Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,610.0 |
5,591.0 |
-19.0 |
-0.3% |
5,495.0 |
High |
5,610.0 |
5,654.0 |
44.0 |
0.8% |
5,614.0 |
Low |
5,577.0 |
5,591.0 |
14.0 |
0.3% |
5,483.0 |
Close |
5,599.0 |
5,650.0 |
51.0 |
0.9% |
5,599.0 |
Range |
33.0 |
63.0 |
30.0 |
90.9% |
131.0 |
ATR |
46.5 |
47.6 |
1.2 |
2.5% |
0.0 |
Volume |
11,382 |
19,810 |
8,428 |
74.0% |
106,259 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,820.7 |
5,798.3 |
5,684.7 |
|
R3 |
5,757.7 |
5,735.3 |
5,667.3 |
|
R2 |
5,694.7 |
5,694.7 |
5,661.6 |
|
R1 |
5,672.3 |
5,672.3 |
5,655.8 |
5,683.5 |
PP |
5,631.7 |
5,631.7 |
5,631.7 |
5,637.3 |
S1 |
5,609.3 |
5,609.3 |
5,644.2 |
5,620.5 |
S2 |
5,568.7 |
5,568.7 |
5,638.5 |
|
S3 |
5,505.7 |
5,546.3 |
5,632.7 |
|
S4 |
5,442.7 |
5,483.3 |
5,615.4 |
|
|
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 |
5,654.0 |
5,511.0 |
143.0 |
2.5% |
47.8 |
0.8% |
97% |
True |
False |
20,174 |
10 |
5,654.0 |
5,462.0 |
192.0 |
3.4% |
45.0 |
0.8% |
98% |
True |
False |
46,251 |
20 |
5,654.0 |
5,333.0 |
321.0 |
5.7% |
34.6 |
0.6% |
99% |
True |
False |
28,854 |
40 |
5,654.0 |
5,009.0 |
645.0 |
11.4% |
38.0 |
0.7% |
99% |
True |
False |
14,453 |
60 |
5,654.0 |
5,009.0 |
645.0 |
11.4% |
29.1 |
0.5% |
99% |
True |
False |
9,644 |
80 |
5,654.0 |
5,009.0 |
645.0 |
11.4% |
23.9 |
0.4% |
99% |
True |
False |
7,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,921.8 |
2.618 |
5,818.9 |
1.618 |
5,755.9 |
1.000 |
5,717.0 |
0.618 |
5,692.9 |
HIGH |
5,654.0 |
0.618 |
5,629.9 |
0.500 |
5,622.5 |
0.382 |
5,615.1 |
LOW |
5,591.0 |
0.618 |
5,552.1 |
1.000 |
5,528.0 |
1.618 |
5,489.1 |
2.618 |
5,426.1 |
4.250 |
5,323.3 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,640.8 |
5,635.3 |
PP |
5,631.7 |
5,620.7 |
S1 |
5,622.5 |
5,606.0 |
|