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 |
18,360 |
18,615 |
255 |
1.4% |
18,045 |
High |
18,665 |
18,755 |
90 |
0.5% |
18,495 |
Low |
18,295 |
18,400 |
105 |
0.6% |
18,005 |
Close |
18,620 |
18,450 |
-170 |
-0.9% |
18,400 |
Range |
370 |
355 |
-15 |
-4.1% |
490 |
ATR |
283 |
289 |
5 |
1.8% |
0 |
Volume |
13,703 |
13,802 |
99 |
0.7% |
42,651 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,600 |
19,380 |
18,645 |
|
R3 |
19,245 |
19,025 |
18,548 |
|
R2 |
18,890 |
18,890 |
18,515 |
|
R1 |
18,670 |
18,670 |
18,483 |
18,603 |
PP |
18,535 |
18,535 |
18,535 |
18,501 |
S1 |
18,315 |
18,315 |
18,418 |
18,248 |
S2 |
18,180 |
18,180 |
18,385 |
|
S3 |
17,825 |
17,960 |
18,353 |
|
S4 |
17,470 |
17,605 |
18,255 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,770 |
19,575 |
18,670 |
|
R3 |
19,280 |
19,085 |
18,535 |
|
R2 |
18,790 |
18,790 |
18,490 |
|
R1 |
18,595 |
18,595 |
18,445 |
18,693 |
PP |
18,300 |
18,300 |
18,300 |
18,349 |
S1 |
18,105 |
18,105 |
18,355 |
18,203 |
S2 |
17,810 |
17,810 |
18,310 |
|
S3 |
17,320 |
17,615 |
18,265 |
|
S4 |
16,830 |
17,125 |
18,131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,755 |
18,220 |
535 |
2.9% |
263 |
1.4% |
43% |
True |
False |
12,267 |
10 |
18,755 |
17,765 |
990 |
5.4% |
258 |
1.4% |
69% |
True |
False |
11,052 |
20 |
18,755 |
16,140 |
2,615 |
14.2% |
322 |
1.7% |
88% |
True |
False |
13,897 |
40 |
18,755 |
16,140 |
2,615 |
14.2% |
266 |
1.4% |
88% |
True |
False |
11,733 |
60 |
18,755 |
16,140 |
2,615 |
14.2% |
268 |
1.4% |
88% |
True |
False |
11,539 |
80 |
18,755 |
16,140 |
2,615 |
14.2% |
249 |
1.4% |
88% |
True |
False |
9,225 |
100 |
18,755 |
15,900 |
2,855 |
15.5% |
249 |
1.4% |
89% |
True |
False |
7,385 |
120 |
18,755 |
15,060 |
3,695 |
20.0% |
256 |
1.4% |
92% |
True |
False |
6,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,264 |
2.618 |
19,685 |
1.618 |
19,330 |
1.000 |
19,110 |
0.618 |
18,975 |
HIGH |
18,755 |
0.618 |
18,620 |
0.500 |
18,578 |
0.382 |
18,536 |
LOW |
18,400 |
0.618 |
18,181 |
1.000 |
18,045 |
1.618 |
17,826 |
2.618 |
17,471 |
4.250 |
16,891 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,578 |
18,500 |
PP |
18,535 |
18,483 |
S1 |
18,493 |
18,467 |
|