Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,559.0 |
5,570.0 |
11.0 |
0.2% |
5,531.0 |
High |
5,589.0 |
5,614.0 |
25.0 |
0.4% |
5,550.0 |
Low |
5,555.0 |
5,558.0 |
3.0 |
0.1% |
5,462.0 |
Close |
5,579.0 |
5,613.0 |
34.0 |
0.6% |
5,493.0 |
Range |
34.0 |
56.0 |
22.0 |
64.7% |
88.0 |
ATR |
46.6 |
47.3 |
0.7 |
1.4% |
0.0 |
Volume |
19,945 |
21,347 |
1,402 |
7.0% |
439,662 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,763.0 |
5,744.0 |
5,643.8 |
|
R3 |
5,707.0 |
5,688.0 |
5,628.4 |
|
R2 |
5,651.0 |
5,651.0 |
5,623.3 |
|
R1 |
5,632.0 |
5,632.0 |
5,618.1 |
5,641.5 |
PP |
5,595.0 |
5,595.0 |
5,595.0 |
5,599.8 |
S1 |
5,576.0 |
5,576.0 |
5,607.9 |
5,585.5 |
S2 |
5,539.0 |
5,539.0 |
5,602.7 |
|
S3 |
5,483.0 |
5,520.0 |
5,597.6 |
|
S4 |
5,427.0 |
5,464.0 |
5,582.2 |
|
|
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 |
5,614.0 |
5,462.0 |
152.0 |
2.7% |
46.6 |
0.8% |
99% |
True |
False |
24,020 |
10 |
5,614.0 |
5,462.0 |
152.0 |
2.7% |
41.4 |
0.7% |
99% |
True |
False |
54,052 |
20 |
5,614.0 |
5,333.0 |
281.0 |
5.0% |
31.2 |
0.6% |
100% |
True |
False |
27,303 |
40 |
5,614.0 |
5,009.0 |
605.0 |
10.8% |
36.3 |
0.6% |
100% |
True |
False |
13,673 |
60 |
5,614.0 |
5,009.0 |
605.0 |
10.8% |
28.1 |
0.5% |
100% |
True |
False |
9,124 |
80 |
5,614.0 |
5,009.0 |
605.0 |
10.8% |
22.7 |
0.4% |
100% |
True |
False |
6,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,852.0 |
2.618 |
5,760.6 |
1.618 |
5,704.6 |
1.000 |
5,670.0 |
0.618 |
5,648.6 |
HIGH |
5,614.0 |
0.618 |
5,592.6 |
0.500 |
5,586.0 |
0.382 |
5,579.4 |
LOW |
5,558.0 |
0.618 |
5,523.4 |
1.000 |
5,502.0 |
1.618 |
5,467.4 |
2.618 |
5,411.4 |
4.250 |
5,320.0 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,604.0 |
5,596.2 |
PP |
5,595.0 |
5,579.3 |
S1 |
5,586.0 |
5,562.5 |
|