Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,961.25 |
4,923.75 |
-37.50 |
-0.8% |
4,915.75 |
High |
4,979.25 |
4,933.50 |
-45.75 |
-0.9% |
4,966.25 |
Low |
4,920.25 |
4,901.25 |
-19.00 |
-0.4% |
4,912.50 |
Close |
4,923.75 |
4,918.50 |
-5.25 |
-0.1% |
4,942.25 |
Range |
59.00 |
32.25 |
-26.75 |
-45.3% |
53.75 |
ATR |
53.10 |
51.61 |
-1.49 |
-2.8% |
0.00 |
Volume |
136,664 |
121,556 |
-15,108 |
-11.1% |
526,353 |
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,014.50 |
4,998.75 |
4,936.25 |
|
R3 |
4,982.25 |
4,966.50 |
4,927.25 |
|
R2 |
4,950.00 |
4,950.00 |
4,924.50 |
|
R1 |
4,934.25 |
4,934.25 |
4,921.50 |
4,926.00 |
PP |
4,917.75 |
4,917.75 |
4,917.75 |
4,913.50 |
S1 |
4,902.00 |
4,902.00 |
4,915.50 |
4,893.75 |
S2 |
4,885.50 |
4,885.50 |
4,912.50 |
|
S3 |
4,853.25 |
4,869.75 |
4,909.75 |
|
S4 |
4,821.00 |
4,837.50 |
4,900.75 |
|
|
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 |
4,994.50 |
4,901.25 |
93.25 |
1.9% |
40.50 |
0.8% |
18% |
False |
True |
107,633 |
10 |
4,994.50 |
4,901.25 |
93.25 |
1.9% |
39.25 |
0.8% |
18% |
False |
True |
131,945 |
20 |
4,994.50 |
4,700.50 |
294.00 |
6.0% |
52.75 |
1.1% |
74% |
False |
False |
119,228 |
40 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
64.25 |
1.3% |
83% |
False |
False |
59,882 |
60 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
59.50 |
1.2% |
83% |
False |
False |
40,051 |
80 |
4,994.50 |
4,557.00 |
437.50 |
8.9% |
58.50 |
1.2% |
83% |
False |
False |
30,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,070.50 |
2.618 |
5,018.00 |
1.618 |
4,985.75 |
1.000 |
4,965.75 |
0.618 |
4,953.50 |
HIGH |
4,933.50 |
0.618 |
4,921.25 |
0.500 |
4,917.50 |
0.382 |
4,913.50 |
LOW |
4,901.25 |
0.618 |
4,881.25 |
1.000 |
4,869.00 |
1.618 |
4,849.00 |
2.618 |
4,816.75 |
4.250 |
4,764.25 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,918.00 |
4,948.00 |
PP |
4,917.75 |
4,938.00 |
S1 |
4,917.50 |
4,928.25 |
|