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 |
1,056.5 |
1,064.6 |
8.1 |
0.8% |
1,076.4 |
High |
1,068.4 |
1,074.6 |
6.2 |
0.6% |
1,080.7 |
Low |
1,052.1 |
1,063.4 |
11.3 |
1.1% |
1,051.1 |
Close |
1,065.8 |
1,063.8 |
-2.0 |
-0.2% |
1,056.2 |
Range |
16.3 |
11.2 |
-5.1 |
-31.3% |
29.6 |
ATR |
15.6 |
15.3 |
-0.3 |
-2.0% |
0.0 |
Volume |
4,601 |
3,441 |
-1,160 |
-25.2% |
537,419 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.9 |
1,093.5 |
1,070.0 |
|
R3 |
1,089.7 |
1,082.3 |
1,066.9 |
|
R2 |
1,078.5 |
1,078.5 |
1,065.9 |
|
R1 |
1,071.1 |
1,071.1 |
1,064.8 |
1,069.2 |
PP |
1,067.3 |
1,067.3 |
1,067.3 |
1,066.3 |
S1 |
1,059.9 |
1,059.9 |
1,062.8 |
1,058.0 |
S2 |
1,056.1 |
1,056.1 |
1,061.7 |
|
S3 |
1,044.9 |
1,048.7 |
1,060.7 |
|
S4 |
1,033.7 |
1,037.5 |
1,057.6 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.5 |
1,133.4 |
1,072.5 |
|
R3 |
1,121.9 |
1,103.8 |
1,064.3 |
|
R2 |
1,092.3 |
1,092.3 |
1,061.6 |
|
R1 |
1,074.2 |
1,074.2 |
1,058.9 |
1,068.5 |
PP |
1,062.7 |
1,062.7 |
1,062.7 |
1,059.8 |
S1 |
1,044.6 |
1,044.6 |
1,053.5 |
1,038.9 |
S2 |
1,033.1 |
1,033.1 |
1,050.8 |
|
S3 |
1,003.5 |
1,015.0 |
1,048.1 |
|
S4 |
973.9 |
985.4 |
1,039.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,080.7 |
1,051.1 |
29.6 |
2.8% |
15.2 |
1.4% |
43% |
False |
False |
73,473 |
10 |
1,087.2 |
1,051.1 |
36.1 |
3.4% |
15.1 |
1.4% |
35% |
False |
False |
121,681 |
20 |
1,138.0 |
1,051.1 |
86.9 |
8.2% |
14.9 |
1.4% |
15% |
False |
False |
141,236 |
40 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.2 |
1.4% |
9% |
False |
False |
136,181 |
60 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.4 |
1.4% |
9% |
False |
False |
134,128 |
80 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.8 |
1.5% |
9% |
False |
False |
138,614 |
100 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.9 |
1.5% |
9% |
False |
False |
126,119 |
120 |
1,207.3 |
1,051.1 |
156.2 |
14.7% |
15.4 |
1.4% |
8% |
False |
False |
106,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.2 |
2.618 |
1,103.9 |
1.618 |
1,092.7 |
1.000 |
1,085.8 |
0.618 |
1,081.5 |
HIGH |
1,074.6 |
0.618 |
1,070.3 |
0.500 |
1,069.0 |
0.382 |
1,067.7 |
LOW |
1,063.4 |
0.618 |
1,056.5 |
1.000 |
1,052.2 |
1.618 |
1,045.3 |
2.618 |
1,034.1 |
4.250 |
1,015.8 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,069.0 |
1,063.5 |
PP |
1,067.3 |
1,063.2 |
S1 |
1,065.5 |
1,062.9 |
|