Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,860.00 |
4,895.25 |
35.25 |
0.7% |
4,720.25 |
High |
4,897.00 |
4,916.75 |
19.75 |
0.4% |
4,897.00 |
Low |
4,851.75 |
4,851.75 |
0.00 |
0.0% |
4,700.50 |
Close |
4,893.25 |
4,866.25 |
-27.00 |
-0.6% |
4,893.25 |
Range |
45.25 |
65.00 |
19.75 |
43.6% |
196.50 |
ATR |
63.64 |
63.73 |
0.10 |
0.2% |
0.00 |
Volume |
171,196 |
231,016 |
59,820 |
34.9% |
242,785 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,073.25 |
5,034.75 |
4,902.00 |
|
R3 |
5,008.25 |
4,969.75 |
4,884.00 |
|
R2 |
4,943.25 |
4,943.25 |
4,878.25 |
|
R1 |
4,904.75 |
4,904.75 |
4,872.25 |
4,891.50 |
PP |
4,878.25 |
4,878.25 |
4,878.25 |
4,871.50 |
S1 |
4,839.75 |
4,839.75 |
4,860.25 |
4,826.50 |
S2 |
4,813.25 |
4,813.25 |
4,854.25 |
|
S3 |
4,748.25 |
4,774.75 |
4,848.50 |
|
S4 |
4,683.25 |
4,709.75 |
4,830.50 |
|
|
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 |
4,916.75 |
4,762.50 |
154.25 |
3.2% |
52.25 |
1.1% |
67% |
True |
False |
94,282 |
10 |
4,916.75 |
4,700.50 |
216.25 |
4.4% |
63.25 |
1.3% |
77% |
True |
False |
47,936 |
20 |
4,916.75 |
4,672.00 |
244.75 |
5.0% |
59.00 |
1.2% |
79% |
True |
False |
24,190 |
40 |
4,916.75 |
4,557.00 |
359.75 |
7.4% |
65.75 |
1.4% |
86% |
True |
False |
12,371 |
60 |
4,916.75 |
4,557.00 |
359.75 |
7.4% |
60.00 |
1.2% |
86% |
True |
False |
8,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,193.00 |
2.618 |
5,087.00 |
1.618 |
5,022.00 |
1.000 |
4,981.75 |
0.618 |
4,957.00 |
HIGH |
4,916.75 |
0.618 |
4,892.00 |
0.500 |
4,884.25 |
0.382 |
4,876.50 |
LOW |
4,851.75 |
0.618 |
4,811.50 |
1.000 |
4,786.75 |
1.618 |
4,746.50 |
2.618 |
4,681.50 |
4.250 |
4,575.50 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,884.25 |
4,876.50 |
PP |
4,878.25 |
4,873.00 |
S1 |
4,872.25 |
4,869.50 |
|