Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,629.0 |
5,655.0 |
26.0 |
0.5% |
5,591.0 |
High |
5,675.0 |
5,659.0 |
-16.0 |
-0.3% |
5,675.0 |
Low |
5,624.0 |
5,616.0 |
-8.0 |
-0.1% |
5,591.0 |
Close |
5,670.0 |
5,631.0 |
-39.0 |
-0.7% |
5,631.0 |
Range |
51.0 |
43.0 |
-8.0 |
-15.7% |
84.0 |
ATR |
47.9 |
48.3 |
0.4 |
0.9% |
0.0 |
Volume |
19,075 |
14,303 |
-4,772 |
-25.0% |
53,188 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,764.3 |
5,740.7 |
5,654.7 |
|
R3 |
5,721.3 |
5,697.7 |
5,642.8 |
|
R2 |
5,678.3 |
5,678.3 |
5,638.9 |
|
R1 |
5,654.7 |
5,654.7 |
5,634.9 |
5,645.0 |
PP |
5,635.3 |
5,635.3 |
5,635.3 |
5,630.5 |
S1 |
5,611.7 |
5,611.7 |
5,627.1 |
5,602.0 |
S2 |
5,592.3 |
5,592.3 |
5,623.1 |
|
S3 |
5,549.3 |
5,568.7 |
5,619.2 |
|
S4 |
5,506.3 |
5,525.7 |
5,607.4 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,884.3 |
5,841.7 |
5,677.2 |
|
R3 |
5,800.3 |
5,757.7 |
5,654.1 |
|
R2 |
5,716.3 |
5,716.3 |
5,646.4 |
|
R1 |
5,673.7 |
5,673.7 |
5,638.7 |
5,695.0 |
PP |
5,632.3 |
5,632.3 |
5,632.3 |
5,643.0 |
S1 |
5,589.7 |
5,589.7 |
5,623.3 |
5,611.0 |
S2 |
5,548.3 |
5,548.3 |
5,615.6 |
|
S3 |
5,464.3 |
5,505.7 |
5,607.9 |
|
S4 |
5,380.3 |
5,421.7 |
5,584.8 |
|
|
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 |
5,558.0 |
117.0 |
2.1% |
49.2 |
0.9% |
62% |
False |
False |
17,183 |
10 |
5,675.0 |
5,462.0 |
213.0 |
3.8% |
47.1 |
0.8% |
79% |
False |
False |
21,550 |
20 |
5,675.0 |
5,333.0 |
342.0 |
6.1% |
37.0 |
0.7% |
87% |
False |
False |
30,521 |
40 |
5,675.0 |
5,009.0 |
666.0 |
11.8% |
39.5 |
0.7% |
93% |
False |
False |
15,286 |
60 |
5,675.0 |
5,009.0 |
666.0 |
11.8% |
30.7 |
0.5% |
93% |
False |
False |
10,200 |
80 |
5,675.0 |
5,009.0 |
666.0 |
11.8% |
24.9 |
0.4% |
93% |
False |
False |
7,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,841.8 |
2.618 |
5,771.6 |
1.618 |
5,728.6 |
1.000 |
5,702.0 |
0.618 |
5,685.6 |
HIGH |
5,659.0 |
0.618 |
5,642.6 |
0.500 |
5,637.5 |
0.382 |
5,632.4 |
LOW |
5,616.0 |
0.618 |
5,589.4 |
1.000 |
5,573.0 |
1.618 |
5,546.4 |
2.618 |
5,503.4 |
4.250 |
5,433.3 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,637.5 |
5,633.0 |
PP |
5,635.3 |
5,632.3 |
S1 |
5,633.2 |
5,631.7 |
|