Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,802.84 |
17,719.72 |
-83.12 |
-0.5% |
17,823.61 |
High |
17,837.24 |
17,895.50 |
58.26 |
0.3% |
17,868.18 |
Low |
17,719.79 |
17,719.72 |
-0.07 |
0.0% |
17,683.51 |
Close |
17,719.92 |
17,888.35 |
168.43 |
1.0% |
17,798.49 |
Range |
117.45 |
175.78 |
58.33 |
49.7% |
184.67 |
ATR |
159.68 |
160.83 |
1.15 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,361.86 |
18,300.89 |
17,985.03 |
|
R3 |
18,186.08 |
18,125.11 |
17,936.69 |
|
R2 |
18,010.30 |
18,010.30 |
17,920.58 |
|
R1 |
17,949.33 |
17,949.33 |
17,904.46 |
17,979.82 |
PP |
17,834.52 |
17,834.52 |
17,834.52 |
17,849.77 |
S1 |
17,773.55 |
17,773.55 |
17,872.24 |
17,804.04 |
S2 |
17,658.74 |
17,658.74 |
17,856.12 |
|
S3 |
17,482.96 |
17,597.77 |
17,840.01 |
|
S4 |
17,307.18 |
17,421.99 |
17,791.67 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,337.40 |
18,252.62 |
17,900.06 |
|
R3 |
18,152.73 |
18,067.95 |
17,849.27 |
|
R2 |
17,968.06 |
17,968.06 |
17,832.35 |
|
R1 |
17,883.28 |
17,883.28 |
17,815.42 |
17,833.34 |
PP |
17,783.39 |
17,783.39 |
17,783.39 |
17,758.42 |
S1 |
17,698.61 |
17,698.61 |
17,781.56 |
17,648.67 |
S2 |
17,598.72 |
17,598.72 |
17,764.63 |
|
S3 |
17,414.05 |
17,513.94 |
17,747.71 |
|
S4 |
17,229.38 |
17,329.27 |
17,696.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,895.50 |
17,683.51 |
211.99 |
1.2% |
121.29 |
0.7% |
97% |
True |
False |
|
10 |
17,914.34 |
17,451.41 |
462.93 |
2.6% |
141.03 |
0.8% |
94% |
False |
False |
|
20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
159.84 |
0.9% |
88% |
False |
False |
|
40 |
17,977.85 |
16,746.03 |
1,231.82 |
6.9% |
156.23 |
0.9% |
93% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
192.35 |
1.1% |
96% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
231.10 |
1.3% |
97% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
214.07 |
1.2% |
91% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
209.26 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,642.57 |
2.618 |
18,355.69 |
1.618 |
18,179.91 |
1.000 |
18,071.28 |
0.618 |
18,004.13 |
HIGH |
17,895.50 |
0.618 |
17,828.35 |
0.500 |
17,807.61 |
0.382 |
17,786.87 |
LOW |
17,719.72 |
0.618 |
17,611.09 |
1.000 |
17,543.94 |
1.618 |
17,435.31 |
2.618 |
17,259.53 |
4.250 |
16,972.66 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,861.44 |
17,861.44 |
PP |
17,834.52 |
17,834.52 |
S1 |
17,807.61 |
17,807.61 |
|