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 |
1,174.3 |
1,182.6 |
8.3 |
0.7% |
1,184.4 |
High |
1,180.3 |
1,190.2 |
9.9 |
0.8% |
1,200.0 |
Low |
1,168.4 |
1,158.6 |
-9.8 |
-0.8% |
1,162.2 |
Close |
1,177.8 |
1,176.5 |
-1.3 |
-0.1% |
1,177.8 |
Range |
11.9 |
31.6 |
19.7 |
165.5% |
37.8 |
ATR |
19.8 |
20.6 |
0.8 |
4.3% |
0.0 |
Volume |
175,970 |
221,458 |
45,488 |
25.8% |
1,006,319 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.9 |
1,254.8 |
1,193.9 |
|
R3 |
1,238.3 |
1,223.2 |
1,185.2 |
|
R2 |
1,206.7 |
1,206.7 |
1,182.3 |
|
R1 |
1,191.6 |
1,191.6 |
1,179.4 |
1,183.4 |
PP |
1,175.1 |
1,175.1 |
1,175.1 |
1,171.0 |
S1 |
1,160.0 |
1,160.0 |
1,173.6 |
1,151.8 |
S2 |
1,143.5 |
1,143.5 |
1,170.7 |
|
S3 |
1,111.9 |
1,128.4 |
1,167.8 |
|
S4 |
1,080.3 |
1,096.8 |
1,159.1 |
|
|
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 |
1,197.7 |
1,158.6 |
39.1 |
3.3% |
20.1 |
1.7% |
46% |
False |
True |
218,642 |
10 |
1,223.6 |
1,158.6 |
65.0 |
5.5% |
19.9 |
1.7% |
28% |
False |
True |
150,967 |
20 |
1,341.0 |
1,158.6 |
182.4 |
15.5% |
23.6 |
2.0% |
10% |
False |
True |
92,942 |
40 |
1,341.0 |
1,158.6 |
182.4 |
15.5% |
17.8 |
1.5% |
10% |
False |
True |
51,028 |
60 |
1,351.2 |
1,158.6 |
192.6 |
16.4% |
17.0 |
1.4% |
9% |
False |
True |
35,873 |
80 |
1,368.0 |
1,158.6 |
209.4 |
17.8% |
16.6 |
1.4% |
9% |
False |
True |
28,015 |
100 |
1,378.1 |
1,158.6 |
219.5 |
18.7% |
16.4 |
1.4% |
8% |
False |
True |
23,051 |
120 |
1,387.1 |
1,158.6 |
228.5 |
19.4% |
17.3 |
1.5% |
8% |
False |
True |
19,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.5 |
2.618 |
1,272.9 |
1.618 |
1,241.3 |
1.000 |
1,221.8 |
0.618 |
1,209.7 |
HIGH |
1,190.2 |
0.618 |
1,178.1 |
0.500 |
1,174.4 |
0.382 |
1,170.7 |
LOW |
1,158.6 |
0.618 |
1,139.1 |
1.000 |
1,127.0 |
1.618 |
1,107.5 |
2.618 |
1,075.9 |
4.250 |
1,024.3 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1,175.8 |
1,175.8 |
PP |
1,175.1 |
1,175.1 |
S1 |
1,174.4 |
1,174.4 |
|