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 |
1,068.7 |
1,054.4 |
-14.3 |
-1.3% |
1,076.4 |
High |
1,069.5 |
1,064.6 |
-4.9 |
-0.5% |
1,080.7 |
Low |
1,049.6 |
1,046.2 |
-3.4 |
-0.3% |
1,051.1 |
Close |
1,054.2 |
1,061.7 |
7.5 |
0.7% |
1,056.2 |
Range |
19.9 |
18.4 |
-1.5 |
-7.5% |
29.6 |
ATR |
15.6 |
15.8 |
0.2 |
1.3% |
0.0 |
Volume |
503 |
1,161 |
658 |
130.8% |
537,419 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.7 |
1,105.6 |
1,071.8 |
|
R3 |
1,094.3 |
1,087.2 |
1,066.8 |
|
R2 |
1,075.9 |
1,075.9 |
1,065.1 |
|
R1 |
1,068.8 |
1,068.8 |
1,063.4 |
1,072.4 |
PP |
1,057.5 |
1,057.5 |
1,057.5 |
1,059.3 |
S1 |
1,050.4 |
1,050.4 |
1,060.0 |
1,054.0 |
S2 |
1,039.1 |
1,039.1 |
1,058.3 |
|
S3 |
1,020.7 |
1,032.0 |
1,056.6 |
|
S4 |
1,002.3 |
1,013.6 |
1,051.6 |
|
|
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 |
1,074.6 |
1,046.2 |
28.4 |
2.7% |
17.6 |
1.7% |
55% |
False |
True |
12,367 |
10 |
1,087.2 |
1,046.2 |
41.0 |
3.9% |
15.6 |
1.5% |
38% |
False |
True |
88,238 |
20 |
1,111.3 |
1,046.2 |
65.1 |
6.1% |
14.8 |
1.4% |
24% |
False |
True |
125,564 |
40 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
15.5 |
1.5% |
11% |
False |
True |
130,190 |
60 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
15.4 |
1.5% |
11% |
False |
True |
128,809 |
80 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
15.8 |
1.5% |
11% |
False |
True |
134,376 |
100 |
1,191.7 |
1,046.2 |
145.5 |
13.7% |
16.1 |
1.5% |
11% |
False |
True |
125,682 |
120 |
1,207.3 |
1,046.2 |
161.1 |
15.2% |
15.5 |
1.5% |
10% |
False |
True |
106,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.8 |
2.618 |
1,112.8 |
1.618 |
1,094.4 |
1.000 |
1,083.0 |
0.618 |
1,076.0 |
HIGH |
1,064.6 |
0.618 |
1,057.6 |
0.500 |
1,055.4 |
0.382 |
1,053.2 |
LOW |
1,046.2 |
0.618 |
1,034.8 |
1.000 |
1,027.8 |
1.618 |
1,016.4 |
2.618 |
998.0 |
4.250 |
968.0 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,059.6 |
1,061.3 |
PP |
1,057.5 |
1,060.8 |
S1 |
1,055.4 |
1,060.4 |
|