Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,865.50 |
4,937.50 |
72.00 |
1.5% |
4,720.25 |
High |
4,961.50 |
4,957.50 |
-4.00 |
-0.1% |
4,897.00 |
Low |
4,859.50 |
4,910.50 |
51.00 |
1.0% |
4,700.50 |
Close |
4,937.50 |
4,932.50 |
-5.00 |
-0.1% |
4,893.25 |
Range |
102.00 |
47.00 |
-55.00 |
-53.9% |
196.50 |
ATR |
66.47 |
65.08 |
-1.39 |
-2.1% |
0.00 |
Volume |
296,399 |
290,773 |
-5,626 |
-1.9% |
242,785 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,074.50 |
5,050.50 |
4,958.25 |
|
R3 |
5,027.50 |
5,003.50 |
4,945.50 |
|
R2 |
4,980.50 |
4,980.50 |
4,941.00 |
|
R1 |
4,956.50 |
4,956.50 |
4,936.75 |
4,945.00 |
PP |
4,933.50 |
4,933.50 |
4,933.50 |
4,927.75 |
S1 |
4,909.50 |
4,909.50 |
4,928.25 |
4,898.00 |
S2 |
4,886.50 |
4,886.50 |
4,924.00 |
|
S3 |
4,839.50 |
4,862.50 |
4,919.50 |
|
S4 |
4,792.50 |
4,815.50 |
4,906.75 |
|
|
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 |
4,836.00 |
125.50 |
2.5% |
58.25 |
1.2% |
77% |
False |
False |
208,962 |
10 |
4,961.50 |
4,700.50 |
261.00 |
5.3% |
66.00 |
1.3% |
89% |
False |
False |
106,510 |
20 |
4,961.50 |
4,700.50 |
261.00 |
5.3% |
56.25 |
1.1% |
89% |
False |
False |
53,478 |
40 |
4,961.50 |
4,557.00 |
404.50 |
8.2% |
67.25 |
1.4% |
93% |
False |
False |
27,033 |
60 |
4,961.50 |
4,557.00 |
404.50 |
8.2% |
61.25 |
1.2% |
93% |
False |
False |
18,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,157.25 |
2.618 |
5,080.50 |
1.618 |
5,033.50 |
1.000 |
5,004.50 |
0.618 |
4,986.50 |
HIGH |
4,957.50 |
0.618 |
4,939.50 |
0.500 |
4,934.00 |
0.382 |
4,928.50 |
LOW |
4,910.50 |
0.618 |
4,881.50 |
1.000 |
4,863.50 |
1.618 |
4,834.50 |
2.618 |
4,787.50 |
4.250 |
4,710.75 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,934.00 |
4,924.00 |
PP |
4,933.50 |
4,915.25 |
S1 |
4,933.00 |
4,906.50 |
|