Trading Metrics calculated at close of trading on 05-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
5,493.0 |
5,436.0 |
-57.0 |
-1.0% |
5,520.0 |
High |
5,500.0 |
5,445.0 |
-55.0 |
-1.0% |
5,520.0 |
Low |
5,438.0 |
5,383.0 |
-55.0 |
-1.0% |
5,426.0 |
Close |
5,444.0 |
5,397.0 |
-47.0 |
-0.9% |
5,444.0 |
Range |
62.0 |
62.0 |
0.0 |
0.0% |
94.0 |
ATR |
61.9 |
61.9 |
0.0 |
0.0% |
0.0 |
Volume |
31,990 |
33,284 |
1,294 |
4.0% |
161,214 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,594.3 |
5,557.7 |
5,431.1 |
|
R3 |
5,532.3 |
5,495.7 |
5,414.1 |
|
R2 |
5,470.3 |
5,470.3 |
5,408.4 |
|
R1 |
5,433.7 |
5,433.7 |
5,402.7 |
5,421.0 |
PP |
5,408.3 |
5,408.3 |
5,408.3 |
5,402.0 |
S1 |
5,371.7 |
5,371.7 |
5,391.3 |
5,359.0 |
S2 |
5,346.3 |
5,346.3 |
5,385.6 |
|
S3 |
5,284.3 |
5,309.7 |
5,380.0 |
|
S4 |
5,222.3 |
5,247.7 |
5,362.9 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,745.3 |
5,688.7 |
5,495.7 |
|
R3 |
5,651.3 |
5,594.7 |
5,469.9 |
|
R2 |
5,557.3 |
5,557.3 |
5,461.2 |
|
R1 |
5,500.7 |
5,500.7 |
5,452.6 |
5,482.0 |
PP |
5,463.3 |
5,463.3 |
5,463.3 |
5,454.0 |
S1 |
5,406.7 |
5,406.7 |
5,435.4 |
5,388.0 |
S2 |
5,369.3 |
5,369.3 |
5,426.8 |
|
S3 |
5,275.3 |
5,312.7 |
5,418.2 |
|
S4 |
5,181.3 |
5,218.7 |
5,392.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,512.0 |
5,383.0 |
129.0 |
2.4% |
51.8 |
1.0% |
11% |
False |
True |
33,739 |
10 |
5,528.0 |
5,382.0 |
146.0 |
2.7% |
53.5 |
1.0% |
10% |
False |
False |
29,747 |
20 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
61.3 |
1.1% |
74% |
False |
False |
32,444 |
40 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
56.2 |
1.0% |
74% |
False |
False |
29,875 |
60 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
51.9 |
1.0% |
74% |
False |
False |
31,554 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.3% |
44.2 |
0.8% |
73% |
False |
False |
24,814 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.3% |
37.1 |
0.7% |
73% |
False |
False |
19,871 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.3% |
31.9 |
0.6% |
73% |
False |
False |
16,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,708.5 |
2.618 |
5,607.3 |
1.618 |
5,545.3 |
1.000 |
5,507.0 |
0.618 |
5,483.3 |
HIGH |
5,445.0 |
0.618 |
5,421.3 |
0.500 |
5,414.0 |
0.382 |
5,406.7 |
LOW |
5,383.0 |
0.618 |
5,344.7 |
1.000 |
5,321.0 |
1.618 |
5,282.7 |
2.618 |
5,220.7 |
4.250 |
5,119.5 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
5,414.0 |
5,447.5 |
PP |
5,408.3 |
5,430.7 |
S1 |
5,402.7 |
5,413.8 |
|