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 |
1,145.5 |
1,162.1 |
16.6 |
1.4% |
1,138.5 |
High |
1,163.1 |
1,166.8 |
3.7 |
0.3% |
1,166.8 |
Low |
1,145.5 |
1,153.3 |
7.8 |
0.7% |
1,135.6 |
Close |
1,160.7 |
1,154.3 |
-6.4 |
-0.6% |
1,154.3 |
Range |
17.6 |
13.5 |
-4.1 |
-23.3% |
31.2 |
ATR |
15.5 |
15.3 |
-0.1 |
-0.9% |
0.0 |
Volume |
5,830 |
9,930 |
4,100 |
70.3% |
21,373 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.6 |
1,190.0 |
1,161.7 |
|
R3 |
1,185.1 |
1,176.5 |
1,158.0 |
|
R2 |
1,171.6 |
1,171.6 |
1,156.8 |
|
R1 |
1,163.0 |
1,163.0 |
1,155.5 |
1,160.6 |
PP |
1,158.1 |
1,158.1 |
1,158.1 |
1,156.9 |
S1 |
1,149.5 |
1,149.5 |
1,153.1 |
1,147.1 |
S2 |
1,144.6 |
1,144.6 |
1,151.8 |
|
S3 |
1,131.1 |
1,136.0 |
1,150.6 |
|
S4 |
1,117.6 |
1,122.5 |
1,146.9 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.8 |
1,231.3 |
1,171.5 |
|
R3 |
1,214.6 |
1,200.1 |
1,162.9 |
|
R2 |
1,183.4 |
1,183.4 |
1,160.0 |
|
R1 |
1,168.9 |
1,168.9 |
1,157.2 |
1,176.2 |
PP |
1,152.2 |
1,152.2 |
1,152.2 |
1,155.9 |
S1 |
1,137.7 |
1,137.7 |
1,151.4 |
1,145.0 |
S2 |
1,121.0 |
1,121.0 |
1,148.6 |
|
S3 |
1,089.8 |
1,106.5 |
1,145.7 |
|
S4 |
1,058.6 |
1,075.3 |
1,137.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,166.8 |
1,132.8 |
34.0 |
2.9% |
12.6 |
1.1% |
63% |
True |
False |
5,267 |
10 |
1,166.8 |
1,129.9 |
36.9 |
3.2% |
11.2 |
1.0% |
66% |
True |
False |
4,562 |
20 |
1,192.6 |
1,127.2 |
65.4 |
5.7% |
13.7 |
1.2% |
41% |
False |
False |
4,641 |
40 |
1,343.9 |
1,127.2 |
216.7 |
18.8% |
17.8 |
1.5% |
13% |
False |
False |
4,854 |
60 |
1,343.9 |
1,127.2 |
216.7 |
18.8% |
15.4 |
1.3% |
13% |
False |
False |
4,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,224.2 |
2.618 |
1,202.1 |
1.618 |
1,188.6 |
1.000 |
1,180.3 |
0.618 |
1,175.1 |
HIGH |
1,166.8 |
0.618 |
1,161.6 |
0.500 |
1,160.1 |
0.382 |
1,158.5 |
LOW |
1,153.3 |
0.618 |
1,145.0 |
1.000 |
1,139.8 |
1.618 |
1,131.5 |
2.618 |
1,118.0 |
4.250 |
1,095.9 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,160.1 |
1,154.0 |
PP |
1,158.1 |
1,153.6 |
S1 |
1,156.2 |
1,153.3 |
|