Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,942.00 |
4,961.25 |
19.25 |
0.4% |
4,915.75 |
High |
4,994.50 |
4,979.25 |
-15.25 |
-0.3% |
4,966.25 |
Low |
4,940.00 |
4,920.25 |
-19.75 |
-0.4% |
4,912.50 |
Close |
4,961.25 |
4,923.75 |
-37.50 |
-0.8% |
4,942.25 |
Range |
54.50 |
59.00 |
4.50 |
8.3% |
53.75 |
ATR |
52.65 |
53.10 |
0.45 |
0.9% |
0.00 |
Volume |
100,365 |
136,664 |
36,299 |
36.2% |
526,353 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,118.00 |
5,080.00 |
4,956.25 |
|
R3 |
5,059.00 |
5,021.00 |
4,940.00 |
|
R2 |
5,000.00 |
5,000.00 |
4,934.50 |
|
R1 |
4,962.00 |
4,962.00 |
4,929.25 |
4,951.50 |
PP |
4,941.00 |
4,941.00 |
4,941.00 |
4,936.00 |
S1 |
4,903.00 |
4,903.00 |
4,918.25 |
4,892.50 |
S2 |
4,882.00 |
4,882.00 |
4,913.00 |
|
S3 |
4,823.00 |
4,844.00 |
4,907.50 |
|
S4 |
4,764.00 |
4,785.00 |
4,891.25 |
|
|
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% |
38.25 |
0.8% |
9% |
False |
False |
101,453 |
10 |
4,994.50 |
4,904.25 |
90.25 |
1.8% |
40.75 |
0.8% |
22% |
False |
False |
148,867 |
20 |
4,994.50 |
4,700.50 |
294.00 |
6.0% |
54.50 |
1.1% |
76% |
False |
False |
113,189 |
40 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
65.75 |
1.3% |
84% |
False |
False |
56,866 |
60 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
59.75 |
1.2% |
84% |
False |
False |
38,028 |
80 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
58.25 |
1.2% |
84% |
False |
False |
28,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,230.00 |
2.618 |
5,133.75 |
1.618 |
5,074.75 |
1.000 |
5,038.25 |
0.618 |
5,015.75 |
HIGH |
4,979.25 |
0.618 |
4,956.75 |
0.500 |
4,949.75 |
0.382 |
4,942.75 |
LOW |
4,920.25 |
0.618 |
4,883.75 |
1.000 |
4,861.25 |
1.618 |
4,824.75 |
2.618 |
4,765.75 |
4.250 |
4,669.50 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,949.75 |
4,957.50 |
PP |
4,941.00 |
4,946.25 |
S1 |
4,932.50 |
4,935.00 |
|