Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,520.0 |
5,559.0 |
39.0 |
0.7% |
5,531.0 |
High |
5,564.0 |
5,589.0 |
25.0 |
0.4% |
5,550.0 |
Low |
5,511.0 |
5,555.0 |
44.0 |
0.8% |
5,462.0 |
Close |
5,552.0 |
5,579.0 |
27.0 |
0.5% |
5,493.0 |
Range |
53.0 |
34.0 |
-19.0 |
-35.8% |
88.0 |
ATR |
47.3 |
46.6 |
-0.7 |
-1.6% |
0.0 |
Volume |
28,390 |
19,945 |
-8,445 |
-29.7% |
439,662 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,676.3 |
5,661.7 |
5,597.7 |
|
R3 |
5,642.3 |
5,627.7 |
5,588.4 |
|
R2 |
5,608.3 |
5,608.3 |
5,585.2 |
|
R1 |
5,593.7 |
5,593.7 |
5,582.1 |
5,601.0 |
PP |
5,574.3 |
5,574.3 |
5,574.3 |
5,578.0 |
S1 |
5,559.7 |
5,559.7 |
5,575.9 |
5,567.0 |
S2 |
5,540.3 |
5,540.3 |
5,572.8 |
|
S3 |
5,506.3 |
5,525.7 |
5,569.7 |
|
S4 |
5,472.3 |
5,491.7 |
5,560.3 |
|
|
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 |
5,589.0 |
5,462.0 |
127.0 |
2.3% |
45.0 |
0.8% |
92% |
True |
False |
25,917 |
10 |
5,589.0 |
5,462.0 |
127.0 |
2.3% |
38.5 |
0.7% |
92% |
True |
False |
52,225 |
20 |
5,589.0 |
5,333.0 |
256.0 |
4.6% |
29.0 |
0.5% |
96% |
True |
False |
26,244 |
40 |
5,589.0 |
5,009.0 |
580.0 |
10.4% |
35.8 |
0.6% |
98% |
True |
False |
13,140 |
60 |
5,589.0 |
5,009.0 |
580.0 |
10.4% |
27.4 |
0.5% |
98% |
True |
False |
8,768 |
80 |
5,589.0 |
5,009.0 |
580.0 |
10.4% |
22.0 |
0.4% |
98% |
True |
False |
6,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,733.5 |
2.618 |
5,678.0 |
1.618 |
5,644.0 |
1.000 |
5,623.0 |
0.618 |
5,610.0 |
HIGH |
5,589.0 |
0.618 |
5,576.0 |
0.500 |
5,572.0 |
0.382 |
5,568.0 |
LOW |
5,555.0 |
0.618 |
5,534.0 |
1.000 |
5,521.0 |
1.618 |
5,500.0 |
2.618 |
5,466.0 |
4.250 |
5,410.5 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,576.7 |
5,564.7 |
PP |
5,574.3 |
5,550.3 |
S1 |
5,572.0 |
5,536.0 |
|