Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,843.50 |
4,860.00 |
16.50 |
0.3% |
4,720.25 |
High |
4,868.25 |
4,897.00 |
28.75 |
0.6% |
4,897.00 |
Low |
4,836.00 |
4,851.75 |
15.75 |
0.3% |
4,700.50 |
Close |
4,862.25 |
4,893.25 |
31.00 |
0.6% |
4,893.25 |
Range |
32.25 |
45.25 |
13.00 |
40.3% |
196.50 |
ATR |
65.05 |
63.64 |
-1.41 |
-2.2% |
0.00 |
Volume |
55,427 |
171,196 |
115,769 |
208.9% |
242,785 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,016.50 |
5,000.00 |
4,918.25 |
|
R3 |
4,971.25 |
4,954.75 |
4,905.75 |
|
R2 |
4,926.00 |
4,926.00 |
4,901.50 |
|
R1 |
4,909.50 |
4,909.50 |
4,897.50 |
4,917.75 |
PP |
4,880.75 |
4,880.75 |
4,880.75 |
4,884.75 |
S1 |
4,864.25 |
4,864.25 |
4,889.00 |
4,872.50 |
S2 |
4,835.50 |
4,835.50 |
4,885.00 |
|
S3 |
4,790.25 |
4,819.00 |
4,880.75 |
|
S4 |
4,745.00 |
4,773.75 |
4,868.25 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,419.75 |
5,353.00 |
5,001.25 |
|
R3 |
5,223.25 |
5,156.50 |
4,947.25 |
|
R2 |
5,026.75 |
5,026.75 |
4,929.25 |
|
R1 |
4,960.00 |
4,960.00 |
4,911.25 |
4,993.50 |
PP |
4,830.25 |
4,830.25 |
4,830.25 |
4,847.00 |
S1 |
4,763.50 |
4,763.50 |
4,875.25 |
4,797.00 |
S2 |
4,633.75 |
4,633.75 |
4,857.25 |
|
S3 |
4,437.25 |
4,567.00 |
4,839.25 |
|
S4 |
4,240.75 |
4,370.50 |
4,785.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,897.00 |
4,700.50 |
196.50 |
4.0% |
58.25 |
1.2% |
98% |
True |
False |
48,557 |
10 |
4,897.00 |
4,700.50 |
196.50 |
4.0% |
60.25 |
1.2% |
98% |
True |
False |
24,910 |
20 |
4,897.00 |
4,672.00 |
225.00 |
4.6% |
59.50 |
1.2% |
98% |
True |
False |
12,662 |
40 |
4,916.75 |
4,557.00 |
359.75 |
7.4% |
65.50 |
1.3% |
93% |
False |
False |
6,599 |
60 |
4,916.75 |
4,557.00 |
359.75 |
7.4% |
59.50 |
1.2% |
93% |
False |
False |
4,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,089.25 |
2.618 |
5,015.50 |
1.618 |
4,970.25 |
1.000 |
4,942.25 |
0.618 |
4,925.00 |
HIGH |
4,897.00 |
0.618 |
4,879.75 |
0.500 |
4,874.50 |
0.382 |
4,869.00 |
LOW |
4,851.75 |
0.618 |
4,823.75 |
1.000 |
4,806.50 |
1.618 |
4,778.50 |
2.618 |
4,733.25 |
4.250 |
4,659.50 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,887.00 |
4,872.00 |
PP |
4,880.75 |
4,851.00 |
S1 |
4,874.50 |
4,829.75 |
|