Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,956.00 |
4,948.00 |
-8.00 |
-0.2% |
4,895.25 |
High |
4,960.00 |
4,953.00 |
-7.00 |
-0.1% |
4,961.75 |
Low |
4,939.25 |
4,917.00 |
-22.25 |
-0.5% |
4,851.75 |
Close |
4,949.50 |
4,936.50 |
-13.00 |
-0.3% |
4,915.75 |
Range |
20.75 |
36.00 |
15.25 |
73.5% |
110.00 |
ATR |
56.39 |
54.93 |
-1.46 |
-2.6% |
0.00 |
Volume |
90,653 |
110,522 |
19,869 |
21.9% |
1,252,709 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,043.50 |
5,026.00 |
4,956.25 |
|
R3 |
5,007.50 |
4,990.00 |
4,946.50 |
|
R2 |
4,971.50 |
4,971.50 |
4,943.00 |
|
R1 |
4,954.00 |
4,954.00 |
4,939.75 |
4,944.75 |
PP |
4,935.50 |
4,935.50 |
4,935.50 |
4,931.00 |
S1 |
4,918.00 |
4,918.00 |
4,933.25 |
4,908.75 |
S2 |
4,899.50 |
4,899.50 |
4,930.00 |
|
S3 |
4,863.50 |
4,882.00 |
4,926.50 |
|
S4 |
4,827.50 |
4,846.00 |
4,916.75 |
|
|
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% |
36.50 |
0.7% |
52% |
False |
False |
128,530 |
10 |
4,966.25 |
4,851.75 |
114.50 |
2.3% |
48.50 |
1.0% |
74% |
False |
False |
188,119 |
20 |
4,966.25 |
4,700.50 |
265.75 |
5.4% |
53.75 |
1.1% |
89% |
False |
False |
97,968 |
40 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
66.75 |
1.4% |
93% |
False |
False |
49,246 |
60 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
60.25 |
1.2% |
93% |
False |
False |
32,940 |
80 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
57.00 |
1.2% |
93% |
False |
False |
24,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,106.00 |
2.618 |
5,047.25 |
1.618 |
5,011.25 |
1.000 |
4,989.00 |
0.618 |
4,975.25 |
HIGH |
4,953.00 |
0.618 |
4,939.25 |
0.500 |
4,935.00 |
0.382 |
4,930.75 |
LOW |
4,917.00 |
0.618 |
4,894.75 |
1.000 |
4,881.00 |
1.618 |
4,858.75 |
2.618 |
4,822.75 |
4.250 |
4,764.00 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,936.00 |
4,940.00 |
PP |
4,935.50 |
4,939.00 |
S1 |
4,935.00 |
4,937.75 |
|