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 |
3,519.0 |
3,495.0 |
-24.0 |
-0.7% |
3,456.0 |
High |
3,524.0 |
3,501.0 |
-23.0 |
-0.7% |
3,513.0 |
Low |
3,468.0 |
3,431.0 |
-37.0 |
-1.1% |
3,373.0 |
Close |
3,482.0 |
3,469.0 |
-13.0 |
-0.4% |
3,488.0 |
Range |
56.0 |
70.0 |
14.0 |
25.0% |
140.0 |
ATR |
62.9 |
63.4 |
0.5 |
0.8% |
0.0 |
Volume |
1,157,978 |
1,157,978 |
0 |
0.0% |
4,177,751 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,677.0 |
3,643.0 |
3,507.5 |
|
R3 |
3,607.0 |
3,573.0 |
3,488.3 |
|
R2 |
3,537.0 |
3,537.0 |
3,481.8 |
|
R1 |
3,503.0 |
3,503.0 |
3,475.4 |
3,485.0 |
PP |
3,467.0 |
3,467.0 |
3,467.0 |
3,458.0 |
S1 |
3,433.0 |
3,433.0 |
3,462.6 |
3,415.0 |
S2 |
3,397.0 |
3,397.0 |
3,456.2 |
|
S3 |
3,327.0 |
3,363.0 |
3,449.8 |
|
S4 |
3,257.0 |
3,293.0 |
3,430.5 |
|
|
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 |
3,402.0 |
123.0 |
3.5% |
59.4 |
1.7% |
54% |
False |
False |
1,032,465 |
10 |
3,525.0 |
3,373.0 |
152.0 |
4.4% |
53.3 |
1.5% |
63% |
False |
False |
1,054,586 |
20 |
3,525.0 |
3,283.0 |
242.0 |
7.0% |
60.6 |
1.7% |
77% |
False |
False |
1,107,320 |
40 |
3,525.0 |
3,171.0 |
354.0 |
10.2% |
57.0 |
1.6% |
84% |
False |
False |
1,057,525 |
60 |
3,525.0 |
2,970.0 |
555.0 |
16.0% |
64.7 |
1.9% |
90% |
False |
False |
1,129,477 |
80 |
3,656.0 |
2,950.0 |
706.0 |
20.4% |
70.6 |
2.0% |
74% |
False |
False |
852,476 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.6% |
65.8 |
1.9% |
69% |
False |
False |
682,175 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.6% |
68.5 |
2.0% |
69% |
False |
False |
569,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,798.5 |
2.618 |
3,684.3 |
1.618 |
3,614.3 |
1.000 |
3,571.0 |
0.618 |
3,544.3 |
HIGH |
3,501.0 |
0.618 |
3,474.3 |
0.500 |
3,466.0 |
0.382 |
3,457.7 |
LOW |
3,431.0 |
0.618 |
3,387.7 |
1.000 |
3,361.0 |
1.618 |
3,317.7 |
2.618 |
3,247.7 |
4.250 |
3,133.5 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,468.0 |
3,478.0 |
PP |
3,467.0 |
3,475.0 |
S1 |
3,466.0 |
3,472.0 |
|