Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,262.0 |
3,253.0 |
-9.0 |
-0.3% |
3,201.0 |
High |
3,270.0 |
3,270.0 |
0.0 |
0.0% |
3,264.0 |
Low |
3,250.0 |
3,249.0 |
-1.0 |
0.0% |
3,172.0 |
Close |
3,260.0 |
3,256.0 |
-4.0 |
-0.1% |
3,239.0 |
Range |
20.0 |
21.0 |
1.0 |
5.0% |
92.0 |
ATR |
41.7 |
40.2 |
-1.5 |
-3.5% |
0.0 |
Volume |
603,020 |
356,348 |
-246,672 |
-40.9% |
6,586,791 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,321.3 |
3,309.7 |
3,267.6 |
|
R3 |
3,300.3 |
3,288.7 |
3,261.8 |
|
R2 |
3,279.3 |
3,279.3 |
3,259.9 |
|
R1 |
3,267.7 |
3,267.7 |
3,257.9 |
3,273.5 |
PP |
3,258.3 |
3,258.3 |
3,258.3 |
3,261.3 |
S1 |
3,246.7 |
3,246.7 |
3,254.1 |
3,252.5 |
S2 |
3,237.3 |
3,237.3 |
3,252.2 |
|
S3 |
3,216.3 |
3,225.7 |
3,250.2 |
|
S4 |
3,195.3 |
3,204.7 |
3,244.5 |
|
|
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 |
3,226.0 |
44.0 |
1.4% |
24.8 |
0.8% |
68% |
True |
False |
588,930 |
10 |
3,270.0 |
3,165.0 |
105.0 |
3.2% |
33.3 |
1.0% |
87% |
True |
False |
994,997 |
20 |
3,270.0 |
2,962.0 |
308.0 |
9.5% |
41.5 |
1.3% |
95% |
True |
False |
578,939 |
40 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
43.4 |
1.3% |
97% |
True |
False |
297,573 |
60 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
40.3 |
1.2% |
97% |
True |
False |
199,323 |
80 |
3,270.0 |
2,868.0 |
402.0 |
12.3% |
39.7 |
1.2% |
97% |
True |
False |
150,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,359.3 |
2.618 |
3,325.0 |
1.618 |
3,304.0 |
1.000 |
3,291.0 |
0.618 |
3,283.0 |
HIGH |
3,270.0 |
0.618 |
3,262.0 |
0.500 |
3,259.5 |
0.382 |
3,257.0 |
LOW |
3,249.0 |
0.618 |
3,236.0 |
1.000 |
3,228.0 |
1.618 |
3,215.0 |
2.618 |
3,194.0 |
4.250 |
3,159.8 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,259.5 |
3,255.5 |
PP |
3,258.3 |
3,255.0 |
S1 |
3,257.2 |
3,254.5 |
|