Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
17,482.68 |
17,845.49 |
362.81 |
2.1% |
17,802.84 |
High |
17,866.47 |
17,845.49 |
-20.98 |
-0.1% |
17,901.58 |
Low |
17,482.68 |
17,639.25 |
156.57 |
0.9% |
17,425.56 |
Close |
17,847.63 |
17,730.51 |
-117.12 |
-0.7% |
17,847.63 |
Range |
383.79 |
206.24 |
-177.55 |
-46.3% |
476.02 |
ATR |
192.00 |
193.17 |
1.17 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,357.14 |
18,250.06 |
17,843.94 |
|
R3 |
18,150.90 |
18,043.82 |
17,787.23 |
|
R2 |
17,944.66 |
17,944.66 |
17,768.32 |
|
R1 |
17,837.58 |
17,837.58 |
17,749.42 |
17,788.00 |
PP |
17,738.42 |
17,738.42 |
17,738.42 |
17,713.63 |
S1 |
17,631.34 |
17,631.34 |
17,711.60 |
17,581.76 |
S2 |
17,532.18 |
17,532.18 |
17,692.70 |
|
S3 |
17,325.94 |
17,425.10 |
17,673.79 |
|
S4 |
17,119.70 |
17,218.86 |
17,617.08 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,152.98 |
18,976.33 |
18,109.44 |
|
R3 |
18,676.96 |
18,500.31 |
17,978.54 |
|
R2 |
18,200.94 |
18,200.94 |
17,934.90 |
|
R1 |
18,024.29 |
18,024.29 |
17,891.27 |
18,112.62 |
PP |
17,724.92 |
17,724.92 |
17,724.92 |
17,769.09 |
S1 |
17,548.27 |
17,548.27 |
17,803.99 |
17,636.60 |
S2 |
17,248.90 |
17,248.90 |
17,760.36 |
|
S3 |
16,772.88 |
17,072.25 |
17,716.72 |
|
S4 |
16,296.86 |
16,596.23 |
17,585.82 |
|
|
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% |
262.84 |
1.5% |
64% |
False |
False |
|
10 |
17,901.58 |
17,425.56 |
476.02 |
2.7% |
186.15 |
1.0% |
64% |
False |
False |
|
20 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
186.21 |
1.1% |
74% |
False |
False |
|
40 |
17,977.85 |
16,887.67 |
1,090.18 |
6.1% |
169.12 |
1.0% |
77% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
190.36 |
1.1% |
88% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
233.66 |
1.3% |
91% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
220.82 |
1.2% |
85% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
213.12 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,722.01 |
2.618 |
18,385.43 |
1.618 |
18,179.19 |
1.000 |
18,051.73 |
0.618 |
17,972.95 |
HIGH |
17,845.49 |
0.618 |
17,766.71 |
0.500 |
17,742.37 |
0.382 |
17,718.03 |
LOW |
17,639.25 |
0.618 |
17,511.79 |
1.000 |
17,433.01 |
1.618 |
17,305.55 |
2.618 |
17,099.31 |
4.250 |
16,762.73 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,742.37 |
17,702.35 |
PP |
17,738.42 |
17,674.18 |
S1 |
17,734.46 |
17,646.02 |
|