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 |
17,801 |
17,758 |
-43 |
-0.2% |
17,801 |
High |
17,847 |
17,879 |
32 |
0.2% |
17,875 |
Low |
17,700 |
17,752 |
52 |
0.3% |
17,623 |
Close |
17,714 |
17,862 |
148 |
0.8% |
17,801 |
Range |
147 |
127 |
-20 |
-13.6% |
252 |
ATR |
195 |
193 |
-2 |
-1.1% |
0 |
Volume |
104,830 |
124,139 |
19,309 |
18.4% |
366,195 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,212 |
18,164 |
17,932 |
|
R3 |
18,085 |
18,037 |
17,897 |
|
R2 |
17,958 |
17,958 |
17,885 |
|
R1 |
17,910 |
17,910 |
17,874 |
17,934 |
PP |
17,831 |
17,831 |
17,831 |
17,843 |
S1 |
17,783 |
17,783 |
17,850 |
17,807 |
S2 |
17,704 |
17,704 |
17,839 |
|
S3 |
17,577 |
17,656 |
17,827 |
|
S4 |
17,450 |
17,529 |
17,792 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,522 |
18,414 |
17,940 |
|
R3 |
18,270 |
18,162 |
17,870 |
|
R2 |
18,018 |
18,018 |
17,847 |
|
R1 |
17,910 |
17,910 |
17,824 |
17,927 |
PP |
17,766 |
17,766 |
17,766 |
17,775 |
S1 |
17,658 |
17,658 |
17,778 |
17,675 |
S2 |
17,514 |
17,514 |
17,755 |
|
S3 |
17,262 |
17,406 |
17,732 |
|
S4 |
17,010 |
17,154 |
17,663 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,879 |
17,623 |
256 |
1.4% |
145 |
0.8% |
93% |
True |
False |
101,055 |
10 |
17,884 |
17,400 |
484 |
2.7% |
162 |
0.9% |
95% |
False |
False |
113,298 |
20 |
17,906 |
17,052 |
854 |
4.8% |
191 |
1.1% |
95% |
False |
False |
129,183 |
40 |
17,906 |
16,576 |
1,330 |
7.4% |
190 |
1.1% |
97% |
False |
False |
131,217 |
60 |
17,906 |
15,799 |
2,107 |
11.8% |
235 |
1.3% |
98% |
False |
False |
144,524 |
80 |
17,906 |
15,256 |
2,650 |
14.8% |
267 |
1.5% |
98% |
False |
False |
108,599 |
100 |
17,979 |
15,256 |
2,723 |
15.2% |
242 |
1.4% |
96% |
False |
False |
86,887 |
120 |
18,002 |
15,256 |
2,746 |
15.4% |
225 |
1.3% |
95% |
False |
False |
72,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,419 |
2.618 |
18,212 |
1.618 |
18,085 |
1.000 |
18,006 |
0.618 |
17,958 |
HIGH |
17,879 |
0.618 |
17,831 |
0.500 |
17,816 |
0.382 |
17,801 |
LOW |
17,752 |
0.618 |
17,674 |
1.000 |
17,625 |
1.618 |
17,547 |
2.618 |
17,420 |
4.250 |
17,212 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,847 |
17,838 |
PP |
17,831 |
17,814 |
S1 |
17,816 |
17,790 |
|