Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,570.0 |
5,610.0 |
40.0 |
0.7% |
5,495.0 |
High |
5,614.0 |
5,610.0 |
-4.0 |
-0.1% |
5,614.0 |
Low |
5,558.0 |
5,577.0 |
19.0 |
0.3% |
5,483.0 |
Close |
5,613.0 |
5,599.0 |
-14.0 |
-0.2% |
5,599.0 |
Range |
56.0 |
33.0 |
-23.0 |
-41.1% |
131.0 |
ATR |
47.3 |
46.5 |
-0.8 |
-1.7% |
0.0 |
Volume |
21,347 |
11,382 |
-9,965 |
-46.7% |
106,259 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,694.3 |
5,679.7 |
5,617.2 |
|
R3 |
5,661.3 |
5,646.7 |
5,608.1 |
|
R2 |
5,628.3 |
5,628.3 |
5,605.1 |
|
R1 |
5,613.7 |
5,613.7 |
5,602.0 |
5,604.5 |
PP |
5,595.3 |
5,595.3 |
5,595.3 |
5,590.8 |
S1 |
5,580.7 |
5,580.7 |
5,596.0 |
5,571.5 |
S2 |
5,562.3 |
5,562.3 |
5,593.0 |
|
S3 |
5,529.3 |
5,547.7 |
5,589.9 |
|
S4 |
5,496.3 |
5,514.7 |
5,580.9 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,958.3 |
5,909.7 |
5,671.1 |
|
R3 |
5,827.3 |
5,778.7 |
5,635.0 |
|
R2 |
5,696.3 |
5,696.3 |
5,623.0 |
|
R1 |
5,647.7 |
5,647.7 |
5,611.0 |
5,672.0 |
PP |
5,565.3 |
5,565.3 |
5,565.3 |
5,577.5 |
S1 |
5,516.7 |
5,516.7 |
5,587.0 |
5,541.0 |
S2 |
5,434.3 |
5,434.3 |
5,575.0 |
|
S3 |
5,303.3 |
5,385.7 |
5,563.0 |
|
S4 |
5,172.3 |
5,254.7 |
5,527.0 |
|
|
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 |
5,483.0 |
131.0 |
2.3% |
45.2 |
0.8% |
89% |
False |
False |
21,251 |
10 |
5,614.0 |
5,462.0 |
152.0 |
2.7% |
42.0 |
0.8% |
90% |
False |
False |
54,592 |
20 |
5,614.0 |
5,333.0 |
281.0 |
5.0% |
31.5 |
0.6% |
95% |
False |
False |
27,864 |
40 |
5,614.0 |
5,009.0 |
605.0 |
10.8% |
36.8 |
0.7% |
98% |
False |
False |
13,958 |
60 |
5,614.0 |
5,009.0 |
605.0 |
10.8% |
28.1 |
0.5% |
98% |
False |
False |
9,313 |
80 |
5,614.0 |
5,009.0 |
605.0 |
10.8% |
23.1 |
0.4% |
98% |
False |
False |
6,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,750.3 |
2.618 |
5,696.4 |
1.618 |
5,663.4 |
1.000 |
5,643.0 |
0.618 |
5,630.4 |
HIGH |
5,610.0 |
0.618 |
5,597.4 |
0.500 |
5,593.5 |
0.382 |
5,589.6 |
LOW |
5,577.0 |
0.618 |
5,556.6 |
1.000 |
5,544.0 |
1.618 |
5,523.6 |
2.618 |
5,490.6 |
4.250 |
5,436.8 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,597.2 |
5,594.2 |
PP |
5,595.3 |
5,589.3 |
S1 |
5,593.5 |
5,584.5 |
|