Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
226.25 |
225.60 |
-0.65 |
-0.3% |
226.40 |
High |
226.45 |
225.74 |
-0.71 |
-0.3% |
228.34 |
Low |
225.77 |
224.92 |
-0.85 |
-0.4% |
224.67 |
Close |
225.77 |
225.38 |
-0.39 |
-0.2% |
225.04 |
Range |
0.68 |
0.82 |
0.14 |
20.6% |
3.67 |
ATR |
1.60 |
1.55 |
-0.05 |
-3.3% |
0.00 |
Volume |
67,909,000 |
56,219,000 |
-11,690,000 |
-17.2% |
636,387,880 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
227.81 |
227.41 |
225.83 |
|
R3 |
226.99 |
226.59 |
225.61 |
|
R2 |
226.17 |
226.17 |
225.53 |
|
R1 |
225.77 |
225.77 |
225.46 |
225.56 |
PP |
225.35 |
225.35 |
225.35 |
225.24 |
S1 |
224.95 |
224.95 |
225.30 |
224.74 |
S2 |
224.53 |
224.53 |
225.23 |
|
S3 |
223.71 |
224.13 |
225.15 |
|
S4 |
222.89 |
223.31 |
224.93 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
237.03 |
234.70 |
227.06 |
|
R3 |
233.36 |
231.03 |
226.05 |
|
R2 |
229.69 |
229.69 |
225.71 |
|
R1 |
227.36 |
227.36 |
225.38 |
226.69 |
PP |
226.02 |
226.02 |
226.02 |
225.68 |
S1 |
223.69 |
223.69 |
224.70 |
223.02 |
S2 |
222.35 |
222.35 |
224.37 |
|
S3 |
218.68 |
220.02 |
224.03 |
|
S4 |
215.01 |
216.35 |
223.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
226.57 |
224.67 |
1.90 |
0.8% |
0.91 |
0.4% |
37% |
False |
False |
92,145,600 |
10 |
228.34 |
224.67 |
3.67 |
1.6% |
1.30 |
0.6% |
19% |
False |
False |
102,870,148 |
20 |
228.34 |
219.15 |
9.19 |
4.1% |
1.34 |
0.6% |
68% |
False |
False |
90,918,634 |
40 |
228.34 |
208.38 |
19.96 |
8.9% |
1.57 |
0.7% |
85% |
False |
False |
96,842,216 |
60 |
228.34 |
208.38 |
19.96 |
8.9% |
1.55 |
0.7% |
85% |
False |
False |
92,757,361 |
80 |
228.34 |
208.38 |
19.96 |
8.9% |
1.63 |
0.7% |
85% |
False |
False |
96,358,298 |
100 |
228.34 |
208.38 |
19.96 |
8.9% |
1.54 |
0.7% |
85% |
False |
False |
89,774,883 |
120 |
228.34 |
207.06 |
21.28 |
9.4% |
1.53 |
0.7% |
86% |
False |
False |
88,130,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
229.23 |
2.618 |
227.89 |
1.618 |
227.07 |
1.000 |
226.56 |
0.618 |
226.25 |
HIGH |
225.74 |
0.618 |
225.43 |
0.500 |
225.33 |
0.382 |
225.23 |
LOW |
224.92 |
0.618 |
224.41 |
1.000 |
224.10 |
1.618 |
223.59 |
2.618 |
222.77 |
4.250 |
221.44 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
225.36 |
225.75 |
PP |
225.35 |
225.62 |
S1 |
225.33 |
225.50 |
|