Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1,054.4 |
1,063.0 |
8.6 |
0.8% |
1,056.5 |
High |
1,064.6 |
1,088.8 |
24.2 |
2.3% |
1,088.8 |
Low |
1,046.2 |
1,058.7 |
12.5 |
1.2% |
1,046.2 |
Close |
1,061.7 |
1,084.5 |
22.8 |
2.1% |
1,084.5 |
Range |
18.4 |
30.1 |
11.7 |
63.6% |
42.6 |
ATR |
15.8 |
16.8 |
1.0 |
6.5% |
0.0 |
Volume |
1,161 |
889 |
-272 |
-23.4% |
10,595 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.6 |
1,156.2 |
1,101.1 |
|
R3 |
1,137.5 |
1,126.1 |
1,092.8 |
|
R2 |
1,107.4 |
1,107.4 |
1,090.0 |
|
R1 |
1,096.0 |
1,096.0 |
1,087.3 |
1,101.7 |
PP |
1,077.3 |
1,077.3 |
1,077.3 |
1,080.2 |
S1 |
1,065.9 |
1,065.9 |
1,081.7 |
1,071.6 |
S2 |
1,047.2 |
1,047.2 |
1,079.0 |
|
S3 |
1,017.1 |
1,035.8 |
1,076.2 |
|
S4 |
987.0 |
1,005.7 |
1,067.9 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.0 |
1,185.3 |
1,107.9 |
|
R3 |
1,158.4 |
1,142.7 |
1,096.2 |
|
R2 |
1,115.8 |
1,115.8 |
1,092.3 |
|
R1 |
1,100.1 |
1,100.1 |
1,088.4 |
1,108.0 |
PP |
1,073.2 |
1,073.2 |
1,073.2 |
1,077.1 |
S1 |
1,057.5 |
1,057.5 |
1,080.6 |
1,065.4 |
S2 |
1,030.6 |
1,030.6 |
1,076.7 |
|
S3 |
988.0 |
1,014.9 |
1,072.8 |
|
S4 |
945.4 |
972.3 |
1,061.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.8 |
1,046.2 |
42.6 |
3.9% |
19.2 |
1.8% |
90% |
True |
False |
2,119 |
10 |
1,088.8 |
1,046.2 |
42.6 |
3.9% |
16.8 |
1.5% |
90% |
True |
False |
70,571 |
20 |
1,109.7 |
1,046.2 |
63.5 |
5.9% |
15.8 |
1.5% |
60% |
False |
False |
118,376 |
40 |
1,191.7 |
1,046.2 |
145.5 |
13.4% |
15.8 |
1.5% |
26% |
False |
False |
127,182 |
60 |
1,191.7 |
1,046.2 |
145.5 |
13.4% |
15.7 |
1.5% |
26% |
False |
False |
126,800 |
80 |
1,191.7 |
1,046.2 |
145.5 |
13.4% |
15.8 |
1.5% |
26% |
False |
False |
131,966 |
100 |
1,191.7 |
1,046.2 |
145.5 |
13.4% |
16.3 |
1.5% |
26% |
False |
False |
125,525 |
120 |
1,207.3 |
1,046.2 |
161.1 |
14.9% |
15.6 |
1.4% |
24% |
False |
False |
105,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.7 |
2.618 |
1,167.6 |
1.618 |
1,137.5 |
1.000 |
1,118.9 |
0.618 |
1,107.4 |
HIGH |
1,088.8 |
0.618 |
1,077.3 |
0.500 |
1,073.8 |
0.382 |
1,070.2 |
LOW |
1,058.7 |
0.618 |
1,040.1 |
1.000 |
1,028.6 |
1.618 |
1,010.0 |
2.618 |
979.9 |
4.250 |
930.8 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,080.9 |
1,078.8 |
PP |
1,077.3 |
1,073.2 |
S1 |
1,073.8 |
1,067.5 |
|