Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,187.1 |
1,172.7 |
-14.4 |
-1.2% |
1,207.3 |
High |
1,193.3 |
1,174.6 |
-18.7 |
-1.6% |
1,220.9 |
Low |
1,167.9 |
1,160.0 |
-7.9 |
-0.7% |
1,170.3 |
Close |
1,170.8 |
1,166.9 |
-3.9 |
-0.3% |
1,178.4 |
Range |
25.4 |
14.6 |
-10.8 |
-42.5% |
50.6 |
ATR |
20.9 |
20.4 |
-0.4 |
-2.2% |
0.0 |
Volume |
7,158 |
1,588 |
-5,570 |
-77.8% |
1,046,472 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.0 |
1,203.5 |
1,174.9 |
|
R3 |
1,196.4 |
1,188.9 |
1,170.9 |
|
R2 |
1,181.8 |
1,181.8 |
1,169.6 |
|
R1 |
1,174.3 |
1,174.3 |
1,168.2 |
1,170.8 |
PP |
1,167.2 |
1,167.2 |
1,167.2 |
1,165.4 |
S1 |
1,159.7 |
1,159.7 |
1,165.6 |
1,156.2 |
S2 |
1,152.6 |
1,152.6 |
1,164.2 |
|
S3 |
1,138.0 |
1,145.1 |
1,162.9 |
|
S4 |
1,123.4 |
1,130.5 |
1,158.9 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.7 |
1,310.6 |
1,206.2 |
|
R3 |
1,291.1 |
1,260.0 |
1,192.3 |
|
R2 |
1,240.5 |
1,240.5 |
1,187.7 |
|
R1 |
1,209.4 |
1,209.4 |
1,183.0 |
1,199.7 |
PP |
1,189.9 |
1,189.9 |
1,189.9 |
1,185.0 |
S1 |
1,158.8 |
1,158.8 |
1,173.8 |
1,149.1 |
S2 |
1,139.3 |
1,139.3 |
1,169.1 |
|
S3 |
1,088.7 |
1,108.2 |
1,164.5 |
|
S4 |
1,038.1 |
1,057.6 |
1,150.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,197.2 |
1,160.0 |
37.2 |
3.2% |
18.5 |
1.6% |
19% |
False |
True |
108,213 |
10 |
1,231.1 |
1,160.0 |
71.1 |
6.1% |
19.1 |
1.6% |
10% |
False |
True |
178,215 |
20 |
1,338.3 |
1,160.0 |
178.3 |
15.3% |
23.2 |
2.0% |
4% |
False |
True |
255,880 |
40 |
1,338.3 |
1,160.0 |
178.3 |
15.3% |
18.1 |
1.5% |
4% |
False |
True |
208,926 |
60 |
1,353.9 |
1,160.0 |
193.9 |
16.6% |
17.1 |
1.5% |
4% |
False |
True |
197,757 |
80 |
1,364.3 |
1,160.0 |
204.3 |
17.5% |
16.8 |
1.4% |
3% |
False |
True |
195,358 |
100 |
1,374.2 |
1,160.0 |
214.2 |
18.4% |
17.0 |
1.5% |
3% |
False |
True |
177,990 |
120 |
1,384.4 |
1,160.0 |
224.4 |
19.2% |
18.4 |
1.6% |
3% |
False |
True |
151,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.7 |
2.618 |
1,212.8 |
1.618 |
1,198.2 |
1.000 |
1,189.2 |
0.618 |
1,183.6 |
HIGH |
1,174.6 |
0.618 |
1,169.0 |
0.500 |
1,167.3 |
0.382 |
1,165.6 |
LOW |
1,160.0 |
0.618 |
1,151.0 |
1.000 |
1,145.4 |
1.618 |
1,136.4 |
2.618 |
1,121.8 |
4.250 |
1,098.0 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,167.3 |
1,177.4 |
PP |
1,167.2 |
1,173.9 |
S1 |
1,167.0 |
1,170.4 |
|