Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,719.72 |
17,883.14 |
163.42 |
0.9% |
17,823.61 |
High |
17,895.50 |
17,901.58 |
6.08 |
0.0% |
17,868.18 |
Low |
17,719.72 |
17,708.20 |
-11.52 |
-0.1% |
17,683.51 |
Close |
17,888.35 |
17,729.68 |
-158.67 |
-0.9% |
17,798.49 |
Range |
175.78 |
193.38 |
17.60 |
10.0% |
184.67 |
ATR |
160.83 |
163.15 |
2.33 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,359.96 |
18,238.20 |
17,836.04 |
|
R3 |
18,166.58 |
18,044.82 |
17,782.86 |
|
R2 |
17,973.20 |
17,973.20 |
17,765.13 |
|
R1 |
17,851.44 |
17,851.44 |
17,747.41 |
17,815.63 |
PP |
17,779.82 |
17,779.82 |
17,779.82 |
17,761.92 |
S1 |
17,658.06 |
17,658.06 |
17,711.95 |
17,622.25 |
S2 |
17,586.44 |
17,586.44 |
17,694.23 |
|
S3 |
17,393.06 |
17,464.68 |
17,676.50 |
|
S4 |
17,199.68 |
17,271.30 |
17,623.32 |
|
|
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 |
17,901.58 |
17,708.20 |
193.38 |
1.1% |
124.15 |
0.7% |
11% |
True |
True |
|
10 |
17,914.34 |
17,485.49 |
428.85 |
2.4% |
145.57 |
0.8% |
57% |
False |
False |
|
20 |
17,964.12 |
17,210.43 |
753.69 |
4.3% |
160.41 |
0.9% |
69% |
False |
False |
|
40 |
17,977.85 |
16,765.00 |
1,212.85 |
6.8% |
158.09 |
0.9% |
80% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
189.01 |
1.1% |
88% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
230.34 |
1.3% |
90% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
214.00 |
1.2% |
85% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
209.38 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,723.45 |
2.618 |
18,407.85 |
1.618 |
18,214.47 |
1.000 |
18,094.96 |
0.618 |
18,021.09 |
HIGH |
17,901.58 |
0.618 |
17,827.71 |
0.500 |
17,804.89 |
0.382 |
17,782.07 |
LOW |
17,708.20 |
0.618 |
17,588.69 |
1.000 |
17,514.82 |
1.618 |
17,395.31 |
2.618 |
17,201.93 |
4.250 |
16,886.34 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,804.89 |
17,804.89 |
PP |
17,779.82 |
17,779.82 |
S1 |
17,754.75 |
17,754.75 |
|