Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,915.75 |
4,939.50 |
23.75 |
0.5% |
4,895.25 |
High |
4,966.25 |
4,963.25 |
-3.00 |
-0.1% |
4,961.75 |
Low |
4,912.50 |
4,938.50 |
26.00 |
0.5% |
4,851.75 |
Close |
4,938.75 |
4,956.00 |
17.25 |
0.3% |
4,915.75 |
Range |
53.75 |
24.75 |
-29.00 |
-54.0% |
110.00 |
ATR |
61.77 |
59.13 |
-2.64 |
-4.3% |
0.00 |
Volume |
146,138 |
109,979 |
-36,159 |
-24.7% |
1,252,709 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,026.75 |
5,016.25 |
4,969.50 |
|
R3 |
5,002.00 |
4,991.50 |
4,962.75 |
|
R2 |
4,977.25 |
4,977.25 |
4,960.50 |
|
R1 |
4,966.75 |
4,966.75 |
4,958.25 |
4,972.00 |
PP |
4,952.50 |
4,952.50 |
4,952.50 |
4,955.25 |
S1 |
4,942.00 |
4,942.00 |
4,953.75 |
4,947.25 |
S2 |
4,927.75 |
4,927.75 |
4,951.50 |
|
S3 |
4,903.00 |
4,917.25 |
4,949.25 |
|
S4 |
4,878.25 |
4,892.50 |
4,942.50 |
|
|
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 |
4,966.25 |
4,904.25 |
62.00 |
1.3% |
43.25 |
0.9% |
83% |
False |
False |
196,282 |
10 |
4,966.25 |
4,762.50 |
203.75 |
4.1% |
55.25 |
1.1% |
95% |
False |
False |
174,598 |
20 |
4,966.25 |
4,700.50 |
265.75 |
5.4% |
54.75 |
1.1% |
96% |
False |
False |
87,941 |
40 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
67.25 |
1.4% |
97% |
False |
False |
44,259 |
60 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
60.75 |
1.2% |
97% |
False |
False |
29,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,068.50 |
2.618 |
5,028.00 |
1.618 |
5,003.25 |
1.000 |
4,988.00 |
0.618 |
4,978.50 |
HIGH |
4,963.25 |
0.618 |
4,953.75 |
0.500 |
4,951.00 |
0.382 |
4,948.00 |
LOW |
4,938.50 |
0.618 |
4,923.25 |
1.000 |
4,913.75 |
1.618 |
4,898.50 |
2.618 |
4,873.75 |
4.250 |
4,833.25 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,954.25 |
4,949.00 |
PP |
4,952.50 |
4,942.25 |
S1 |
4,951.00 |
4,935.25 |
|