Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,895.25 |
4,865.50 |
-29.75 |
-0.6% |
4,720.25 |
High |
4,916.75 |
4,961.50 |
44.75 |
0.9% |
4,897.00 |
Low |
4,851.75 |
4,859.50 |
7.75 |
0.2% |
4,700.50 |
Close |
4,866.25 |
4,937.50 |
71.25 |
1.5% |
4,893.25 |
Range |
65.00 |
102.00 |
37.00 |
56.9% |
196.50 |
ATR |
63.73 |
66.47 |
2.73 |
4.3% |
0.00 |
Volume |
231,016 |
296,399 |
65,383 |
28.3% |
242,785 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,225.50 |
5,183.50 |
4,993.50 |
|
R3 |
5,123.50 |
5,081.50 |
4,965.50 |
|
R2 |
5,021.50 |
5,021.50 |
4,956.25 |
|
R1 |
4,979.50 |
4,979.50 |
4,946.75 |
5,000.50 |
PP |
4,919.50 |
4,919.50 |
4,919.50 |
4,930.00 |
S1 |
4,877.50 |
4,877.50 |
4,928.25 |
4,898.50 |
S2 |
4,817.50 |
4,817.50 |
4,918.75 |
|
S3 |
4,715.50 |
4,775.50 |
4,909.50 |
|
S4 |
4,613.50 |
4,673.50 |
4,881.50 |
|
|
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 |
4,961.50 |
4,762.50 |
199.00 |
4.0% |
67.00 |
1.4% |
88% |
True |
False |
152,915 |
10 |
4,961.50 |
4,700.50 |
261.00 |
5.3% |
68.50 |
1.4% |
91% |
True |
False |
77,511 |
20 |
4,961.50 |
4,687.25 |
274.25 |
5.6% |
58.50 |
1.2% |
91% |
True |
False |
38,982 |
40 |
4,961.50 |
4,557.00 |
404.50 |
8.2% |
67.50 |
1.4% |
94% |
True |
False |
19,776 |
60 |
4,961.50 |
4,557.00 |
404.50 |
8.2% |
60.75 |
1.2% |
94% |
True |
False |
13,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,395.00 |
2.618 |
5,228.50 |
1.618 |
5,126.50 |
1.000 |
5,063.50 |
0.618 |
5,024.50 |
HIGH |
4,961.50 |
0.618 |
4,922.50 |
0.500 |
4,910.50 |
0.382 |
4,898.50 |
LOW |
4,859.50 |
0.618 |
4,796.50 |
1.000 |
4,757.50 |
1.618 |
4,694.50 |
2.618 |
4,592.50 |
4.250 |
4,426.00 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,928.50 |
4,927.25 |
PP |
4,919.50 |
4,917.00 |
S1 |
4,910.50 |
4,906.50 |
|