Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,591.0 |
5,629.0 |
38.0 |
0.7% |
5,495.0 |
High |
5,654.0 |
5,675.0 |
21.0 |
0.4% |
5,614.0 |
Low |
5,591.0 |
5,624.0 |
33.0 |
0.6% |
5,483.0 |
Close |
5,650.0 |
5,670.0 |
20.0 |
0.4% |
5,599.0 |
Range |
63.0 |
51.0 |
-12.0 |
-19.0% |
131.0 |
ATR |
47.6 |
47.9 |
0.2 |
0.5% |
0.0 |
Volume |
19,810 |
19,075 |
-735 |
-3.7% |
106,259 |
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,809.3 |
5,790.7 |
5,698.1 |
|
R3 |
5,758.3 |
5,739.7 |
5,684.0 |
|
R2 |
5,707.3 |
5,707.3 |
5,679.4 |
|
R1 |
5,688.7 |
5,688.7 |
5,674.7 |
5,698.0 |
PP |
5,656.3 |
5,656.3 |
5,656.3 |
5,661.0 |
S1 |
5,637.7 |
5,637.7 |
5,665.3 |
5,647.0 |
S2 |
5,605.3 |
5,605.3 |
5,660.7 |
|
S3 |
5,554.3 |
5,586.7 |
5,656.0 |
|
S4 |
5,503.3 |
5,535.7 |
5,642.0 |
|
|
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 |
5,675.0 |
5,555.0 |
120.0 |
2.1% |
47.4 |
0.8% |
96% |
True |
False |
18,311 |
10 |
5,675.0 |
5,462.0 |
213.0 |
3.8% |
46.7 |
0.8% |
98% |
True |
False |
32,080 |
20 |
5,675.0 |
5,333.0 |
342.0 |
6.0% |
36.0 |
0.6% |
99% |
True |
False |
29,807 |
40 |
5,675.0 |
5,009.0 |
666.0 |
11.7% |
39.2 |
0.7% |
99% |
True |
False |
14,929 |
60 |
5,675.0 |
5,009.0 |
666.0 |
11.7% |
30.0 |
0.5% |
99% |
True |
False |
9,961 |
80 |
5,675.0 |
5,009.0 |
666.0 |
11.7% |
24.3 |
0.4% |
99% |
True |
False |
7,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,891.8 |
2.618 |
5,808.5 |
1.618 |
5,757.5 |
1.000 |
5,726.0 |
0.618 |
5,706.5 |
HIGH |
5,675.0 |
0.618 |
5,655.5 |
0.500 |
5,649.5 |
0.382 |
5,643.5 |
LOW |
5,624.0 |
0.618 |
5,592.5 |
1.000 |
5,573.0 |
1.618 |
5,541.5 |
2.618 |
5,490.5 |
4.250 |
5,407.3 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,663.2 |
5,655.3 |
PP |
5,656.3 |
5,640.7 |
S1 |
5,649.5 |
5,626.0 |
|