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 |
18,490 |
18,285 |
-205 |
-1.1% |
18,340 |
High |
18,500 |
18,600 |
100 |
0.5% |
18,775 |
Low |
18,290 |
18,275 |
-15 |
-0.1% |
18,260 |
Close |
18,405 |
18,440 |
35 |
0.2% |
18,405 |
Range |
210 |
325 |
115 |
54.8% |
515 |
ATR |
263 |
267 |
4 |
1.7% |
0 |
Volume |
823 |
24,915 |
24,092 |
2,927.3% |
2,135 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,413 |
19,252 |
18,619 |
|
R3 |
19,088 |
18,927 |
18,530 |
|
R2 |
18,763 |
18,763 |
18,500 |
|
R1 |
18,602 |
18,602 |
18,470 |
18,683 |
PP |
18,438 |
18,438 |
18,438 |
18,479 |
S1 |
18,277 |
18,277 |
18,410 |
18,358 |
S2 |
18,113 |
18,113 |
18,381 |
|
S3 |
17,788 |
17,952 |
18,351 |
|
S4 |
17,463 |
17,627 |
18,261 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,025 |
19,730 |
18,688 |
|
R3 |
19,510 |
19,215 |
18,547 |
|
R2 |
18,995 |
18,995 |
18,500 |
|
R1 |
18,700 |
18,700 |
18,452 |
18,848 |
PP |
18,480 |
18,480 |
18,480 |
18,554 |
S1 |
18,185 |
18,185 |
18,358 |
18,333 |
S2 |
17,965 |
17,965 |
18,311 |
|
S3 |
17,450 |
17,670 |
18,264 |
|
S4 |
16,935 |
17,155 |
18,122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,775 |
18,275 |
500 |
2.7% |
290 |
1.6% |
33% |
False |
True |
5,362 |
10 |
18,775 |
18,050 |
725 |
3.9% |
243 |
1.3% |
54% |
False |
False |
2,754 |
20 |
18,775 |
16,190 |
2,585 |
14.0% |
308 |
1.7% |
87% |
False |
False |
1,393 |
40 |
18,775 |
16,190 |
2,585 |
14.0% |
232 |
1.3% |
87% |
False |
False |
698 |
60 |
18,775 |
16,190 |
2,585 |
14.0% |
209 |
1.1% |
87% |
False |
False |
466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,981 |
2.618 |
19,451 |
1.618 |
19,126 |
1.000 |
18,925 |
0.618 |
18,801 |
HIGH |
18,600 |
0.618 |
18,476 |
0.500 |
18,438 |
0.382 |
18,399 |
LOW |
18,275 |
0.618 |
18,074 |
1.000 |
17,950 |
1.618 |
17,749 |
2.618 |
17,424 |
4.250 |
16,894 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
18,439 |
18,525 |
PP |
18,438 |
18,497 |
S1 |
18,438 |
18,468 |
|