Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,883.14 |
17,741.57 |
-141.57 |
-0.8% |
17,823.61 |
High |
17,901.58 |
17,780.59 |
-120.99 |
-0.7% |
17,868.18 |
Low |
17,708.20 |
17,425.56 |
-282.64 |
-1.6% |
17,683.51 |
Close |
17,729.68 |
17,477.67 |
-252.01 |
-1.4% |
17,798.49 |
Range |
193.38 |
355.03 |
161.65 |
83.6% |
184.67 |
ATR |
163.15 |
176.86 |
13.71 |
8.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,626.36 |
18,407.05 |
17,672.94 |
|
R3 |
18,271.33 |
18,052.02 |
17,575.30 |
|
R2 |
17,916.30 |
17,916.30 |
17,542.76 |
|
R1 |
17,696.99 |
17,696.99 |
17,510.21 |
17,629.13 |
PP |
17,561.27 |
17,561.27 |
17,561.27 |
17,527.35 |
S1 |
17,341.96 |
17,341.96 |
17,445.13 |
17,274.10 |
S2 |
17,206.24 |
17,206.24 |
17,412.58 |
|
S3 |
16,851.21 |
16,986.93 |
17,380.04 |
|
S4 |
16,496.18 |
16,631.90 |
17,282.40 |
|
|
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 |
17,425.56 |
476.02 |
2.7% |
184.54 |
1.1% |
11% |
False |
True |
|
10 |
17,914.34 |
17,425.56 |
488.78 |
2.8% |
154.41 |
0.9% |
11% |
False |
True |
|
20 |
17,929.51 |
17,210.43 |
719.08 |
4.1% |
171.40 |
1.0% |
37% |
False |
False |
|
40 |
17,977.85 |
16,859.34 |
1,118.51 |
6.4% |
162.01 |
0.9% |
55% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
187.52 |
1.1% |
75% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
231.77 |
1.3% |
81% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
216.39 |
1.2% |
76% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
16.1% |
210.74 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,289.47 |
2.618 |
18,710.06 |
1.618 |
18,355.03 |
1.000 |
18,135.62 |
0.618 |
18,000.00 |
HIGH |
17,780.59 |
0.618 |
17,644.97 |
0.500 |
17,603.08 |
0.382 |
17,561.18 |
LOW |
17,425.56 |
0.618 |
17,206.15 |
1.000 |
17,070.53 |
1.618 |
16,851.12 |
2.618 |
16,496.09 |
4.250 |
15,916.68 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,603.08 |
17,663.57 |
PP |
17,561.27 |
17,601.60 |
S1 |
17,519.47 |
17,539.64 |
|