Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,244.0 |
3,262.0 |
18.0 |
0.6% |
3,201.0 |
High |
3,270.0 |
3,270.0 |
0.0 |
0.0% |
3,264.0 |
Low |
3,239.0 |
3,250.0 |
11.0 |
0.3% |
3,172.0 |
Close |
3,268.0 |
3,260.0 |
-8.0 |
-0.2% |
3,239.0 |
Range |
31.0 |
20.0 |
-11.0 |
-35.5% |
92.0 |
ATR |
43.3 |
41.7 |
-1.7 |
-3.8% |
0.0 |
Volume |
609,082 |
603,020 |
-6,062 |
-1.0% |
6,586,791 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,320.0 |
3,310.0 |
3,271.0 |
|
R3 |
3,300.0 |
3,290.0 |
3,265.5 |
|
R2 |
3,280.0 |
3,280.0 |
3,263.7 |
|
R1 |
3,270.0 |
3,270.0 |
3,261.8 |
3,265.0 |
PP |
3,260.0 |
3,260.0 |
3,260.0 |
3,257.5 |
S1 |
3,250.0 |
3,250.0 |
3,258.2 |
3,245.0 |
S2 |
3,240.0 |
3,240.0 |
3,256.3 |
|
S3 |
3,220.0 |
3,230.0 |
3,254.5 |
|
S4 |
3,200.0 |
3,210.0 |
3,249.0 |
|
|
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 |
3,201.0 |
69.0 |
2.1% |
31.4 |
1.0% |
86% |
True |
False |
816,005 |
10 |
3,270.0 |
3,125.0 |
145.0 |
4.4% |
37.1 |
1.1% |
93% |
True |
False |
1,010,910 |
20 |
3,270.0 |
2,962.0 |
308.0 |
9.4% |
41.4 |
1.3% |
97% |
True |
False |
562,284 |
40 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
43.8 |
1.3% |
98% |
True |
False |
288,732 |
60 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
41.3 |
1.3% |
98% |
True |
False |
193,388 |
80 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
39.9 |
1.2% |
98% |
True |
False |
146,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,355.0 |
2.618 |
3,322.4 |
1.618 |
3,302.4 |
1.000 |
3,290.0 |
0.618 |
3,282.4 |
HIGH |
3,270.0 |
0.618 |
3,262.4 |
0.500 |
3,260.0 |
0.382 |
3,257.6 |
LOW |
3,250.0 |
0.618 |
3,237.6 |
1.000 |
3,230.0 |
1.618 |
3,217.6 |
2.618 |
3,197.6 |
4.250 |
3,165.0 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,260.0 |
3,257.7 |
PP |
3,260.0 |
3,255.3 |
S1 |
3,260.0 |
3,253.0 |
|