Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,253.0 |
3,260.0 |
7.0 |
0.2% |
3,249.0 |
High |
3,270.0 |
3,275.0 |
5.0 |
0.2% |
3,275.0 |
Low |
3,249.0 |
3,250.0 |
1.0 |
0.0% |
3,236.0 |
Close |
3,256.0 |
3,263.0 |
7.0 |
0.2% |
3,263.0 |
Range |
21.0 |
25.0 |
4.0 |
19.0% |
39.0 |
ATR |
40.2 |
39.1 |
-1.1 |
-2.7% |
0.0 |
Volume |
356,348 |
185,298 |
-171,050 |
-48.0% |
2,503,374 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,337.7 |
3,325.3 |
3,276.8 |
|
R3 |
3,312.7 |
3,300.3 |
3,269.9 |
|
R2 |
3,287.7 |
3,287.7 |
3,267.6 |
|
R1 |
3,275.3 |
3,275.3 |
3,265.3 |
3,281.5 |
PP |
3,262.7 |
3,262.7 |
3,262.7 |
3,265.8 |
S1 |
3,250.3 |
3,250.3 |
3,260.7 |
3,256.5 |
S2 |
3,237.7 |
3,237.7 |
3,258.4 |
|
S3 |
3,212.7 |
3,225.3 |
3,256.1 |
|
S4 |
3,187.7 |
3,200.3 |
3,249.3 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,375.0 |
3,358.0 |
3,284.5 |
|
R3 |
3,336.0 |
3,319.0 |
3,273.7 |
|
R2 |
3,297.0 |
3,297.0 |
3,270.2 |
|
R1 |
3,280.0 |
3,280.0 |
3,266.6 |
3,288.5 |
PP |
3,258.0 |
3,258.0 |
3,258.0 |
3,262.3 |
S1 |
3,241.0 |
3,241.0 |
3,259.4 |
3,249.5 |
S2 |
3,219.0 |
3,219.0 |
3,255.9 |
|
S3 |
3,180.0 |
3,202.0 |
3,252.3 |
|
S4 |
3,141.0 |
3,163.0 |
3,241.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,275.0 |
3,236.0 |
39.0 |
1.2% |
22.2 |
0.7% |
69% |
True |
False |
500,674 |
10 |
3,275.0 |
3,172.0 |
103.0 |
3.2% |
32.3 |
1.0% |
88% |
True |
False |
909,016 |
20 |
3,275.0 |
2,962.0 |
313.0 |
9.6% |
41.3 |
1.3% |
96% |
True |
False |
587,796 |
40 |
3,275.0 |
2,868.0 |
407.0 |
12.5% |
43.3 |
1.3% |
97% |
True |
False |
302,205 |
60 |
3,275.0 |
2,868.0 |
407.0 |
12.5% |
39.3 |
1.2% |
97% |
True |
False |
202,411 |
80 |
3,275.0 |
2,868.0 |
407.0 |
12.5% |
39.4 |
1.2% |
97% |
True |
False |
152,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,381.3 |
2.618 |
3,340.5 |
1.618 |
3,315.5 |
1.000 |
3,300.0 |
0.618 |
3,290.5 |
HIGH |
3,275.0 |
0.618 |
3,265.5 |
0.500 |
3,262.5 |
0.382 |
3,259.6 |
LOW |
3,250.0 |
0.618 |
3,234.6 |
1.000 |
3,225.0 |
1.618 |
3,209.6 |
2.618 |
3,184.6 |
4.250 |
3,143.8 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,262.8 |
3,262.7 |
PP |
3,262.7 |
3,262.3 |
S1 |
3,262.5 |
3,262.0 |
|