Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,940.00 |
4,915.75 |
-24.25 |
-0.5% |
4,895.25 |
High |
4,951.75 |
4,966.25 |
14.50 |
0.3% |
4,961.75 |
Low |
4,904.25 |
4,912.50 |
8.25 |
0.2% |
4,851.75 |
Close |
4,915.75 |
4,938.75 |
23.00 |
0.5% |
4,915.75 |
Range |
47.50 |
53.75 |
6.25 |
13.2% |
110.00 |
ATR |
62.39 |
61.77 |
-0.62 |
-1.0% |
0.00 |
Volume |
185,358 |
146,138 |
-39,220 |
-21.2% |
1,252,709 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,100.50 |
5,073.25 |
4,968.25 |
|
R3 |
5,046.75 |
5,019.50 |
4,953.50 |
|
R2 |
4,993.00 |
4,993.00 |
4,948.50 |
|
R1 |
4,965.75 |
4,965.75 |
4,943.75 |
4,979.50 |
PP |
4,939.25 |
4,939.25 |
4,939.25 |
4,946.00 |
S1 |
4,912.00 |
4,912.00 |
4,933.75 |
4,925.50 |
S2 |
4,885.50 |
4,885.50 |
4,929.00 |
|
S3 |
4,831.75 |
4,858.25 |
4,924.00 |
|
S4 |
4,778.00 |
4,804.50 |
4,909.25 |
|
|
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 |
4,966.25 |
4,859.50 |
106.75 |
2.2% |
58.75 |
1.2% |
74% |
True |
False |
233,566 |
10 |
4,966.25 |
4,762.50 |
203.75 |
4.1% |
55.50 |
1.1% |
87% |
True |
False |
163,924 |
20 |
4,966.25 |
4,700.50 |
265.75 |
5.4% |
56.25 |
1.1% |
90% |
True |
False |
82,462 |
40 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
68.25 |
1.4% |
93% |
True |
False |
41,521 |
60 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
61.25 |
1.2% |
93% |
True |
False |
27,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,194.75 |
2.618 |
5,107.00 |
1.618 |
5,053.25 |
1.000 |
5,020.00 |
0.618 |
4,999.50 |
HIGH |
4,966.25 |
0.618 |
4,945.75 |
0.500 |
4,939.50 |
0.382 |
4,933.00 |
LOW |
4,912.50 |
0.618 |
4,879.25 |
1.000 |
4,858.75 |
1.618 |
4,825.50 |
2.618 |
4,771.75 |
4.250 |
4,684.00 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,939.50 |
4,937.50 |
PP |
4,939.25 |
4,936.50 |
S1 |
4,939.00 |
4,935.25 |
|