Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,933.75 |
4,942.00 |
8.25 |
0.2% |
4,915.75 |
High |
4,943.75 |
4,994.50 |
50.75 |
1.0% |
4,966.25 |
Low |
4,922.75 |
4,940.00 |
17.25 |
0.4% |
4,912.50 |
Close |
4,942.25 |
4,961.25 |
19.00 |
0.4% |
4,942.25 |
Range |
21.00 |
54.50 |
33.50 |
159.5% |
53.75 |
ATR |
52.51 |
52.65 |
0.14 |
0.3% |
0.00 |
Volume |
69,061 |
100,365 |
31,304 |
45.3% |
526,353 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,128.75 |
5,099.50 |
4,991.25 |
|
R3 |
5,074.25 |
5,045.00 |
4,976.25 |
|
R2 |
5,019.75 |
5,019.75 |
4,971.25 |
|
R1 |
4,990.50 |
4,990.50 |
4,966.25 |
5,005.00 |
PP |
4,965.25 |
4,965.25 |
4,965.25 |
4,972.50 |
S1 |
4,936.00 |
4,936.00 |
4,956.25 |
4,950.50 |
S2 |
4,910.75 |
4,910.75 |
4,951.25 |
|
S3 |
4,856.25 |
4,881.50 |
4,946.25 |
|
S4 |
4,801.75 |
4,827.00 |
4,931.25 |
|
|
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 |
4,994.50 |
4,917.00 |
77.50 |
1.6% |
31.50 |
0.6% |
57% |
True |
False |
96,116 |
10 |
4,994.50 |
4,859.50 |
135.00 |
2.7% |
45.00 |
0.9% |
75% |
True |
False |
164,841 |
20 |
4,994.50 |
4,700.50 |
294.00 |
5.9% |
54.25 |
1.1% |
89% |
True |
False |
106,388 |
40 |
4,994.50 |
4,557.00 |
437.50 |
8.8% |
65.25 |
1.3% |
92% |
True |
False |
53,456 |
60 |
4,994.50 |
4,557.00 |
437.50 |
8.8% |
59.25 |
1.2% |
92% |
True |
False |
35,754 |
80 |
4,994.50 |
4,557.00 |
437.50 |
8.8% |
57.50 |
1.2% |
92% |
True |
False |
26,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,226.00 |
2.618 |
5,137.25 |
1.618 |
5,082.75 |
1.000 |
5,049.00 |
0.618 |
5,028.25 |
HIGH |
4,994.50 |
0.618 |
4,973.75 |
0.500 |
4,967.25 |
0.382 |
4,960.75 |
LOW |
4,940.00 |
0.618 |
4,906.25 |
1.000 |
4,885.50 |
1.618 |
4,851.75 |
2.618 |
4,797.25 |
4.250 |
4,708.50 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,967.25 |
4,959.50 |
PP |
4,965.25 |
4,957.50 |
S1 |
4,963.25 |
4,955.75 |
|