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 |
4,715.00 |
4,698.75 |
-16.25 |
-0.3% |
4,689.50 |
High |
4,739.50 |
4,730.25 |
-9.25 |
-0.2% |
4,706.75 |
Low |
4,678.50 |
4,579.00 |
-99.50 |
-2.1% |
4,620.00 |
Close |
4,694.50 |
4,611.00 |
-83.50 |
-1.8% |
4,682.50 |
Range |
61.00 |
151.25 |
90.25 |
148.0% |
86.75 |
ATR |
59.31 |
65.88 |
6.57 |
11.1% |
0.00 |
Volume |
231,812 |
379,530 |
147,718 |
63.7% |
618,547 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.75 |
5,003.75 |
4,694.25 |
|
R3 |
4,942.50 |
4,852.50 |
4,652.50 |
|
R2 |
4,791.25 |
4,791.25 |
4,638.75 |
|
R1 |
4,701.25 |
4,701.25 |
4,624.75 |
4,670.50 |
PP |
4,640.00 |
4,640.00 |
4,640.00 |
4,624.75 |
S1 |
4,550.00 |
4,550.00 |
4,597.25 |
4,519.50 |
S2 |
4,488.75 |
4,488.75 |
4,583.25 |
|
S3 |
4,337.50 |
4,398.75 |
4,569.50 |
|
S4 |
4,186.25 |
4,247.50 |
4,527.75 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,930.00 |
4,893.00 |
4,730.25 |
|
R3 |
4,843.25 |
4,806.25 |
4,706.25 |
|
R2 |
4,756.50 |
4,756.50 |
4,698.50 |
|
R1 |
4,719.50 |
4,719.50 |
4,690.50 |
4,694.50 |
PP |
4,669.75 |
4,669.75 |
4,669.75 |
4,657.25 |
S1 |
4,632.75 |
4,632.75 |
4,674.50 |
4,608.00 |
S2 |
4,583.00 |
4,583.00 |
4,666.50 |
|
S3 |
4,496.25 |
4,546.00 |
4,658.75 |
|
S4 |
4,409.50 |
4,459.25 |
4,634.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,739.50 |
4,579.00 |
160.50 |
3.5% |
67.50 |
1.5% |
20% |
False |
True |
224,983 |
10 |
4,739.50 |
4,579.00 |
160.50 |
3.5% |
55.00 |
1.2% |
20% |
False |
True |
203,247 |
20 |
4,739.50 |
4,455.00 |
284.50 |
6.2% |
63.75 |
1.4% |
55% |
False |
False |
234,144 |
40 |
4,739.50 |
4,265.00 |
474.50 |
10.3% |
61.50 |
1.3% |
73% |
False |
False |
235,744 |
60 |
4,739.50 |
4,040.75 |
698.75 |
15.2% |
72.00 |
1.6% |
82% |
False |
False |
255,059 |
80 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
83.25 |
1.8% |
85% |
False |
False |
192,410 |
100 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
77.75 |
1.7% |
85% |
False |
False |
153,956 |
120 |
4,739.50 |
3,901.00 |
838.50 |
18.2% |
73.50 |
1.6% |
85% |
False |
False |
128,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,373.00 |
2.618 |
5,126.25 |
1.618 |
4,975.00 |
1.000 |
4,881.50 |
0.618 |
4,823.75 |
HIGH |
4,730.25 |
0.618 |
4,672.50 |
0.500 |
4,654.50 |
0.382 |
4,636.75 |
LOW |
4,579.00 |
0.618 |
4,485.50 |
1.000 |
4,427.75 |
1.618 |
4,334.25 |
2.618 |
4,183.00 |
4.250 |
3,936.25 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
4,654.50 |
4,659.25 |
PP |
4,640.00 |
4,643.25 |
S1 |
4,625.50 |
4,627.00 |
|