Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,930.75 |
4,940.00 |
9.25 |
0.2% |
4,895.25 |
High |
4,961.75 |
4,951.75 |
-10.00 |
-0.2% |
4,961.75 |
Low |
4,918.25 |
4,904.25 |
-14.00 |
-0.3% |
4,851.75 |
Close |
4,934.75 |
4,915.75 |
-19.00 |
-0.4% |
4,915.75 |
Range |
43.50 |
47.50 |
4.00 |
9.2% |
110.00 |
ATR |
63.54 |
62.39 |
-1.15 |
-1.8% |
0.00 |
Volume |
249,163 |
185,358 |
-63,805 |
-25.6% |
1,252,709 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,066.50 |
5,038.50 |
4,942.00 |
|
R3 |
5,019.00 |
4,991.00 |
4,928.75 |
|
R2 |
4,971.50 |
4,971.50 |
4,924.50 |
|
R1 |
4,943.50 |
4,943.50 |
4,920.00 |
4,933.75 |
PP |
4,924.00 |
4,924.00 |
4,924.00 |
4,919.00 |
S1 |
4,896.00 |
4,896.00 |
4,911.50 |
4,886.25 |
S2 |
4,876.50 |
4,876.50 |
4,907.00 |
|
S3 |
4,829.00 |
4,848.50 |
4,902.75 |
|
S4 |
4,781.50 |
4,801.00 |
4,889.50 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,239.75 |
5,187.75 |
4,976.25 |
|
R3 |
5,129.75 |
5,077.75 |
4,946.00 |
|
R2 |
5,019.75 |
5,019.75 |
4,936.00 |
|
R1 |
4,967.75 |
4,967.75 |
4,925.75 |
4,993.75 |
PP |
4,909.75 |
4,909.75 |
4,909.75 |
4,922.75 |
S1 |
4,857.75 |
4,857.75 |
4,905.75 |
4,883.75 |
S2 |
4,799.75 |
4,799.75 |
4,895.50 |
|
S3 |
4,689.75 |
4,747.75 |
4,885.50 |
|
S4 |
4,579.75 |
4,637.75 |
4,855.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,961.75 |
4,851.75 |
110.00 |
2.2% |
61.00 |
1.2% |
58% |
False |
False |
250,541 |
10 |
4,961.75 |
4,700.50 |
261.25 |
5.3% |
59.50 |
1.2% |
82% |
False |
False |
149,549 |
20 |
4,961.75 |
4,700.50 |
261.25 |
5.3% |
55.50 |
1.1% |
82% |
False |
False |
75,168 |
40 |
4,961.75 |
4,557.00 |
404.75 |
8.2% |
67.75 |
1.4% |
89% |
False |
False |
37,882 |
60 |
4,961.75 |
4,557.00 |
404.75 |
8.2% |
61.00 |
1.2% |
89% |
False |
False |
25,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,153.50 |
2.618 |
5,076.00 |
1.618 |
5,028.50 |
1.000 |
4,999.25 |
0.618 |
4,981.00 |
HIGH |
4,951.75 |
0.618 |
4,933.50 |
0.500 |
4,928.00 |
0.382 |
4,922.50 |
LOW |
4,904.25 |
0.618 |
4,875.00 |
1.000 |
4,856.75 |
1.618 |
4,827.50 |
2.618 |
4,780.00 |
4.250 |
4,702.50 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,928.00 |
4,933.00 |
PP |
4,924.00 |
4,927.25 |
S1 |
4,919.75 |
4,921.50 |
|