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 |
1,064.6 |
1,068.7 |
4.1 |
0.4% |
1,076.4 |
High |
1,074.6 |
1,069.5 |
-5.1 |
-0.5% |
1,080.7 |
Low |
1,063.4 |
1,049.6 |
-13.8 |
-1.3% |
1,051.1 |
Close |
1,063.8 |
1,054.2 |
-9.6 |
-0.9% |
1,056.2 |
Range |
11.2 |
19.9 |
8.7 |
77.7% |
29.6 |
ATR |
15.3 |
15.6 |
0.3 |
2.2% |
0.0 |
Volume |
3,441 |
503 |
-2,938 |
-85.4% |
537,419 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,117.5 |
1,105.7 |
1,065.1 |
|
R3 |
1,097.6 |
1,085.8 |
1,059.7 |
|
R2 |
1,077.7 |
1,077.7 |
1,057.8 |
|
R1 |
1,065.9 |
1,065.9 |
1,056.0 |
1,061.9 |
PP |
1,057.8 |
1,057.8 |
1,057.8 |
1,055.7 |
S1 |
1,046.0 |
1,046.0 |
1,052.4 |
1,042.0 |
S2 |
1,037.9 |
1,037.9 |
1,050.6 |
|
S3 |
1,018.0 |
1,026.1 |
1,048.7 |
|
S4 |
998.1 |
1,006.2 |
1,043.3 |
|
|
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 |
1,080.4 |
1,049.6 |
30.8 |
2.9% |
16.6 |
1.6% |
15% |
False |
True |
41,868 |
10 |
1,087.2 |
1,049.6 |
37.6 |
3.6% |
15.0 |
1.4% |
12% |
False |
True |
103,586 |
20 |
1,122.3 |
1,049.6 |
72.7 |
6.9% |
14.7 |
1.4% |
6% |
False |
True |
133,389 |
40 |
1,191.7 |
1,049.6 |
142.1 |
13.5% |
15.3 |
1.5% |
3% |
False |
True |
132,990 |
60 |
1,191.7 |
1,049.6 |
142.1 |
13.5% |
15.5 |
1.5% |
3% |
False |
True |
131,761 |
80 |
1,191.7 |
1,049.6 |
142.1 |
13.5% |
15.9 |
1.5% |
3% |
False |
True |
136,759 |
100 |
1,191.7 |
1,049.6 |
142.1 |
13.5% |
16.0 |
1.5% |
3% |
False |
True |
125,944 |
120 |
1,207.3 |
1,049.6 |
157.7 |
15.0% |
15.5 |
1.5% |
3% |
False |
True |
106,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.1 |
2.618 |
1,121.6 |
1.618 |
1,101.7 |
1.000 |
1,089.4 |
0.618 |
1,081.8 |
HIGH |
1,069.5 |
0.618 |
1,061.9 |
0.500 |
1,059.6 |
0.382 |
1,057.2 |
LOW |
1,049.6 |
0.618 |
1,037.3 |
1.000 |
1,029.7 |
1.618 |
1,017.4 |
2.618 |
997.5 |
4.250 |
965.0 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,059.6 |
1,062.1 |
PP |
1,057.8 |
1,059.5 |
S1 |
1,056.0 |
1,056.8 |
|