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 |
18,465 |
18,250 |
-215 |
-1.2% |
18,370 |
High |
18,480 |
18,570 |
90 |
0.5% |
18,755 |
Low |
18,255 |
18,235 |
-20 |
-0.1% |
18,220 |
Close |
18,375 |
18,400 |
25 |
0.1% |
18,375 |
Range |
225 |
335 |
110 |
48.9% |
535 |
ATR |
284 |
288 |
4 |
1.3% |
0 |
Volume |
11,965 |
36,997 |
25,032 |
209.2% |
58,293 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,407 |
19,238 |
18,584 |
|
R3 |
19,072 |
18,903 |
18,492 |
|
R2 |
18,737 |
18,737 |
18,462 |
|
R1 |
18,568 |
18,568 |
18,431 |
18,653 |
PP |
18,402 |
18,402 |
18,402 |
18,444 |
S1 |
18,233 |
18,233 |
18,369 |
18,318 |
S2 |
18,067 |
18,067 |
18,339 |
|
S3 |
17,732 |
17,898 |
18,308 |
|
S4 |
17,397 |
17,563 |
18,216 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,055 |
19,750 |
18,669 |
|
R3 |
19,520 |
19,215 |
18,522 |
|
R2 |
18,985 |
18,985 |
18,473 |
|
R1 |
18,680 |
18,680 |
18,424 |
18,833 |
PP |
18,450 |
18,450 |
18,450 |
18,526 |
S1 |
18,145 |
18,145 |
18,326 |
18,298 |
S2 |
17,915 |
17,915 |
18,277 |
|
S3 |
17,380 |
17,610 |
18,228 |
|
S4 |
16,845 |
17,075 |
18,081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,755 |
18,235 |
520 |
2.8% |
300 |
1.6% |
32% |
False |
True |
17,102 |
10 |
18,755 |
18,005 |
750 |
4.1% |
255 |
1.4% |
53% |
False |
False |
13,794 |
20 |
18,755 |
16,140 |
2,615 |
14.2% |
330 |
1.8% |
86% |
False |
False |
15,417 |
40 |
18,755 |
16,140 |
2,615 |
14.2% |
272 |
1.5% |
86% |
False |
False |
12,469 |
60 |
18,755 |
16,140 |
2,615 |
14.2% |
270 |
1.5% |
86% |
False |
False |
11,929 |
80 |
18,755 |
16,140 |
2,615 |
14.2% |
251 |
1.4% |
86% |
False |
False |
9,836 |
100 |
18,755 |
15,900 |
2,855 |
15.5% |
249 |
1.4% |
88% |
False |
False |
7,874 |
120 |
18,755 |
15,060 |
3,695 |
20.1% |
260 |
1.4% |
90% |
False |
False |
6,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,994 |
2.618 |
19,447 |
1.618 |
19,112 |
1.000 |
18,905 |
0.618 |
18,777 |
HIGH |
18,570 |
0.618 |
18,442 |
0.500 |
18,403 |
0.382 |
18,363 |
LOW |
18,235 |
0.618 |
18,028 |
1.000 |
17,900 |
1.618 |
17,693 |
2.618 |
17,358 |
4.250 |
16,811 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,403 |
18,495 |
PP |
18,402 |
18,463 |
S1 |
18,401 |
18,432 |
|