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 |
4,819.00 |
4,735.50 |
-83.50 |
-1.7% |
4,864.25 |
High |
4,827.50 |
4,759.00 |
-68.50 |
-1.4% |
4,897.75 |
Low |
4,722.75 |
4,707.25 |
-15.50 |
-0.3% |
4,707.25 |
Close |
4,736.50 |
4,738.50 |
2.00 |
0.0% |
4,738.50 |
Range |
104.75 |
51.75 |
-53.00 |
-50.6% |
190.50 |
ATR |
69.37 |
68.11 |
-1.26 |
-1.8% |
0.00 |
Volume |
291,375 |
235,325 |
-56,050 |
-19.2% |
1,077,295 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,890.25 |
4,866.00 |
4,767.00 |
|
R3 |
4,838.50 |
4,814.25 |
4,752.75 |
|
R2 |
4,786.75 |
4,786.75 |
4,748.00 |
|
R1 |
4,762.50 |
4,762.50 |
4,743.25 |
4,774.50 |
PP |
4,735.00 |
4,735.00 |
4,735.00 |
4,741.00 |
S1 |
4,710.75 |
4,710.75 |
4,733.75 |
4,723.00 |
S2 |
4,683.25 |
4,683.25 |
4,729.00 |
|
S3 |
4,631.50 |
4,659.00 |
4,724.25 |
|
S4 |
4,579.75 |
4,607.25 |
4,710.00 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,352.75 |
5,236.00 |
4,843.25 |
|
R3 |
5,162.25 |
5,045.50 |
4,791.00 |
|
R2 |
4,971.75 |
4,971.75 |
4,773.50 |
|
R1 |
4,855.00 |
4,855.00 |
4,756.00 |
4,818.00 |
PP |
4,781.25 |
4,781.25 |
4,781.25 |
4,762.75 |
S1 |
4,664.50 |
4,664.50 |
4,721.00 |
4,627.50 |
S2 |
4,590.75 |
4,590.75 |
4,703.50 |
|
S3 |
4,400.25 |
4,474.00 |
4,686.00 |
|
S4 |
4,209.75 |
4,283.50 |
4,633.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,897.75 |
4,707.25 |
190.50 |
4.0% |
63.25 |
1.3% |
16% |
False |
True |
215,459 |
10 |
4,897.75 |
4,707.25 |
190.50 |
4.0% |
52.25 |
1.1% |
16% |
False |
True |
180,623 |
20 |
4,897.75 |
4,558.50 |
339.25 |
7.2% |
79.00 |
1.7% |
53% |
False |
False |
251,149 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
66.75 |
1.4% |
50% |
False |
False |
244,903 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
64.75 |
1.4% |
50% |
False |
False |
253,686 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
57.25 |
1.2% |
50% |
False |
False |
191,654 |
100 |
4,919.50 |
4,546.25 |
373.25 |
7.9% |
53.50 |
1.1% |
52% |
False |
False |
153,355 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
55.75 |
1.2% |
76% |
False |
False |
127,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,979.00 |
2.618 |
4,894.50 |
1.618 |
4,842.75 |
1.000 |
4,810.75 |
0.618 |
4,791.00 |
HIGH |
4,759.00 |
0.618 |
4,739.25 |
0.500 |
4,733.00 |
0.382 |
4,727.00 |
LOW |
4,707.25 |
0.618 |
4,675.25 |
1.000 |
4,655.50 |
1.618 |
4,623.50 |
2.618 |
4,571.75 |
4.250 |
4,487.25 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
4,736.75 |
4,796.50 |
PP |
4,735.00 |
4,777.00 |
S1 |
4,733.00 |
4,757.75 |
|