Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,499.0 |
5,520.0 |
21.0 |
0.4% |
5,347.0 |
High |
5,526.0 |
5,550.0 |
24.0 |
0.4% |
5,518.0 |
Low |
5,492.0 |
5,511.0 |
19.0 |
0.3% |
5,333.0 |
Close |
5,499.0 |
5,531.0 |
32.0 |
0.6% |
5,508.0 |
Range |
34.0 |
39.0 |
5.0 |
14.7% |
185.0 |
ATR |
45.5 |
45.9 |
0.4 |
0.9% |
0.0 |
Volume |
160,790 |
119,602 |
-41,188 |
-25.6% |
11,210 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,647.7 |
5,628.3 |
5,552.5 |
|
R3 |
5,608.7 |
5,589.3 |
5,541.7 |
|
R2 |
5,569.7 |
5,569.7 |
5,538.2 |
|
R1 |
5,550.3 |
5,550.3 |
5,534.6 |
5,560.0 |
PP |
5,530.7 |
5,530.7 |
5,530.7 |
5,535.5 |
S1 |
5,511.3 |
5,511.3 |
5,527.4 |
5,521.0 |
S2 |
5,491.7 |
5,491.7 |
5,523.9 |
|
S3 |
5,452.7 |
5,472.3 |
5,520.3 |
|
S4 |
5,413.7 |
5,433.3 |
5,509.6 |
|
|
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 |
5,550.0 |
5,473.0 |
77.0 |
1.4% |
32.0 |
0.6% |
75% |
True |
False |
78,532 |
10 |
5,550.0 |
5,333.0 |
217.0 |
3.9% |
26.8 |
0.5% |
91% |
True |
False |
39,492 |
20 |
5,550.0 |
5,242.0 |
308.0 |
5.6% |
27.3 |
0.5% |
94% |
True |
False |
19,790 |
40 |
5,550.0 |
5,009.0 |
541.0 |
9.8% |
31.8 |
0.6% |
96% |
True |
False |
9,906 |
60 |
5,550.0 |
5,009.0 |
541.0 |
9.8% |
24.3 |
0.4% |
96% |
True |
False |
6,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,715.8 |
2.618 |
5,652.1 |
1.618 |
5,613.1 |
1.000 |
5,589.0 |
0.618 |
5,574.1 |
HIGH |
5,550.0 |
0.618 |
5,535.1 |
0.500 |
5,530.5 |
0.382 |
5,525.9 |
LOW |
5,511.0 |
0.618 |
5,486.9 |
1.000 |
5,472.0 |
1.618 |
5,447.9 |
2.618 |
5,408.9 |
4.250 |
5,345.3 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,530.8 |
5,527.7 |
PP |
5,530.7 |
5,524.3 |
S1 |
5,530.5 |
5,521.0 |
|