Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
225.41 |
226.40 |
0.99 |
0.4% |
220.65 |
High |
226.53 |
226.96 |
0.43 |
0.2% |
226.53 |
Low |
225.37 |
225.76 |
0.39 |
0.2% |
220.42 |
Close |
226.51 |
226.25 |
-0.26 |
-0.1% |
226.51 |
Range |
1.16 |
1.20 |
0.04 |
3.4% |
6.11 |
ATR |
1.64 |
1.61 |
-0.03 |
-1.9% |
0.00 |
Volume |
88,005,696 |
102,016,096 |
14,010,400 |
15.9% |
426,173,100 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
229.92 |
229.29 |
226.91 |
|
R3 |
228.72 |
228.09 |
226.58 |
|
R2 |
227.52 |
227.52 |
226.47 |
|
R1 |
226.89 |
226.89 |
226.36 |
226.61 |
PP |
226.32 |
226.32 |
226.32 |
226.18 |
S1 |
225.69 |
225.69 |
226.14 |
225.41 |
S2 |
225.12 |
225.12 |
226.03 |
|
S3 |
223.92 |
224.49 |
225.92 |
|
S4 |
222.72 |
223.29 |
225.59 |
|
|
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 |
226.96 |
220.66 |
6.30 |
2.8% |
1.63 |
0.7% |
89% |
True |
False |
92,070,279 |
10 |
226.96 |
219.15 |
7.81 |
3.5% |
1.45 |
0.6% |
91% |
True |
False |
86,524,830 |
20 |
226.96 |
215.72 |
11.24 |
5.0% |
1.26 |
0.6% |
94% |
True |
False |
79,202,874 |
40 |
226.96 |
208.38 |
18.58 |
8.2% |
1.53 |
0.7% |
96% |
True |
False |
90,044,909 |
60 |
226.96 |
208.38 |
18.58 |
8.2% |
1.59 |
0.7% |
96% |
True |
False |
89,878,441 |
80 |
226.96 |
208.38 |
18.58 |
8.2% |
1.63 |
0.7% |
96% |
True |
False |
93,153,392 |
100 |
226.96 |
208.38 |
18.58 |
8.2% |
1.55 |
0.7% |
96% |
True |
False |
87,217,951 |
120 |
226.96 |
198.65 |
28.31 |
12.5% |
1.63 |
0.7% |
97% |
True |
False |
92,498,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
232.06 |
2.618 |
230.10 |
1.618 |
228.90 |
1.000 |
228.16 |
0.618 |
227.70 |
HIGH |
226.96 |
0.618 |
226.50 |
0.500 |
226.36 |
0.382 |
226.22 |
LOW |
225.76 |
0.618 |
225.02 |
1.000 |
224.56 |
1.618 |
223.82 |
2.618 |
222.62 |
4.250 |
220.66 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
226.36 |
226.04 |
PP |
226.32 |
225.82 |
S1 |
226.29 |
225.61 |
|