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 |
17,758 |
17,865 |
107 |
0.6% |
17,801 |
High |
17,879 |
17,905 |
26 |
0.1% |
17,875 |
Low |
17,752 |
17,695 |
-57 |
-0.3% |
17,623 |
Close |
17,862 |
17,758 |
-104 |
-0.6% |
17,801 |
Range |
127 |
210 |
83 |
65.4% |
252 |
ATR |
193 |
194 |
1 |
0.6% |
0 |
Volume |
124,139 |
132,073 |
7,934 |
6.4% |
366,195 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,416 |
18,297 |
17,874 |
|
R3 |
18,206 |
18,087 |
17,816 |
|
R2 |
17,996 |
17,996 |
17,797 |
|
R1 |
17,877 |
17,877 |
17,777 |
17,832 |
PP |
17,786 |
17,786 |
17,786 |
17,763 |
S1 |
17,667 |
17,667 |
17,739 |
17,622 |
S2 |
17,576 |
17,576 |
17,720 |
|
S3 |
17,366 |
17,457 |
17,700 |
|
S4 |
17,156 |
17,247 |
17,643 |
|
|
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 |
17,905 |
17,695 |
210 |
1.2% |
146 |
0.8% |
30% |
True |
True |
100,886 |
10 |
17,905 |
17,412 |
493 |
2.8% |
167 |
0.9% |
70% |
True |
False |
110,349 |
20 |
17,906 |
17,052 |
854 |
4.8% |
192 |
1.1% |
83% |
False |
False |
130,548 |
40 |
17,906 |
16,601 |
1,305 |
7.3% |
190 |
1.1% |
89% |
False |
False |
130,496 |
60 |
17,906 |
15,799 |
2,107 |
11.9% |
231 |
1.3% |
93% |
False |
False |
146,612 |
80 |
17,906 |
15,256 |
2,650 |
14.9% |
266 |
1.5% |
94% |
False |
False |
110,249 |
100 |
17,979 |
15,256 |
2,723 |
15.3% |
241 |
1.4% |
92% |
False |
False |
88,207 |
120 |
18,002 |
15,256 |
2,746 |
15.5% |
225 |
1.3% |
91% |
False |
False |
73,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,798 |
2.618 |
18,455 |
1.618 |
18,245 |
1.000 |
18,115 |
0.618 |
18,035 |
HIGH |
17,905 |
0.618 |
17,825 |
0.500 |
17,800 |
0.382 |
17,775 |
LOW |
17,695 |
0.618 |
17,565 |
1.000 |
17,485 |
1.618 |
17,355 |
2.618 |
17,145 |
4.250 |
16,803 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,800 |
17,800 |
PP |
17,786 |
17,786 |
S1 |
17,772 |
17,772 |
|