Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,272.0 |
3,262.0 |
-10.0 |
-0.3% |
3,249.0 |
High |
3,275.0 |
3,280.0 |
5.0 |
0.2% |
3,275.0 |
Low |
3,250.0 |
3,250.0 |
0.0 |
0.0% |
3,236.0 |
Close |
3,268.0 |
3,261.0 |
-7.0 |
-0.2% |
3,263.0 |
Range |
25.0 |
30.0 |
5.0 |
20.0% |
39.0 |
ATR |
37.1 |
36.6 |
-0.5 |
-1.4% |
0.0 |
Volume |
452,958 |
586,699 |
133,741 |
29.5% |
2,503,374 |
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,353.7 |
3,337.3 |
3,277.5 |
|
R3 |
3,323.7 |
3,307.3 |
3,269.3 |
|
R2 |
3,293.7 |
3,293.7 |
3,266.5 |
|
R1 |
3,277.3 |
3,277.3 |
3,263.8 |
3,270.5 |
PP |
3,263.7 |
3,263.7 |
3,263.7 |
3,260.3 |
S1 |
3,247.3 |
3,247.3 |
3,258.3 |
3,240.5 |
S2 |
3,233.7 |
3,233.7 |
3,255.5 |
|
S3 |
3,203.7 |
3,217.3 |
3,252.8 |
|
S4 |
3,173.7 |
3,187.3 |
3,244.5 |
|
|
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 |
3,280.0 |
3,249.0 |
31.0 |
1.0% |
25.0 |
0.8% |
39% |
True |
False |
380,183 |
10 |
3,280.0 |
3,201.0 |
79.0 |
2.4% |
28.2 |
0.9% |
76% |
True |
False |
598,094 |
20 |
3,280.0 |
2,962.0 |
318.0 |
9.8% |
39.4 |
1.2% |
94% |
True |
False |
648,917 |
40 |
3,280.0 |
2,868.0 |
412.0 |
12.6% |
41.9 |
1.3% |
95% |
True |
False |
332,165 |
60 |
3,280.0 |
2,868.0 |
412.0 |
12.6% |
38.9 |
1.2% |
95% |
True |
False |
225,059 |
80 |
3,280.0 |
2,868.0 |
412.0 |
12.6% |
39.7 |
1.2% |
95% |
True |
False |
169,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,407.5 |
2.618 |
3,358.5 |
1.618 |
3,328.5 |
1.000 |
3,310.0 |
0.618 |
3,298.5 |
HIGH |
3,280.0 |
0.618 |
3,268.5 |
0.500 |
3,265.0 |
0.382 |
3,261.5 |
LOW |
3,250.0 |
0.618 |
3,231.5 |
1.000 |
3,220.0 |
1.618 |
3,201.5 |
2.618 |
3,171.5 |
4.250 |
3,122.5 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,265.0 |
3,265.0 |
PP |
3,263.7 |
3,263.7 |
S1 |
3,262.3 |
3,262.3 |
|