Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3,262.0 |
3,264.0 |
2.0 |
0.1% |
3,260.0 |
High |
3,280.0 |
3,286.0 |
6.0 |
0.2% |
3,286.0 |
Low |
3,250.0 |
3,250.0 |
0.0 |
0.0% |
3,250.0 |
Close |
3,261.0 |
3,277.0 |
16.0 |
0.5% |
3,277.0 |
Range |
30.0 |
36.0 |
6.0 |
20.0% |
36.0 |
ATR |
36.6 |
36.5 |
0.0 |
-0.1% |
0.0 |
Volume |
586,699 |
250,444 |
-336,255 |
-57.3% |
1,609,714 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,379.0 |
3,364.0 |
3,296.8 |
|
R3 |
3,343.0 |
3,328.0 |
3,286.9 |
|
R2 |
3,307.0 |
3,307.0 |
3,283.6 |
|
R1 |
3,292.0 |
3,292.0 |
3,280.3 |
3,299.5 |
PP |
3,271.0 |
3,271.0 |
3,271.0 |
3,274.8 |
S1 |
3,256.0 |
3,256.0 |
3,273.7 |
3,263.5 |
S2 |
3,235.0 |
3,235.0 |
3,270.4 |
|
S3 |
3,199.0 |
3,220.0 |
3,267.1 |
|
S4 |
3,163.0 |
3,184.0 |
3,257.2 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,379.0 |
3,364.0 |
3,296.8 |
|
R3 |
3,343.0 |
3,328.0 |
3,286.9 |
|
R2 |
3,307.0 |
3,307.0 |
3,283.6 |
|
R1 |
3,292.0 |
3,292.0 |
3,280.3 |
3,299.5 |
PP |
3,271.0 |
3,271.0 |
3,271.0 |
3,274.8 |
S1 |
3,256.0 |
3,256.0 |
3,273.7 |
3,263.5 |
S2 |
3,235.0 |
3,235.0 |
3,270.4 |
|
S3 |
3,199.0 |
3,220.0 |
3,267.1 |
|
S4 |
3,163.0 |
3,184.0 |
3,257.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,286.0 |
3,250.0 |
36.0 |
1.1% |
28.0 |
0.9% |
75% |
True |
True |
359,002 |
10 |
3,286.0 |
3,226.0 |
60.0 |
1.8% |
26.4 |
0.8% |
85% |
True |
False |
473,966 |
20 |
3,286.0 |
2,962.0 |
324.0 |
9.9% |
39.6 |
1.2% |
97% |
True |
False |
658,476 |
40 |
3,286.0 |
2,868.0 |
418.0 |
12.8% |
42.0 |
1.3% |
98% |
True |
False |
338,413 |
60 |
3,286.0 |
2,868.0 |
418.0 |
12.8% |
39.2 |
1.2% |
98% |
True |
False |
229,230 |
80 |
3,286.0 |
2,868.0 |
418.0 |
12.8% |
39.6 |
1.2% |
98% |
True |
False |
172,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,439.0 |
2.618 |
3,380.2 |
1.618 |
3,344.2 |
1.000 |
3,322.0 |
0.618 |
3,308.2 |
HIGH |
3,286.0 |
0.618 |
3,272.2 |
0.500 |
3,268.0 |
0.382 |
3,263.8 |
LOW |
3,250.0 |
0.618 |
3,227.8 |
1.000 |
3,214.0 |
1.618 |
3,191.8 |
2.618 |
3,155.8 |
4.250 |
3,097.0 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3,274.0 |
3,274.0 |
PP |
3,271.0 |
3,271.0 |
S1 |
3,268.0 |
3,268.0 |
|