Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,531.0 |
5,499.0 |
-32.0 |
-0.6% |
5,347.0 |
High |
5,535.0 |
5,526.0 |
-9.0 |
-0.2% |
5,518.0 |
Low |
5,502.0 |
5,492.0 |
-10.0 |
-0.2% |
5,333.0 |
Close |
5,524.0 |
5,499.0 |
-25.0 |
-0.5% |
5,508.0 |
Range |
33.0 |
34.0 |
1.0 |
3.0% |
185.0 |
ATR |
46.3 |
45.5 |
-0.9 |
-1.9% |
0.0 |
Volume |
103,212 |
160,790 |
57,578 |
55.8% |
11,210 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,607.7 |
5,587.3 |
5,517.7 |
|
R3 |
5,573.7 |
5,553.3 |
5,508.4 |
|
R2 |
5,539.7 |
5,539.7 |
5,505.2 |
|
R1 |
5,519.3 |
5,519.3 |
5,502.1 |
5,516.0 |
PP |
5,505.7 |
5,505.7 |
5,505.7 |
5,504.0 |
S1 |
5,485.3 |
5,485.3 |
5,495.9 |
5,482.0 |
S2 |
5,471.7 |
5,471.7 |
5,492.8 |
|
S3 |
5,437.7 |
5,451.3 |
5,489.7 |
|
S4 |
5,403.7 |
5,417.3 |
5,480.3 |
|
|
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 |
5,405.0 |
130.0 |
2.4% |
29.4 |
0.5% |
72% |
False |
False |
54,860 |
10 |
5,535.0 |
5,333.0 |
202.0 |
3.7% |
25.2 |
0.5% |
82% |
False |
False |
27,534 |
20 |
5,535.0 |
5,242.0 |
293.0 |
5.3% |
25.4 |
0.5% |
88% |
False |
False |
13,812 |
40 |
5,535.0 |
5,009.0 |
526.0 |
9.6% |
31.0 |
0.6% |
93% |
False |
False |
6,916 |
60 |
5,535.0 |
5,009.0 |
526.0 |
9.6% |
23.7 |
0.4% |
93% |
False |
False |
4,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,670.5 |
2.618 |
5,615.0 |
1.618 |
5,581.0 |
1.000 |
5,560.0 |
0.618 |
5,547.0 |
HIGH |
5,526.0 |
0.618 |
5,513.0 |
0.500 |
5,509.0 |
0.382 |
5,505.0 |
LOW |
5,492.0 |
0.618 |
5,471.0 |
1.000 |
5,458.0 |
1.618 |
5,437.0 |
2.618 |
5,403.0 |
4.250 |
5,347.5 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,509.0 |
5,513.0 |
PP |
5,505.7 |
5,508.3 |
S1 |
5,502.3 |
5,503.7 |
|