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 |
3,495.0 |
3,454.0 |
-41.0 |
-1.2% |
3,456.0 |
High |
3,501.0 |
3,537.0 |
36.0 |
1.0% |
3,513.0 |
Low |
3,431.0 |
3,293.0 |
-138.0 |
-4.0% |
3,373.0 |
Close |
3,469.0 |
3,354.0 |
-115.0 |
-3.3% |
3,488.0 |
Range |
70.0 |
244.0 |
174.0 |
248.6% |
140.0 |
ATR |
63.4 |
76.3 |
12.9 |
20.4% |
0.0 |
Volume |
1,157,978 |
1,677,721 |
519,743 |
44.9% |
4,177,751 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,126.7 |
3,984.3 |
3,488.2 |
|
R3 |
3,882.7 |
3,740.3 |
3,421.1 |
|
R2 |
3,638.7 |
3,638.7 |
3,398.7 |
|
R1 |
3,496.3 |
3,496.3 |
3,376.4 |
3,445.5 |
PP |
3,394.7 |
3,394.7 |
3,394.7 |
3,369.3 |
S1 |
3,252.3 |
3,252.3 |
3,331.6 |
3,201.5 |
S2 |
3,150.7 |
3,150.7 |
3,309.3 |
|
S3 |
2,906.7 |
3,008.3 |
3,286.9 |
|
S4 |
2,662.7 |
2,764.3 |
3,219.8 |
|
|
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 |
3,537.0 |
3,293.0 |
244.0 |
7.3% |
93.8 |
2.8% |
25% |
True |
True |
1,225,441 |
10 |
3,537.0 |
3,293.0 |
244.0 |
7.3% |
72.9 |
2.2% |
25% |
True |
True |
1,116,060 |
20 |
3,537.0 |
3,283.0 |
254.0 |
7.6% |
70.7 |
2.1% |
28% |
True |
False |
1,132,740 |
40 |
3,537.0 |
3,171.0 |
366.0 |
10.9% |
61.7 |
1.8% |
50% |
True |
False |
1,067,568 |
60 |
3,537.0 |
2,970.0 |
567.0 |
16.9% |
67.0 |
2.0% |
68% |
True |
False |
1,150,701 |
80 |
3,601.0 |
2,950.0 |
651.0 |
19.4% |
72.8 |
2.2% |
62% |
False |
False |
873,443 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
67.8 |
2.0% |
54% |
False |
False |
698,951 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
70.0 |
2.1% |
54% |
False |
False |
583,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,574.0 |
2.618 |
4,175.8 |
1.618 |
3,931.8 |
1.000 |
3,781.0 |
0.618 |
3,687.8 |
HIGH |
3,537.0 |
0.618 |
3,443.8 |
0.500 |
3,415.0 |
0.382 |
3,386.2 |
LOW |
3,293.0 |
0.618 |
3,142.2 |
1.000 |
3,049.0 |
1.618 |
2,898.2 |
2.618 |
2,654.2 |
4.250 |
2,256.0 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,415.0 |
3,415.0 |
PP |
3,394.7 |
3,394.7 |
S1 |
3,374.3 |
3,374.3 |
|