928,142 |
10 |
3,270.0 |
3,108.0 |
162.0 |
5.0% |
39.9 |
1.2% |
99% |
True |
False |
1,009,829 |
20 |
3,270.0 |
2,962.0 |
308.0 |
9.4% |
42.0 |
1.3% |
99% |
True |
False |
532,374 |
40 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
43.8 |
1.3% |
100% |
True |
False |
273,719 |
60 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
41.4 |
1.3% |
100% |
True |
False |
183,381 |
80 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
39.9 |
1.2% |
100% |
True |
False |
138,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,401.8 |
2.618 |
3,351.2 |
1.618 |
3,320.2 |
1.000 |
3,301.0 |
0.618 |
3,289.2 |
HIGH |
3,270.0 |
0.618 |
3,258.2 |
0.500 |
3,254.5 |
0.382 |
3,250.8 |
LOW |
3,239.0 |
0.618 |
3,219.8 |
1.000 |
3,208.0 |
1.618 |
3,188.8 |
2.618 |
3,157.8 |
4.250 |
3,107.3 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,263.5 |
3,261.3 |
PP |
3,259.0 |
3,254.7 |
S1 |
3,254.5 |
3,248.0 |
|