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 |
3,484.0 |
3,519.0 |
35.0 |
1.0% |
3,456.0 |
High |
3,525.0 |
3,524.0 |
-1.0 |
0.0% |
3,513.0 |
Low |
3,470.0 |
3,468.0 |
-2.0 |
-0.1% |
3,373.0 |
Close |
3,505.0 |
3,482.0 |
-23.0 |
-0.7% |
3,488.0 |
Range |
55.0 |
56.0 |
1.0 |
1.8% |
140.0 |
ATR |
63.4 |
62.9 |
-0.5 |
-0.8% |
0.0 |
Volume |
1,135,668 |
1,157,978 |
22,310 |
2.0% |
4,177,751 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,659.3 |
3,626.7 |
3,512.8 |
|
R3 |
3,603.3 |
3,570.7 |
3,497.4 |
|
R2 |
3,547.3 |
3,547.3 |
3,492.3 |
|
R1 |
3,514.7 |
3,514.7 |
3,487.1 |
3,503.0 |
PP |
3,491.3 |
3,491.3 |
3,491.3 |
3,485.5 |
S1 |
3,458.7 |
3,458.7 |
3,476.9 |
3,447.0 |
S2 |
3,435.3 |
3,435.3 |
3,471.7 |
|
S3 |
3,379.3 |
3,402.7 |
3,466.6 |
|
S4 |
3,323.3 |
3,346.7 |
3,451.2 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,878.0 |
3,823.0 |
3,565.0 |
|
R3 |
3,738.0 |
3,683.0 |
3,526.5 |
|
R2 |
3,598.0 |
3,598.0 |
3,513.7 |
|
R1 |
3,543.0 |
3,543.0 |
3,500.8 |
3,570.5 |
PP |
3,458.0 |
3,458.0 |
3,458.0 |
3,471.8 |
S1 |
3,403.0 |
3,403.0 |
3,475.2 |
3,430.5 |
S2 |
3,318.0 |
3,318.0 |
3,462.3 |
|
S3 |
3,178.0 |
3,263.0 |
3,449.5 |
|
S4 |
3,038.0 |
3,123.0 |
3,411.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,525.0 |
3,373.0 |
152.0 |
4.4% |
58.6 |
1.7% |
72% |
False |
False |
996,393 |
10 |
3,525.0 |
3,373.0 |
152.0 |
4.4% |
53.5 |
1.5% |
72% |
False |
False |
1,039,864 |
20 |
3,525.0 |
3,283.0 |
242.0 |
7.0% |
59.3 |
1.7% |
82% |
False |
False |
1,099,752 |
40 |
3,525.0 |
3,157.0 |
368.0 |
10.6% |
57.1 |
1.6% |
88% |
False |
False |
1,060,476 |
60 |
3,525.0 |
2,970.0 |
555.0 |
15.9% |
65.0 |
1.9% |
92% |
False |
False |
1,114,215 |
80 |
3,669.0 |
2,950.0 |
719.0 |
20.6% |
70.4 |
2.0% |
74% |
False |
False |
838,004 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.5% |
66.2 |
1.9% |
71% |
False |
False |
670,599 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.5% |
68.2 |
2.0% |
71% |
False |
False |
559,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,762.0 |
2.618 |
3,670.6 |
1.618 |
3,614.6 |
1.000 |
3,580.0 |
0.618 |
3,558.6 |
HIGH |
3,524.0 |
0.618 |
3,502.6 |
0.500 |
3,496.0 |
0.382 |
3,489.4 |
LOW |
3,468.0 |
0.618 |
3,433.4 |
1.000 |
3,412.0 |
1.618 |
3,377.4 |
2.618 |
3,321.4 |
4.250 |
3,230.0 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,496.0 |
3,496.5 |
PP |
3,491.3 |
3,491.7 |
S1 |
3,486.7 |
3,486.8 |
|