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 |
1,190.7 |
1,175.1 |
-15.6 |
-1.3% |
1,210.6 |
High |
1,196.8 |
1,178.4 |
-18.4 |
-1.5% |
1,223.6 |
Low |
1,171.3 |
1,162.2 |
-9.1 |
-0.8% |
1,172.8 |
Close |
1,173.9 |
1,169.4 |
-4.5 |
-0.4% |
1,181.0 |
Range |
25.5 |
16.2 |
-9.3 |
-36.5% |
50.8 |
ATR |
20.7 |
20.4 |
-0.3 |
-1.6% |
0.0 |
Volume |
249,316 |
230,283 |
-19,033 |
-7.6% |
281,893 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.6 |
1,210.2 |
1,178.3 |
|
R3 |
1,202.4 |
1,194.0 |
1,173.9 |
|
R2 |
1,186.2 |
1,186.2 |
1,172.4 |
|
R1 |
1,177.8 |
1,177.8 |
1,170.9 |
1,173.9 |
PP |
1,170.0 |
1,170.0 |
1,170.0 |
1,168.1 |
S1 |
1,161.6 |
1,161.6 |
1,167.9 |
1,157.7 |
S2 |
1,153.8 |
1,153.8 |
1,166.4 |
|
S3 |
1,137.6 |
1,145.4 |
1,164.9 |
|
S4 |
1,121.4 |
1,129.2 |
1,160.5 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.9 |
1,313.7 |
1,208.9 |
|
R3 |
1,294.1 |
1,262.9 |
1,195.0 |
|
R2 |
1,243.3 |
1,243.3 |
1,190.3 |
|
R1 |
1,212.1 |
1,212.1 |
1,185.7 |
1,202.3 |
PP |
1,192.5 |
1,192.5 |
1,192.5 |
1,187.6 |
S1 |
1,161.3 |
1,161.3 |
1,176.3 |
1,151.5 |
S2 |
1,141.7 |
1,141.7 |
1,171.7 |
|
S3 |
1,090.9 |
1,110.5 |
1,167.0 |
|
S4 |
1,040.1 |
1,059.7 |
1,153.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,200.0 |
1,162.2 |
37.8 |
3.2% |
19.0 |
1.6% |
19% |
False |
True |
184,240 |
10 |
1,234.0 |
1,162.2 |
71.8 |
6.1% |
19.2 |
1.6% |
10% |
False |
True |
116,321 |
20 |
1,341.0 |
1,162.2 |
178.8 |
15.3% |
23.1 |
2.0% |
4% |
False |
True |
74,648 |
40 |
1,341.0 |
1,162.2 |
178.8 |
15.3% |
17.8 |
1.5% |
4% |
False |
True |
41,466 |
60 |
1,357.0 |
1,162.2 |
194.8 |
16.7% |
16.7 |
1.4% |
4% |
False |
True |
29,354 |
80 |
1,368.0 |
1,162.2 |
205.8 |
17.6% |
16.5 |
1.4% |
3% |
False |
True |
23,170 |
100 |
1,378.1 |
1,162.2 |
215.9 |
18.5% |
16.4 |
1.4% |
3% |
False |
True |
19,096 |
120 |
1,387.1 |
1,162.2 |
224.9 |
19.2% |
17.2 |
1.5% |
3% |
False |
True |
16,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.3 |
2.618 |
1,220.8 |
1.618 |
1,204.6 |
1.000 |
1,194.6 |
0.618 |
1,188.4 |
HIGH |
1,178.4 |
0.618 |
1,172.2 |
0.500 |
1,170.3 |
0.382 |
1,168.4 |
LOW |
1,162.2 |
0.618 |
1,152.2 |
1.000 |
1,146.0 |
1.618 |
1,136.0 |
2.618 |
1,119.8 |
4.250 |
1,093.4 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,170.3 |
1,180.0 |
PP |
1,170.0 |
1,176.4 |
S1 |
1,169.7 |
1,172.9 |
|