Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,133.2 |
1,130.0 |
-3.2 |
-0.3% |
1,136.1 |
High |
1,135.5 |
1,137.3 |
1.8 |
0.2% |
1,144.4 |
Low |
1,128.6 |
1,129.5 |
0.9 |
0.1% |
1,127.3 |
Close |
1,130.7 |
1,133.6 |
2.9 |
0.3% |
1,133.6 |
Range |
6.9 |
7.8 |
0.9 |
13.0% |
17.1 |
ATR |
17.1 |
16.4 |
-0.7 |
-3.9% |
0.0 |
Volume |
120,321 |
74,795 |
-45,526 |
-37.8% |
574,404 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.9 |
1,153.0 |
1,137.9 |
|
R3 |
1,149.1 |
1,145.2 |
1,135.7 |
|
R2 |
1,141.3 |
1,141.3 |
1,135.0 |
|
R1 |
1,137.4 |
1,137.4 |
1,134.3 |
1,139.4 |
PP |
1,133.5 |
1,133.5 |
1,133.5 |
1,134.4 |
S1 |
1,129.6 |
1,129.6 |
1,132.9 |
1,131.6 |
S2 |
1,125.7 |
1,125.7 |
1,132.2 |
|
S3 |
1,117.9 |
1,121.8 |
1,131.5 |
|
S4 |
1,110.1 |
1,114.0 |
1,129.3 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.4 |
1,177.1 |
1,143.0 |
|
R3 |
1,169.3 |
1,160.0 |
1,138.3 |
|
R2 |
1,152.2 |
1,152.2 |
1,136.7 |
|
R1 |
1,142.9 |
1,142.9 |
1,135.2 |
1,139.0 |
PP |
1,135.1 |
1,135.1 |
1,135.1 |
1,133.2 |
S1 |
1,125.8 |
1,125.8 |
1,132.0 |
1,121.9 |
S2 |
1,118.0 |
1,118.0 |
1,130.5 |
|
S3 |
1,100.9 |
1,108.7 |
1,128.9 |
|
S4 |
1,083.8 |
1,091.6 |
1,124.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,144.4 |
1,127.3 |
17.1 |
1.5% |
9.2 |
0.8% |
37% |
False |
False |
114,880 |
10 |
1,168.0 |
1,124.3 |
43.7 |
3.9% |
13.6 |
1.2% |
21% |
False |
False |
155,869 |
20 |
1,200.0 |
1,124.3 |
75.7 |
6.7% |
15.1 |
1.3% |
12% |
False |
False |
169,023 |
40 |
1,341.0 |
1,124.3 |
216.7 |
19.1% |
19.0 |
1.7% |
4% |
False |
False |
102,042 |
60 |
1,341.0 |
1,124.3 |
216.7 |
19.1% |
17.1 |
1.5% |
4% |
False |
False |
70,732 |
80 |
1,360.7 |
1,124.3 |
236.4 |
20.9% |
16.4 |
1.4% |
4% |
False |
False |
54,139 |
100 |
1,375.6 |
1,124.3 |
251.3 |
22.2% |
16.1 |
1.4% |
4% |
False |
False |
44,250 |
120 |
1,383.6 |
1,124.3 |
259.3 |
22.9% |
16.4 |
1.4% |
4% |
False |
False |
37,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,170.5 |
2.618 |
1,157.7 |
1.618 |
1,149.9 |
1.000 |
1,145.1 |
0.618 |
1,142.1 |
HIGH |
1,137.3 |
0.618 |
1,134.3 |
0.500 |
1,133.4 |
0.382 |
1,132.5 |
LOW |
1,129.5 |
0.618 |
1,124.7 |
1.000 |
1,121.7 |
1.618 |
1,116.9 |
2.618 |
1,109.1 |
4.250 |
1,096.4 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,133.5 |
1,133.7 |
PP |
1,133.5 |
1,133.7 |
S1 |
1,133.4 |
1,133.6 |
|