Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,495.0 |
5,520.0 |
25.0 |
0.5% |
5,531.0 |
High |
5,533.0 |
5,564.0 |
31.0 |
0.6% |
5,550.0 |
Low |
5,483.0 |
5,511.0 |
28.0 |
0.5% |
5,462.0 |
Close |
5,528.0 |
5,552.0 |
24.0 |
0.4% |
5,493.0 |
Range |
50.0 |
53.0 |
3.0 |
6.0% |
88.0 |
ATR |
46.9 |
47.3 |
0.4 |
0.9% |
0.0 |
Volume |
25,195 |
28,390 |
3,195 |
12.7% |
439,662 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,701.3 |
5,679.7 |
5,581.2 |
|
R3 |
5,648.3 |
5,626.7 |
5,566.6 |
|
R2 |
5,595.3 |
5,595.3 |
5,561.7 |
|
R1 |
5,573.7 |
5,573.7 |
5,556.9 |
5,584.5 |
PP |
5,542.3 |
5,542.3 |
5,542.3 |
5,547.8 |
S1 |
5,520.7 |
5,520.7 |
5,547.1 |
5,531.5 |
S2 |
5,489.3 |
5,489.3 |
5,542.3 |
|
S3 |
5,436.3 |
5,467.7 |
5,537.4 |
|
S4 |
5,383.3 |
5,414.7 |
5,522.9 |
|
|
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 |
5,564.0 |
5,462.0 |
102.0 |
1.8% |
46.0 |
0.8% |
88% |
True |
False |
45,849 |
10 |
5,564.0 |
5,405.0 |
159.0 |
2.9% |
37.7 |
0.7% |
92% |
True |
False |
50,354 |
20 |
5,564.0 |
5,333.0 |
231.0 |
4.2% |
31.4 |
0.6% |
95% |
True |
False |
25,257 |
40 |
5,564.0 |
5,009.0 |
555.0 |
10.0% |
35.2 |
0.6% |
98% |
True |
False |
12,641 |
60 |
5,564.0 |
5,009.0 |
555.0 |
10.0% |
26.8 |
0.5% |
98% |
True |
False |
8,436 |
80 |
5,564.0 |
5,009.0 |
555.0 |
10.0% |
21.5 |
0.4% |
98% |
True |
False |
6,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,789.3 |
2.618 |
5,702.8 |
1.618 |
5,649.8 |
1.000 |
5,617.0 |
0.618 |
5,596.8 |
HIGH |
5,564.0 |
0.618 |
5,543.8 |
0.500 |
5,537.5 |
0.382 |
5,531.2 |
LOW |
5,511.0 |
0.618 |
5,478.2 |
1.000 |
5,458.0 |
1.618 |
5,425.2 |
2.618 |
5,372.2 |
4.250 |
5,285.8 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,547.2 |
5,539.0 |
PP |
5,542.3 |
5,526.0 |
S1 |
5,537.5 |
5,513.0 |
|