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 |
5,469.0 |
5,468.0 |
-1.0 |
0.0% |
5,364.0 |
High |
5,471.0 |
5,512.0 |
41.0 |
0.7% |
5,528.0 |
Low |
5,426.0 |
5,458.0 |
32.0 |
0.6% |
5,337.0 |
Close |
5,442.0 |
5,502.0 |
60.0 |
1.1% |
5,514.0 |
Range |
45.0 |
54.0 |
9.0 |
20.0% |
191.0 |
ATR |
61.1 |
61.7 |
0.6 |
1.0% |
0.0 |
Volume |
37,225 |
36,983 |
-242 |
-0.7% |
123,299 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,652.7 |
5,631.3 |
5,531.7 |
|
R3 |
5,598.7 |
5,577.3 |
5,516.9 |
|
R2 |
5,544.7 |
5,544.7 |
5,511.9 |
|
R1 |
5,523.3 |
5,523.3 |
5,507.0 |
5,534.0 |
PP |
5,490.7 |
5,490.7 |
5,490.7 |
5,496.0 |
S1 |
5,469.3 |
5,469.3 |
5,497.1 |
5,480.0 |
S2 |
5,436.7 |
5,436.7 |
5,492.1 |
|
S3 |
5,382.7 |
5,415.3 |
5,487.2 |
|
S4 |
5,328.7 |
5,361.3 |
5,472.3 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,032.7 |
5,964.3 |
5,619.1 |
|
R3 |
5,841.7 |
5,773.3 |
5,566.5 |
|
R2 |
5,650.7 |
5,650.7 |
5,549.0 |
|
R1 |
5,582.3 |
5,582.3 |
5,531.5 |
5,616.5 |
PP |
5,459.7 |
5,459.7 |
5,459.7 |
5,476.8 |
S1 |
5,391.3 |
5,391.3 |
5,496.5 |
5,425.5 |
S2 |
5,268.7 |
5,268.7 |
5,479.0 |
|
S3 |
5,077.7 |
5,200.3 |
5,461.5 |
|
S4 |
4,886.7 |
5,009.3 |
5,409.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,528.0 |
5,426.0 |
102.0 |
1.9% |
47.0 |
0.9% |
75% |
False |
False |
30,908 |
10 |
5,528.0 |
5,337.0 |
191.0 |
3.5% |
46.9 |
0.9% |
86% |
False |
False |
26,990 |
20 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
60.8 |
1.1% |
95% |
False |
False |
32,305 |
40 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
55.0 |
1.0% |
95% |
False |
False |
29,012 |
60 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
51.2 |
0.9% |
95% |
False |
False |
31,926 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.1% |
43.1 |
0.8% |
94% |
False |
False |
24,005 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.1% |
35.9 |
0.7% |
94% |
False |
False |
19,220 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.1% |
31.6 |
0.6% |
94% |
False |
False |
16,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,741.5 |
2.618 |
5,653.4 |
1.618 |
5,599.4 |
1.000 |
5,566.0 |
0.618 |
5,545.4 |
HIGH |
5,512.0 |
0.618 |
5,491.4 |
0.500 |
5,485.0 |
0.382 |
5,478.6 |
LOW |
5,458.0 |
0.618 |
5,424.6 |
1.000 |
5,404.0 |
1.618 |
5,370.6 |
2.618 |
5,316.6 |
4.250 |
5,228.5 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,496.3 |
5,491.0 |
PP |
5,490.7 |
5,480.0 |
S1 |
5,485.0 |
5,469.0 |
|