Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,509.0 |
5,491.0 |
-18.0 |
-0.3% |
5,531.0 |
High |
5,515.0 |
5,502.0 |
-13.0 |
-0.2% |
5,550.0 |
Low |
5,467.0 |
5,462.0 |
-5.0 |
-0.1% |
5,462.0 |
Close |
5,485.0 |
5,493.0 |
8.0 |
0.1% |
5,493.0 |
Range |
48.0 |
40.0 |
-8.0 |
-16.7% |
88.0 |
ATR |
47.2 |
46.6 |
-0.5 |
-1.1% |
0.0 |
Volume |
30,835 |
25,223 |
-5,612 |
-18.2% |
439,662 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,605.7 |
5,589.3 |
5,515.0 |
|
R3 |
5,565.7 |
5,549.3 |
5,504.0 |
|
R2 |
5,525.7 |
5,525.7 |
5,500.3 |
|
R1 |
5,509.3 |
5,509.3 |
5,496.7 |
5,517.5 |
PP |
5,485.7 |
5,485.7 |
5,485.7 |
5,489.8 |
S1 |
5,469.3 |
5,469.3 |
5,489.3 |
5,477.5 |
S2 |
5,445.7 |
5,445.7 |
5,485.7 |
|
S3 |
5,405.7 |
5,429.3 |
5,482.0 |
|
S4 |
5,365.7 |
5,389.3 |
5,471.0 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,765.7 |
5,717.3 |
5,541.4 |
|
R3 |
5,677.7 |
5,629.3 |
5,517.2 |
|
R2 |
5,589.7 |
5,589.7 |
5,509.1 |
|
R1 |
5,541.3 |
5,541.3 |
5,501.1 |
5,521.5 |
PP |
5,501.7 |
5,501.7 |
5,501.7 |
5,491.8 |
S1 |
5,453.3 |
5,453.3 |
5,484.9 |
5,433.5 |
S2 |
5,413.7 |
5,413.7 |
5,476.9 |
|
S3 |
5,325.7 |
5,365.3 |
5,468.8 |
|
S4 |
5,237.7 |
5,277.3 |
5,444.6 |
|
|
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 |
5,462.0 |
88.0 |
1.6% |
38.8 |
0.7% |
35% |
False |
True |
87,932 |
10 |
5,550.0 |
5,333.0 |
217.0 |
4.0% |
31.5 |
0.6% |
74% |
False |
False |
45,087 |
20 |
5,550.0 |
5,302.0 |
248.0 |
4.5% |
28.9 |
0.5% |
77% |
False |
False |
22,593 |
40 |
5,550.0 |
5,009.0 |
541.0 |
9.8% |
33.5 |
0.6% |
89% |
False |
False |
11,307 |
60 |
5,550.0 |
5,009.0 |
541.0 |
9.8% |
25.1 |
0.5% |
89% |
False |
False |
7,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,672.0 |
2.618 |
5,606.7 |
1.618 |
5,566.7 |
1.000 |
5,542.0 |
0.618 |
5,526.7 |
HIGH |
5,502.0 |
0.618 |
5,486.7 |
0.500 |
5,482.0 |
0.382 |
5,477.3 |
LOW |
5,462.0 |
0.618 |
5,437.3 |
1.000 |
5,422.0 |
1.618 |
5,397.3 |
2.618 |
5,357.3 |
4.250 |
5,292.0 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,489.3 |
5,506.0 |
PP |
5,485.7 |
5,501.7 |
S1 |
5,482.0 |
5,497.3 |
|