Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,501.0 |
5,531.0 |
30.0 |
0.5% |
5,347.0 |
High |
5,518.0 |
5,535.0 |
17.0 |
0.3% |
5,518.0 |
Low |
5,491.0 |
5,502.0 |
11.0 |
0.2% |
5,333.0 |
Close |
5,508.0 |
5,524.0 |
16.0 |
0.3% |
5,508.0 |
Range |
27.0 |
33.0 |
6.0 |
22.2% |
185.0 |
ATR |
47.4 |
46.3 |
-1.0 |
-2.2% |
0.0 |
Volume |
5,987 |
103,212 |
97,225 |
1,623.9% |
11,210 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,619.3 |
5,604.7 |
5,542.2 |
|
R3 |
5,586.3 |
5,571.7 |
5,533.1 |
|
R2 |
5,553.3 |
5,553.3 |
5,530.1 |
|
R1 |
5,538.7 |
5,538.7 |
5,527.0 |
5,529.5 |
PP |
5,520.3 |
5,520.3 |
5,520.3 |
5,515.8 |
S1 |
5,505.7 |
5,505.7 |
5,521.0 |
5,496.5 |
S2 |
5,487.3 |
5,487.3 |
5,518.0 |
|
S3 |
5,454.3 |
5,472.7 |
5,514.9 |
|
S4 |
5,421.3 |
5,439.7 |
5,505.9 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,008.0 |
5,943.0 |
5,609.8 |
|
R3 |
5,823.0 |
5,758.0 |
5,558.9 |
|
R2 |
5,638.0 |
5,638.0 |
5,541.9 |
|
R1 |
5,573.0 |
5,573.0 |
5,525.0 |
5,605.5 |
PP |
5,453.0 |
5,453.0 |
5,453.0 |
5,469.3 |
S1 |
5,388.0 |
5,388.0 |
5,491.0 |
5,420.5 |
S2 |
5,268.0 |
5,268.0 |
5,474.1 |
|
S3 |
5,083.0 |
5,203.0 |
5,457.1 |
|
S4 |
4,898.0 |
5,018.0 |
5,406.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,535.0 |
5,373.0 |
162.0 |
2.9% |
27.8 |
0.5% |
93% |
True |
False |
22,795 |
10 |
5,535.0 |
5,333.0 |
202.0 |
3.7% |
24.2 |
0.4% |
95% |
True |
False |
11,457 |
20 |
5,535.0 |
5,242.0 |
293.0 |
5.3% |
24.8 |
0.4% |
96% |
True |
False |
5,773 |
40 |
5,535.0 |
5,009.0 |
526.0 |
9.5% |
30.1 |
0.5% |
98% |
True |
False |
2,896 |
60 |
5,535.0 |
5,009.0 |
526.0 |
9.5% |
23.1 |
0.4% |
98% |
True |
False |
1,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,675.3 |
2.618 |
5,621.4 |
1.618 |
5,588.4 |
1.000 |
5,568.0 |
0.618 |
5,555.4 |
HIGH |
5,535.0 |
0.618 |
5,522.4 |
0.500 |
5,518.5 |
0.382 |
5,514.6 |
LOW |
5,502.0 |
0.618 |
5,481.6 |
1.000 |
5,469.0 |
1.618 |
5,448.6 |
2.618 |
5,415.6 |
4.250 |
5,361.8 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,522.2 |
5,517.3 |
PP |
5,520.3 |
5,510.7 |
S1 |
5,518.5 |
5,504.0 |
|