Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,787.50 |
4,843.50 |
56.00 |
1.2% |
4,862.50 |
High |
4,853.25 |
4,868.25 |
15.00 |
0.3% |
4,897.00 |
Low |
4,762.50 |
4,836.00 |
73.50 |
1.5% |
4,706.25 |
Close |
4,840.50 |
4,862.25 |
21.75 |
0.4% |
4,738.00 |
Range |
90.75 |
32.25 |
-58.50 |
-64.5% |
190.75 |
ATR |
67.57 |
65.05 |
-2.52 |
-3.7% |
0.00 |
Volume |
10,537 |
55,427 |
44,890 |
426.0% |
6,317 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,952.25 |
4,939.50 |
4,880.00 |
|
R3 |
4,920.00 |
4,907.25 |
4,871.00 |
|
R2 |
4,887.75 |
4,887.75 |
4,868.25 |
|
R1 |
4,875.00 |
4,875.00 |
4,865.25 |
4,881.50 |
PP |
4,855.50 |
4,855.50 |
4,855.50 |
4,858.75 |
S1 |
4,842.75 |
4,842.75 |
4,859.25 |
4,849.00 |
S2 |
4,823.25 |
4,823.25 |
4,856.25 |
|
S3 |
4,791.00 |
4,810.50 |
4,853.50 |
|
S4 |
4,758.75 |
4,778.25 |
4,844.50 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,352.75 |
5,236.00 |
4,843.00 |
|
R3 |
5,162.00 |
5,045.25 |
4,790.50 |
|
R2 |
4,971.25 |
4,971.25 |
4,773.00 |
|
R1 |
4,854.50 |
4,854.50 |
4,755.50 |
4,817.50 |
PP |
4,780.50 |
4,780.50 |
4,780.50 |
4,762.00 |
S1 |
4,663.75 |
4,663.75 |
4,720.50 |
4,626.75 |
S2 |
4,589.75 |
4,589.75 |
4,703.00 |
|
S3 |
4,399.00 |
4,473.00 |
4,685.50 |
|
S4 |
4,208.25 |
4,282.25 |
4,633.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,868.25 |
4,700.50 |
167.75 |
3.5% |
59.50 |
1.2% |
96% |
True |
False |
14,805 |
10 |
4,897.00 |
4,700.50 |
196.50 |
4.0% |
58.75 |
1.2% |
82% |
False |
False |
7,817 |
20 |
4,897.00 |
4,672.00 |
225.00 |
4.6% |
67.00 |
1.4% |
85% |
False |
False |
4,141 |
40 |
4,916.75 |
4,557.00 |
359.75 |
7.4% |
65.75 |
1.4% |
85% |
False |
False |
2,325 |
60 |
4,916.75 |
4,557.00 |
359.75 |
7.4% |
60.25 |
1.2% |
85% |
False |
False |
1,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,005.25 |
2.618 |
4,952.75 |
1.618 |
4,920.50 |
1.000 |
4,900.50 |
0.618 |
4,888.25 |
HIGH |
4,868.25 |
0.618 |
4,856.00 |
0.500 |
4,852.00 |
0.382 |
4,848.25 |
LOW |
4,836.00 |
0.618 |
4,816.00 |
1.000 |
4,803.75 |
1.618 |
4,783.75 |
2.618 |
4,751.50 |
4.250 |
4,699.00 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,859.00 |
4,846.50 |
PP |
4,855.50 |
4,831.00 |
S1 |
4,852.00 |
4,815.50 |
|