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 |
17,769 |
17,503 |
-266 |
-1.5% |
17,801 |
High |
17,870 |
17,855 |
-15 |
-0.1% |
17,905 |
Low |
17,409 |
17,445 |
36 |
0.2% |
17,409 |
Close |
17,486 |
17,819 |
333 |
1.9% |
17,819 |
Range |
461 |
410 |
-51 |
-11.1% |
496 |
ATR |
213 |
227 |
14 |
6.6% |
0 |
Volume |
244,078 |
198,761 |
-45,317 |
-18.6% |
803,881 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,936 |
18,788 |
18,045 |
|
R3 |
18,526 |
18,378 |
17,932 |
|
R2 |
18,116 |
18,116 |
17,894 |
|
R1 |
17,968 |
17,968 |
17,857 |
18,042 |
PP |
17,706 |
17,706 |
17,706 |
17,744 |
S1 |
17,558 |
17,558 |
17,782 |
17,632 |
S2 |
17,296 |
17,296 |
17,744 |
|
S3 |
16,886 |
17,148 |
17,706 |
|
S4 |
16,476 |
16,738 |
17,594 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,199 |
19,005 |
18,092 |
|
R3 |
18,703 |
18,509 |
17,956 |
|
R2 |
18,207 |
18,207 |
17,910 |
|
R1 |
18,013 |
18,013 |
17,865 |
18,110 |
PP |
17,711 |
17,711 |
17,711 |
17,760 |
S1 |
17,517 |
17,517 |
17,774 |
17,614 |
S2 |
17,215 |
17,215 |
17,728 |
|
S3 |
16,719 |
17,021 |
17,683 |
|
S4 |
16,223 |
16,525 |
17,546 |
|
|
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% |
271 |
1.5% |
83% |
False |
False |
160,776 |
10 |
17,905 |
17,409 |
496 |
2.8% |
212 |
1.2% |
83% |
False |
False |
127,351 |
20 |
17,905 |
17,052 |
853 |
4.8% |
220 |
1.2% |
90% |
False |
False |
139,505 |
40 |
17,906 |
16,793 |
1,113 |
6.2% |
198 |
1.1% |
92% |
False |
False |
131,827 |
60 |
17,906 |
15,799 |
2,107 |
11.8% |
232 |
1.3% |
96% |
False |
False |
153,003 |
80 |
17,906 |
15,256 |
2,650 |
14.9% |
271 |
1.5% |
97% |
False |
False |
115,781 |
100 |
17,979 |
15,256 |
2,723 |
15.3% |
249 |
1.4% |
94% |
False |
False |
92,635 |
120 |
18,002 |
15,256 |
2,746 |
15.4% |
231 |
1.3% |
93% |
False |
False |
77,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,598 |
2.618 |
18,929 |
1.618 |
18,519 |
1.000 |
18,265 |
0.618 |
18,109 |
HIGH |
17,855 |
0.618 |
17,699 |
0.500 |
17,650 |
0.382 |
17,602 |
LOW |
17,445 |
0.618 |
17,192 |
1.000 |
17,035 |
1.618 |
16,782 |
2.618 |
16,372 |
4.250 |
15,703 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
17,763 |
17,765 |
PP |
17,706 |
17,711 |
S1 |
17,650 |
17,657 |
|