Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,149.20 |
19,161.25 |
12.05 |
0.1% |
19,122.14 |
High |
19,214.30 |
19,196.14 |
-18.16 |
-0.1% |
19,225.29 |
Low |
19,138.79 |
19,141.18 |
2.39 |
0.0% |
19,062.22 |
Close |
19,191.93 |
19,170.42 |
-21.51 |
-0.1% |
19,170.42 |
Range |
75.51 |
54.96 |
-20.55 |
-27.2% |
163.07 |
ATR |
122.21 |
117.41 |
-4.80 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,334.13 |
19,307.23 |
19,200.65 |
|
R3 |
19,279.17 |
19,252.27 |
19,185.53 |
|
R2 |
19,224.21 |
19,224.21 |
19,180.50 |
|
R1 |
19,197.31 |
19,197.31 |
19,175.46 |
19,210.76 |
PP |
19,169.25 |
19,169.25 |
19,169.25 |
19,175.97 |
S1 |
19,142.35 |
19,142.35 |
19,165.38 |
19,155.80 |
S2 |
19,114.29 |
19,114.29 |
19,160.34 |
|
S3 |
19,059.33 |
19,087.39 |
19,155.31 |
|
S4 |
19,004.37 |
19,032.43 |
19,140.19 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,641.85 |
19,569.21 |
19,260.11 |
|
R3 |
19,478.78 |
19,406.14 |
19,215.26 |
|
R2 |
19,315.71 |
19,315.71 |
19,200.32 |
|
R1 |
19,243.07 |
19,243.07 |
19,185.37 |
19,279.39 |
PP |
19,152.64 |
19,152.64 |
19,152.64 |
19,170.81 |
S1 |
19,080.00 |
19,080.00 |
19,155.47 |
19,116.32 |
S2 |
18,989.57 |
18,989.57 |
19,140.52 |
|
S3 |
18,826.50 |
18,916.93 |
19,125.58 |
|
S4 |
18,663.43 |
18,753.86 |
19,080.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,225.29 |
19,062.22 |
163.07 |
0.9% |
76.21 |
0.4% |
66% |
False |
False |
|
10 |
19,225.29 |
18,853.83 |
371.46 |
1.9% |
74.35 |
0.4% |
85% |
False |
False |
|
20 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
124.11 |
0.6% |
96% |
False |
False |
|
40 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
126.95 |
0.7% |
96% |
False |
False |
|
60 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
144.86 |
0.8% |
96% |
False |
False |
|
80 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
133.28 |
0.7% |
96% |
False |
False |
|
100 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
126.22 |
0.7% |
96% |
False |
False |
|
120 |
19,225.29 |
17,063.08 |
2,162.21 |
11.3% |
136.96 |
0.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,429.72 |
2.618 |
19,340.03 |
1.618 |
19,285.07 |
1.000 |
19,251.10 |
0.618 |
19,230.11 |
HIGH |
19,196.14 |
0.618 |
19,175.15 |
0.500 |
19,168.66 |
0.382 |
19,162.17 |
LOW |
19,141.18 |
0.618 |
19,107.21 |
1.000 |
19,086.22 |
1.618 |
19,052.25 |
2.618 |
18,997.29 |
4.250 |
18,907.60 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,169.83 |
19,174.34 |
PP |
19,169.25 |
19,173.03 |
S1 |
19,168.66 |
19,171.73 |
|