Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
4,937.50 |
4,930.75 |
-6.75 |
-0.1% |
4,720.25 |
High |
4,957.50 |
4,961.75 |
4.25 |
0.1% |
4,897.00 |
Low |
4,910.50 |
4,918.25 |
7.75 |
0.2% |
4,700.50 |
Close |
4,932.50 |
4,934.75 |
2.25 |
0.0% |
4,893.25 |
Range |
47.00 |
43.50 |
-3.50 |
-7.4% |
196.50 |
ATR |
65.08 |
63.54 |
-1.54 |
-2.4% |
0.00 |
Volume |
290,773 |
249,163 |
-41,610 |
-14.3% |
242,785 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,068.75 |
5,045.25 |
4,958.75 |
|
R3 |
5,025.25 |
5,001.75 |
4,946.75 |
|
R2 |
4,981.75 |
4,981.75 |
4,942.75 |
|
R1 |
4,958.25 |
4,958.25 |
4,938.75 |
4,970.00 |
PP |
4,938.25 |
4,938.25 |
4,938.25 |
4,944.00 |
S1 |
4,914.75 |
4,914.75 |
4,930.75 |
4,926.50 |
S2 |
4,894.75 |
4,894.75 |
4,926.75 |
|
S3 |
4,851.25 |
4,871.25 |
4,922.75 |
|
S4 |
4,807.75 |
4,827.75 |
4,910.75 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,419.75 |
5,353.00 |
5,001.25 |
|
R3 |
5,223.25 |
5,156.50 |
4,947.25 |
|
R2 |
5,026.75 |
5,026.75 |
4,929.25 |
|
R1 |
4,960.00 |
4,960.00 |
4,911.25 |
4,993.50 |
PP |
4,830.25 |
4,830.25 |
4,830.25 |
4,847.00 |
S1 |
4,763.50 |
4,763.50 |
4,875.25 |
4,797.00 |
S2 |
4,633.75 |
4,633.75 |
4,857.25 |
|
S3 |
4,437.25 |
4,567.00 |
4,839.25 |
|
S4 |
4,240.75 |
4,370.50 |
4,785.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,961.75 |
4,851.75 |
110.00 |
2.2% |
60.50 |
1.2% |
75% |
True |
False |
247,709 |
10 |
4,961.75 |
4,700.50 |
261.25 |
5.3% |
60.00 |
1.2% |
90% |
True |
False |
131,257 |
20 |
4,961.75 |
4,700.50 |
261.25 |
5.3% |
55.75 |
1.1% |
90% |
True |
False |
65,919 |
40 |
4,961.75 |
4,557.00 |
404.75 |
8.2% |
67.75 |
1.4% |
93% |
True |
False |
33,253 |
60 |
4,961.75 |
4,557.00 |
404.75 |
8.2% |
61.00 |
1.2% |
93% |
True |
False |
22,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,146.50 |
2.618 |
5,075.75 |
1.618 |
5,032.25 |
1.000 |
5,005.25 |
0.618 |
4,988.75 |
HIGH |
4,961.75 |
0.618 |
4,945.25 |
0.500 |
4,940.00 |
0.382 |
4,934.75 |
LOW |
4,918.25 |
0.618 |
4,891.25 |
1.000 |
4,874.75 |
1.618 |
4,847.75 |
2.618 |
4,804.25 |
4.250 |
4,733.50 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,940.00 |
4,926.75 |
PP |
4,938.25 |
4,918.75 |
S1 |
4,936.50 |
4,910.50 |
|