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 |
17,865 |
17,769 |
-96 |
-0.5% |
17,801 |
High |
17,905 |
17,870 |
-35 |
-0.2% |
17,875 |
Low |
17,695 |
17,409 |
-286 |
-1.6% |
17,623 |
Close |
17,758 |
17,486 |
-272 |
-1.5% |
17,801 |
Range |
210 |
461 |
251 |
119.5% |
252 |
ATR |
194 |
213 |
19 |
9.8% |
0 |
Volume |
132,073 |
244,078 |
112,005 |
84.8% |
366,195 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,971 |
18,690 |
17,740 |
|
R3 |
18,510 |
18,229 |
17,613 |
|
R2 |
18,049 |
18,049 |
17,571 |
|
R1 |
17,768 |
17,768 |
17,528 |
17,678 |
PP |
17,588 |
17,588 |
17,588 |
17,544 |
S1 |
17,307 |
17,307 |
17,444 |
17,217 |
S2 |
17,127 |
17,127 |
17,402 |
|
S3 |
16,666 |
16,846 |
17,359 |
|
S4 |
16,205 |
16,385 |
17,233 |
|
|
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 |
17,409 |
496 |
2.8% |
220 |
1.3% |
16% |
False |
True |
136,223 |
10 |
17,905 |
17,409 |
496 |
2.8% |
183 |
1.0% |
16% |
False |
True |
119,422 |
20 |
17,905 |
17,052 |
853 |
4.9% |
207 |
1.2% |
51% |
False |
False |
135,898 |
40 |
17,906 |
16,680 |
1,226 |
7.0% |
195 |
1.1% |
66% |
False |
False |
131,564 |
60 |
17,906 |
15,799 |
2,107 |
12.0% |
231 |
1.3% |
80% |
False |
False |
150,477 |
80 |
17,906 |
15,256 |
2,650 |
15.2% |
269 |
1.5% |
84% |
False |
False |
113,297 |
100 |
17,979 |
15,256 |
2,723 |
15.6% |
245 |
1.4% |
82% |
False |
False |
90,647 |
120 |
18,002 |
15,256 |
2,746 |
15.7% |
228 |
1.3% |
81% |
False |
False |
75,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,829 |
2.618 |
19,077 |
1.618 |
18,616 |
1.000 |
18,331 |
0.618 |
18,155 |
HIGH |
17,870 |
0.618 |
17,694 |
0.500 |
17,640 |
0.382 |
17,585 |
LOW |
17,409 |
0.618 |
17,124 |
1.000 |
16,948 |
1.618 |
16,663 |
2.618 |
16,202 |
4.250 |
15,450 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,640 |
17,657 |
PP |
17,588 |
17,600 |
S1 |
17,537 |
17,543 |
|