Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,923.75 |
4,920.50 |
-3.25 |
-0.1% |
4,942.00 |
High |
4,933.50 |
4,940.00 |
6.50 |
0.1% |
4,994.50 |
Low |
4,901.25 |
4,850.00 |
-51.25 |
-1.0% |
4,850.00 |
Close |
4,918.50 |
4,864.00 |
-54.50 |
-1.1% |
4,864.00 |
Range |
32.25 |
90.00 |
57.75 |
179.1% |
144.50 |
ATR |
51.61 |
54.36 |
2.74 |
5.3% |
0.00 |
Volume |
121,556 |
197,659 |
76,103 |
62.6% |
556,244 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,154.75 |
5,099.25 |
4,913.50 |
|
R3 |
5,064.75 |
5,009.25 |
4,888.75 |
|
R2 |
4,974.75 |
4,974.75 |
4,880.50 |
|
R1 |
4,919.25 |
4,919.25 |
4,872.25 |
4,902.00 |
PP |
4,884.75 |
4,884.75 |
4,884.75 |
4,876.00 |
S1 |
4,829.25 |
4,829.25 |
4,855.75 |
4,812.00 |
S2 |
4,794.75 |
4,794.75 |
4,847.50 |
|
S3 |
4,704.75 |
4,739.25 |
4,839.25 |
|
S4 |
4,614.75 |
4,649.25 |
4,814.50 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,336.25 |
5,244.75 |
4,943.50 |
|
R3 |
5,191.75 |
5,100.25 |
4,903.75 |
|
R2 |
5,047.25 |
5,047.25 |
4,890.50 |
|
R1 |
4,955.75 |
4,955.75 |
4,877.25 |
4,929.25 |
PP |
4,902.75 |
4,902.75 |
4,902.75 |
4,889.50 |
S1 |
4,811.25 |
4,811.25 |
4,850.75 |
4,784.75 |
S2 |
4,758.25 |
4,758.25 |
4,837.50 |
|
S3 |
4,613.75 |
4,666.75 |
4,824.25 |
|
S4 |
4,469.25 |
4,522.25 |
4,784.50 |
|
|
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 |
4,850.00 |
144.50 |
3.0% |
51.25 |
1.1% |
10% |
False |
True |
125,061 |
10 |
4,994.50 |
4,850.00 |
144.50 |
3.0% |
44.00 |
0.9% |
10% |
False |
True |
126,795 |
20 |
4,994.50 |
4,700.50 |
294.00 |
6.0% |
52.00 |
1.1% |
56% |
False |
False |
129,026 |
40 |
4,994.50 |
4,557.00 |
437.50 |
9.0% |
65.00 |
1.3% |
70% |
False |
False |
64,819 |
60 |
4,994.50 |
4,557.00 |
437.50 |
9.0% |
60.25 |
1.2% |
70% |
False |
False |
43,345 |
80 |
4,994.50 |
4,557.00 |
437.50 |
9.0% |
59.50 |
1.2% |
70% |
False |
False |
32,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,322.50 |
2.618 |
5,175.50 |
1.618 |
5,085.50 |
1.000 |
5,030.00 |
0.618 |
4,995.50 |
HIGH |
4,940.00 |
0.618 |
4,905.50 |
0.500 |
4,895.00 |
0.382 |
4,884.50 |
LOW |
4,850.00 |
0.618 |
4,794.50 |
1.000 |
4,760.00 |
1.618 |
4,704.50 |
2.618 |
4,614.50 |
4.250 |
4,467.50 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,895.00 |
4,914.50 |
PP |
4,884.75 |
4,897.75 |
S1 |
4,874.25 |
4,881.00 |
|