Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,948.00 |
4,933.75 |
-14.25 |
-0.3% |
4,915.75 |
High |
4,953.00 |
4,943.75 |
-9.25 |
-0.2% |
4,966.25 |
Low |
4,917.00 |
4,922.75 |
5.75 |
0.1% |
4,912.50 |
Close |
4,936.50 |
4,942.25 |
5.75 |
0.1% |
4,942.25 |
Range |
36.00 |
21.00 |
-15.00 |
-41.7% |
53.75 |
ATR |
54.93 |
52.51 |
-2.42 |
-4.4% |
0.00 |
Volume |
110,522 |
69,061 |
-41,461 |
-37.5% |
526,353 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,999.25 |
4,991.75 |
4,953.75 |
|
R3 |
4,978.25 |
4,970.75 |
4,948.00 |
|
R2 |
4,957.25 |
4,957.25 |
4,946.00 |
|
R1 |
4,949.75 |
4,949.75 |
4,944.25 |
4,953.50 |
PP |
4,936.25 |
4,936.25 |
4,936.25 |
4,938.00 |
S1 |
4,928.75 |
4,928.75 |
4,940.25 |
4,932.50 |
S2 |
4,915.25 |
4,915.25 |
4,938.50 |
|
S3 |
4,894.25 |
4,907.75 |
4,936.50 |
|
S4 |
4,873.25 |
4,886.75 |
4,930.75 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,101.50 |
5,075.75 |
4,971.75 |
|
R3 |
5,047.75 |
5,022.00 |
4,957.00 |
|
R2 |
4,994.00 |
4,994.00 |
4,952.00 |
|
R1 |
4,968.25 |
4,968.25 |
4,947.25 |
4,981.00 |
PP |
4,940.25 |
4,940.25 |
4,940.25 |
4,946.75 |
S1 |
4,914.50 |
4,914.50 |
4,937.25 |
4,927.50 |
S2 |
4,886.50 |
4,886.50 |
4,932.50 |
|
S3 |
4,832.75 |
4,860.75 |
4,927.50 |
|
S4 |
4,779.00 |
4,807.00 |
4,912.75 |
|
|
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 |
4,912.50 |
53.75 |
1.1% |
31.25 |
0.6% |
55% |
False |
False |
105,270 |
10 |
4,966.25 |
4,851.75 |
114.50 |
2.3% |
46.00 |
0.9% |
79% |
False |
False |
177,906 |
20 |
4,966.25 |
4,700.50 |
265.75 |
5.4% |
53.25 |
1.1% |
91% |
False |
False |
101,408 |
40 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
65.25 |
1.3% |
94% |
False |
False |
50,962 |
60 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
59.50 |
1.2% |
94% |
False |
False |
34,084 |
80 |
4,966.25 |
4,557.00 |
409.25 |
8.3% |
57.25 |
1.2% |
94% |
False |
False |
25,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,033.00 |
2.618 |
4,998.75 |
1.618 |
4,977.75 |
1.000 |
4,964.75 |
0.618 |
4,956.75 |
HIGH |
4,943.75 |
0.618 |
4,935.75 |
0.500 |
4,933.25 |
0.382 |
4,930.75 |
LOW |
4,922.75 |
0.618 |
4,909.75 |
1.000 |
4,901.75 |
1.618 |
4,888.75 |
2.618 |
4,867.75 |
4.250 |
4,833.50 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,939.25 |
4,941.00 |
PP |
4,936.25 |
4,939.75 |
S1 |
4,933.25 |
4,938.50 |
|