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 |
19,189 |
19,110 |
-79 |
-0.4% |
19,125 |
High |
19,193 |
19,276 |
83 |
0.4% |
19,215 |
Low |
19,133 |
19,083 |
-50 |
-0.3% |
19,042 |
Close |
19,158 |
19,210 |
52 |
0.3% |
19,158 |
Range |
60 |
193 |
133 |
221.7% |
173 |
ATR |
149 |
152 |
3 |
2.1% |
0 |
Volume |
136,560 |
141,710 |
5,150 |
3.8% |
732,420 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,769 |
19,682 |
19,316 |
|
R3 |
19,576 |
19,489 |
19,263 |
|
R2 |
19,383 |
19,383 |
19,246 |
|
R1 |
19,296 |
19,296 |
19,228 |
19,340 |
PP |
19,190 |
19,190 |
19,190 |
19,211 |
S1 |
19,103 |
19,103 |
19,192 |
19,147 |
S2 |
18,997 |
18,997 |
19,175 |
|
S3 |
18,804 |
18,910 |
19,157 |
|
S4 |
18,611 |
18,717 |
19,104 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,657 |
19,581 |
19,253 |
|
R3 |
19,484 |
19,408 |
19,206 |
|
R2 |
19,311 |
19,311 |
19,190 |
|
R1 |
19,235 |
19,235 |
19,174 |
19,273 |
PP |
19,138 |
19,138 |
19,138 |
19,158 |
S1 |
19,062 |
19,062 |
19,142 |
19,100 |
S2 |
18,965 |
18,965 |
19,126 |
|
S3 |
18,792 |
18,889 |
19,111 |
|
S4 |
18,619 |
18,716 |
19,063 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,276 |
19,059 |
217 |
1.1% |
107 |
0.6% |
70% |
True |
False |
149,146 |
10 |
19,276 |
18,834 |
442 |
2.3% |
101 |
0.5% |
85% |
True |
False |
130,739 |
20 |
19,276 |
17,418 |
1,858 |
9.7% |
182 |
0.9% |
96% |
True |
False |
177,944 |
40 |
19,276 |
17,418 |
1,858 |
9.7% |
169 |
0.9% |
96% |
True |
False |
170,589 |
60 |
19,276 |
17,418 |
1,858 |
9.7% |
182 |
0.9% |
96% |
True |
False |
170,693 |
80 |
19,276 |
17,418 |
1,858 |
9.7% |
169 |
0.9% |
96% |
True |
False |
131,374 |
100 |
19,276 |
17,418 |
1,858 |
9.7% |
157 |
0.8% |
96% |
True |
False |
105,114 |
120 |
19,276 |
16,876 |
2,400 |
12.5% |
168 |
0.9% |
97% |
True |
False |
87,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,096 |
2.618 |
19,781 |
1.618 |
19,588 |
1.000 |
19,469 |
0.618 |
19,395 |
HIGH |
19,276 |
0.618 |
19,202 |
0.500 |
19,180 |
0.382 |
19,157 |
LOW |
19,083 |
0.618 |
18,964 |
1.000 |
18,890 |
1.618 |
18,771 |
2.618 |
18,578 |
4.250 |
18,263 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,200 |
19,200 |
PP |
19,190 |
19,190 |
S1 |
19,180 |
19,180 |
|