Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
227.02 |
227.41 |
0.39 |
0.2% |
220.65 |
High |
228.34 |
228.23 |
-0.11 |
0.0% |
226.53 |
Low |
227.00 |
225.37 |
-1.63 |
-0.7% |
220.42 |
Close |
227.76 |
225.88 |
-1.88 |
-0.8% |
226.51 |
Range |
1.34 |
2.86 |
1.52 |
113.4% |
6.11 |
ATR |
1.65 |
1.73 |
0.09 |
5.3% |
0.00 |
Volume |
110,477,400 |
142,501,792 |
32,024,392 |
29.0% |
426,173,100 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
235.07 |
233.34 |
227.45 |
|
R3 |
232.21 |
230.48 |
226.67 |
|
R2 |
229.35 |
229.35 |
226.40 |
|
R1 |
227.62 |
227.62 |
226.14 |
227.06 |
PP |
226.49 |
226.49 |
226.49 |
226.21 |
S1 |
224.76 |
224.76 |
225.62 |
224.20 |
S2 |
223.63 |
223.63 |
225.36 |
|
S3 |
220.77 |
221.90 |
225.09 |
|
S4 |
217.91 |
219.04 |
224.31 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
242.82 |
240.77 |
229.87 |
|
R3 |
236.71 |
234.66 |
228.19 |
|
R2 |
230.60 |
230.60 |
227.63 |
|
R1 |
228.55 |
228.55 |
227.07 |
229.58 |
PP |
224.49 |
224.49 |
224.49 |
225.00 |
S1 |
222.44 |
222.44 |
225.95 |
223.47 |
S2 |
218.38 |
218.38 |
225.39 |
|
S3 |
212.27 |
216.33 |
224.83 |
|
S4 |
206.16 |
210.22 |
223.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
228.34 |
224.26 |
4.08 |
1.8% |
1.60 |
0.7% |
40% |
False |
False |
108,543,057 |
10 |
228.34 |
219.15 |
9.19 |
4.1% |
1.59 |
0.7% |
73% |
False |
False |
93,504,909 |
20 |
228.34 |
217.42 |
10.92 |
4.8% |
1.32 |
0.6% |
77% |
False |
False |
82,540,214 |
40 |
228.34 |
208.38 |
19.96 |
8.8% |
1.58 |
0.7% |
88% |
False |
False |
92,990,759 |
60 |
228.34 |
208.38 |
19.96 |
8.8% |
1.61 |
0.7% |
88% |
False |
False |
91,597,457 |
80 |
228.34 |
208.38 |
19.96 |
8.8% |
1.66 |
0.7% |
88% |
False |
False |
94,605,487 |
100 |
228.34 |
208.38 |
19.96 |
8.8% |
1.57 |
0.7% |
88% |
False |
False |
88,561,138 |
120 |
228.34 |
198.65 |
29.69 |
13.1% |
1.58 |
0.7% |
92% |
False |
False |
90,971,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
240.39 |
2.618 |
235.72 |
1.618 |
232.86 |
1.000 |
231.09 |
0.618 |
230.00 |
HIGH |
228.23 |
0.618 |
227.14 |
0.500 |
226.80 |
0.382 |
226.46 |
LOW |
225.37 |
0.618 |
223.60 |
1.000 |
222.51 |
1.618 |
220.74 |
2.618 |
217.88 |
4.250 |
213.22 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
226.80 |
226.86 |
PP |
226.49 |
226.53 |
S1 |
226.19 |
226.21 |
|