Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1,172.7 |
1,172.3 |
-0.4 |
0.0% |
1,184.4 |
High |
1,174.6 |
1,177.3 |
2.7 |
0.2% |
1,197.2 |
Low |
1,160.0 |
1,166.4 |
6.4 |
0.6% |
1,160.0 |
Close |
1,166.9 |
1,175.1 |
8.2 |
0.7% |
1,175.1 |
Range |
14.6 |
10.9 |
-3.7 |
-25.3% |
37.2 |
ATR |
20.4 |
19.8 |
-0.7 |
-3.3% |
0.0 |
Volume |
1,588 |
1,521 |
-67 |
-4.2% |
242,305 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.6 |
1,201.3 |
1,181.1 |
|
R3 |
1,194.7 |
1,190.4 |
1,178.1 |
|
R2 |
1,183.8 |
1,183.8 |
1,177.1 |
|
R1 |
1,179.5 |
1,179.5 |
1,176.1 |
1,181.7 |
PP |
1,172.9 |
1,172.9 |
1,172.9 |
1,174.0 |
S1 |
1,168.6 |
1,168.6 |
1,174.1 |
1,170.8 |
S2 |
1,162.0 |
1,162.0 |
1,173.1 |
|
S3 |
1,151.1 |
1,157.7 |
1,172.1 |
|
S4 |
1,140.2 |
1,146.8 |
1,169.1 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.0 |
1,269.3 |
1,195.6 |
|
R3 |
1,251.8 |
1,232.1 |
1,185.3 |
|
R2 |
1,214.6 |
1,214.6 |
1,181.9 |
|
R1 |
1,194.9 |
1,194.9 |
1,178.5 |
1,186.2 |
PP |
1,177.4 |
1,177.4 |
1,177.4 |
1,173.1 |
S1 |
1,157.7 |
1,157.7 |
1,171.7 |
1,149.0 |
S2 |
1,140.2 |
1,140.2 |
1,168.3 |
|
S3 |
1,103.0 |
1,120.5 |
1,164.9 |
|
S4 |
1,065.8 |
1,083.3 |
1,154.6 |
|
|
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% |
16.2 |
1.4% |
41% |
False |
False |
48,461 |
10 |
1,220.9 |
1,160.0 |
60.9 |
5.2% |
18.1 |
1.5% |
25% |
False |
False |
154,588 |
20 |
1,338.3 |
1,160.0 |
178.3 |
15.2% |
22.6 |
1.9% |
8% |
False |
False |
244,528 |
40 |
1,338.3 |
1,160.0 |
178.3 |
15.2% |
17.9 |
1.5% |
8% |
False |
False |
204,209 |
60 |
1,347.8 |
1,160.0 |
187.8 |
16.0% |
17.0 |
1.4% |
8% |
False |
False |
194,734 |
80 |
1,364.3 |
1,160.0 |
204.3 |
17.4% |
16.8 |
1.4% |
7% |
False |
False |
192,985 |
100 |
1,374.2 |
1,160.0 |
214.2 |
18.2% |
16.9 |
1.4% |
7% |
False |
False |
177,684 |
120 |
1,384.4 |
1,160.0 |
224.4 |
19.1% |
18.4 |
1.6% |
7% |
False |
False |
151,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.6 |
2.618 |
1,205.8 |
1.618 |
1,194.9 |
1.000 |
1,188.2 |
0.618 |
1,184.0 |
HIGH |
1,177.3 |
0.618 |
1,173.1 |
0.500 |
1,171.9 |
0.382 |
1,170.6 |
LOW |
1,166.4 |
0.618 |
1,159.7 |
1.000 |
1,155.5 |
1.618 |
1,148.8 |
2.618 |
1,137.9 |
4.250 |
1,120.1 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,174.0 |
1,176.7 |
PP |
1,172.9 |
1,176.1 |
S1 |
1,171.9 |
1,175.6 |
|