Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,491.0 |
5,495.0 |
4.0 |
0.1% |
5,531.0 |
High |
5,502.0 |
5,533.0 |
31.0 |
0.6% |
5,550.0 |
Low |
5,462.0 |
5,483.0 |
21.0 |
0.4% |
5,462.0 |
Close |
5,493.0 |
5,528.0 |
35.0 |
0.6% |
5,493.0 |
Range |
40.0 |
50.0 |
10.0 |
25.0% |
88.0 |
ATR |
46.6 |
46.9 |
0.2 |
0.5% |
0.0 |
Volume |
25,223 |
25,195 |
-28 |
-0.1% |
439,662 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,664.7 |
5,646.3 |
5,555.5 |
|
R3 |
5,614.7 |
5,596.3 |
5,541.8 |
|
R2 |
5,564.7 |
5,564.7 |
5,537.2 |
|
R1 |
5,546.3 |
5,546.3 |
5,532.6 |
5,555.5 |
PP |
5,514.7 |
5,514.7 |
5,514.7 |
5,519.3 |
S1 |
5,496.3 |
5,496.3 |
5,523.4 |
5,505.5 |
S2 |
5,464.7 |
5,464.7 |
5,518.8 |
|
S3 |
5,414.7 |
5,446.3 |
5,514.3 |
|
S4 |
5,364.7 |
5,396.3 |
5,500.5 |
|
|
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% |
42.2 |
0.8% |
75% |
False |
False |
72,329 |
10 |
5,550.0 |
5,373.0 |
177.0 |
3.2% |
35.0 |
0.6% |
88% |
False |
False |
47,562 |
20 |
5,550.0 |
5,325.0 |
225.0 |
4.1% |
31.2 |
0.6% |
90% |
False |
False |
23,852 |
40 |
5,550.0 |
5,009.0 |
541.0 |
9.8% |
34.1 |
0.6% |
96% |
False |
False |
11,931 |
60 |
5,550.0 |
5,009.0 |
541.0 |
9.8% |
26.0 |
0.5% |
96% |
False |
False |
7,962 |
80 |
5,550.0 |
5,009.0 |
541.0 |
9.8% |
20.9 |
0.4% |
96% |
False |
False |
5,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,745.5 |
2.618 |
5,663.9 |
1.618 |
5,613.9 |
1.000 |
5,583.0 |
0.618 |
5,563.9 |
HIGH |
5,533.0 |
0.618 |
5,513.9 |
0.500 |
5,508.0 |
0.382 |
5,502.1 |
LOW |
5,483.0 |
0.618 |
5,452.1 |
1.000 |
5,433.0 |
1.618 |
5,402.1 |
2.618 |
5,352.1 |
4.250 |
5,270.5 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,521.3 |
5,517.8 |
PP |
5,514.7 |
5,507.7 |
S1 |
5,508.0 |
5,497.5 |
|