Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,260.0 |
3,272.0 |
12.0 |
0.4% |
3,249.0 |
High |
3,274.0 |
3,275.0 |
1.0 |
0.0% |
3,275.0 |
Low |
3,250.0 |
3,250.0 |
0.0 |
0.0% |
3,236.0 |
Close |
3,270.0 |
3,268.0 |
-2.0 |
-0.1% |
3,263.0 |
Range |
24.0 |
25.0 |
1.0 |
4.2% |
39.0 |
ATR |
38.0 |
37.1 |
-0.9 |
-2.4% |
0.0 |
Volume |
319,613 |
452,958 |
133,345 |
41.7% |
2,503,374 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,339.3 |
3,328.7 |
3,281.8 |
|
R3 |
3,314.3 |
3,303.7 |
3,274.9 |
|
R2 |
3,289.3 |
3,289.3 |
3,272.6 |
|
R1 |
3,278.7 |
3,278.7 |
3,270.3 |
3,271.5 |
PP |
3,264.3 |
3,264.3 |
3,264.3 |
3,260.8 |
S1 |
3,253.7 |
3,253.7 |
3,265.7 |
3,246.5 |
S2 |
3,239.3 |
3,239.3 |
3,263.4 |
|
S3 |
3,214.3 |
3,228.7 |
3,261.1 |
|
S4 |
3,189.3 |
3,203.7 |
3,254.3 |
|
|
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 |
3,249.0 |
26.0 |
0.8% |
23.0 |
0.7% |
73% |
True |
False |
383,447 |
10 |
3,275.0 |
3,191.0 |
84.0 |
2.6% |
28.7 |
0.9% |
92% |
True |
False |
655,794 |
20 |
3,275.0 |
2,962.0 |
313.0 |
9.6% |
39.5 |
1.2% |
98% |
True |
False |
624,417 |
40 |
3,275.0 |
2,868.0 |
407.0 |
12.5% |
42.0 |
1.3% |
98% |
True |
False |
319,256 |
60 |
3,275.0 |
2,868.0 |
407.0 |
12.5% |
39.0 |
1.2% |
98% |
True |
False |
215,282 |
80 |
3,275.0 |
2,868.0 |
407.0 |
12.5% |
39.7 |
1.2% |
98% |
True |
False |
162,533 |
|
|
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 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,266.2 |
3,266.2 |
PP |
3,264.3 |
3,264.3 |
S1 |
3,262.5 |
3,262.5 |
|