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 |
1,175.1 |
1,174.3 |
-0.8 |
-0.1% |
1,184.4 |
High |
1,178.4 |
1,180.3 |
1.9 |
0.2% |
1,200.0 |
Low |
1,162.2 |
1,168.4 |
6.2 |
0.5% |
1,162.2 |
Close |
1,169.4 |
1,177.8 |
8.4 |
0.7% |
1,177.8 |
Range |
16.2 |
11.9 |
-4.3 |
-26.5% |
37.8 |
ATR |
20.4 |
19.8 |
-0.6 |
-3.0% |
0.0 |
Volume |
230,283 |
175,970 |
-54,313 |
-23.6% |
1,006,319 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.2 |
1,206.4 |
1,184.3 |
|
R3 |
1,199.3 |
1,194.5 |
1,181.1 |
|
R2 |
1,187.4 |
1,187.4 |
1,180.0 |
|
R1 |
1,182.6 |
1,182.6 |
1,178.9 |
1,185.0 |
PP |
1,175.5 |
1,175.5 |
1,175.5 |
1,176.7 |
S1 |
1,170.7 |
1,170.7 |
1,176.7 |
1,173.1 |
S2 |
1,163.6 |
1,163.6 |
1,175.6 |
|
S3 |
1,151.7 |
1,158.8 |
1,174.5 |
|
S4 |
1,139.8 |
1,146.9 |
1,171.3 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.4 |
1,273.4 |
1,198.6 |
|
R3 |
1,255.6 |
1,235.6 |
1,188.2 |
|
R2 |
1,217.8 |
1,217.8 |
1,184.7 |
|
R1 |
1,197.8 |
1,197.8 |
1,181.3 |
1,188.9 |
PP |
1,180.0 |
1,180.0 |
1,180.0 |
1,175.6 |
S1 |
1,160.0 |
1,160.0 |
1,174.3 |
1,151.1 |
S2 |
1,142.2 |
1,142.2 |
1,170.9 |
|
S3 |
1,104.4 |
1,122.2 |
1,167.4 |
|
S4 |
1,066.6 |
1,084.4 |
1,157.0 |
|
|
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% |
16.9 |
1.4% |
41% |
False |
False |
201,263 |
10 |
1,223.6 |
1,162.2 |
61.4 |
5.2% |
18.3 |
1.6% |
25% |
False |
False |
131,740 |
20 |
1,341.0 |
1,162.2 |
178.8 |
15.2% |
22.6 |
1.9% |
9% |
False |
False |
82,756 |
40 |
1,341.0 |
1,162.2 |
178.8 |
15.2% |
17.6 |
1.5% |
9% |
False |
False |
45,684 |
60 |
1,351.2 |
1,162.2 |
189.0 |
16.0% |
16.7 |
1.4% |
8% |
False |
False |
32,257 |
80 |
1,368.0 |
1,162.2 |
205.8 |
17.5% |
16.4 |
1.4% |
8% |
False |
False |
25,316 |
100 |
1,378.1 |
1,162.2 |
215.9 |
18.3% |
16.3 |
1.4% |
7% |
False |
False |
20,843 |
120 |
1,387.1 |
1,162.2 |
224.9 |
19.1% |
17.2 |
1.5% |
7% |
False |
False |
17,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,230.9 |
2.618 |
1,211.5 |
1.618 |
1,199.6 |
1.000 |
1,192.2 |
0.618 |
1,187.7 |
HIGH |
1,180.3 |
0.618 |
1,175.8 |
0.500 |
1,174.4 |
0.382 |
1,172.9 |
LOW |
1,168.4 |
0.618 |
1,161.0 |
1.000 |
1,156.5 |
1.618 |
1,149.1 |
2.618 |
1,137.2 |
4.250 |
1,117.8 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,176.7 |
1,179.5 |
PP |
1,175.5 |
1,178.9 |
S1 |
1,174.4 |
1,178.4 |
|