Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,260.0 |
3,260.0 |
0.0 |
0.0% |
3,249.0 |
High |
3,275.0 |
3,274.0 |
-1.0 |
0.0% |
3,275.0 |
Low |
3,250.0 |
3,250.0 |
0.0 |
0.0% |
3,236.0 |
Close |
3,263.0 |
3,270.0 |
7.0 |
0.2% |
3,263.0 |
Range |
25.0 |
24.0 |
-1.0 |
-4.0% |
39.0 |
ATR |
39.1 |
38.0 |
-1.1 |
-2.8% |
0.0 |
Volume |
185,298 |
319,613 |
134,315 |
72.5% |
2,503,374 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,336.7 |
3,327.3 |
3,283.2 |
|
R3 |
3,312.7 |
3,303.3 |
3,276.6 |
|
R2 |
3,288.7 |
3,288.7 |
3,274.4 |
|
R1 |
3,279.3 |
3,279.3 |
3,272.2 |
3,284.0 |
PP |
3,264.7 |
3,264.7 |
3,264.7 |
3,267.0 |
S1 |
3,255.3 |
3,255.3 |
3,267.8 |
3,260.0 |
S2 |
3,240.7 |
3,240.7 |
3,265.6 |
|
S3 |
3,216.7 |
3,231.3 |
3,263.4 |
|
S4 |
3,192.7 |
3,207.3 |
3,256.8 |
|
|
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 |
3,239.0 |
36.0 |
1.1% |
24.2 |
0.7% |
86% |
False |
False |
414,672 |
10 |
3,275.0 |
3,175.0 |
100.0 |
3.1% |
31.8 |
1.0% |
95% |
False |
False |
775,077 |
20 |
3,275.0 |
2,962.0 |
313.0 |
9.6% |
40.3 |
1.2% |
98% |
False |
False |
603,658 |
40 |
3,275.0 |
2,868.0 |
407.0 |
12.4% |
43.4 |
1.3% |
99% |
False |
False |
308,513 |
60 |
3,275.0 |
2,868.0 |
407.0 |
12.4% |
39.3 |
1.2% |
99% |
False |
False |
207,736 |
80 |
3,275.0 |
2,868.0 |
407.0 |
12.4% |
39.6 |
1.2% |
99% |
False |
False |
156,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,376.0 |
2.618 |
3,336.8 |
1.618 |
3,312.8 |
1.000 |
3,298.0 |
0.618 |
3,288.8 |
HIGH |
3,274.0 |
0.618 |
3,264.8 |
0.500 |
3,262.0 |
0.382 |
3,259.2 |
LOW |
3,250.0 |
0.618 |
3,235.2 |
1.000 |
3,226.0 |
1.618 |
3,211.2 |
2.618 |
3,187.2 |
4.250 |
3,148.0 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,267.3 |
3,267.3 |
PP |
3,264.7 |
3,264.7 |
S1 |
3,262.0 |
3,262.0 |
|