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 |
3,454.0 |
3,307.0 |
-147.0 |
-4.3% |
3,484.0 |
High |
3,537.0 |
3,375.0 |
-162.0 |
-4.6% |
3,537.0 |
Low |
3,293.0 |
3,292.0 |
-1.0 |
0.0% |
3,292.0 |
Close |
3,354.0 |
3,331.0 |
-23.0 |
-0.7% |
3,331.0 |
Range |
244.0 |
83.0 |
-161.0 |
-66.0% |
245.0 |
ATR |
76.3 |
76.8 |
0.5 |
0.6% |
0.0 |
Volume |
1,677,721 |
1,116,037 |
-561,684 |
-33.5% |
6,245,382 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,581.7 |
3,539.3 |
3,376.7 |
|
R3 |
3,498.7 |
3,456.3 |
3,353.8 |
|
R2 |
3,415.7 |
3,415.7 |
3,346.2 |
|
R1 |
3,373.3 |
3,373.3 |
3,338.6 |
3,394.5 |
PP |
3,332.7 |
3,332.7 |
3,332.7 |
3,343.3 |
S1 |
3,290.3 |
3,290.3 |
3,323.4 |
3,311.5 |
S2 |
3,249.7 |
3,249.7 |
3,315.8 |
|
S3 |
3,166.7 |
3,207.3 |
3,308.2 |
|
S4 |
3,083.7 |
3,124.3 |
3,285.4 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,121.7 |
3,971.3 |
3,465.8 |
|
R3 |
3,876.7 |
3,726.3 |
3,398.4 |
|
R2 |
3,631.7 |
3,631.7 |
3,375.9 |
|
R1 |
3,481.3 |
3,481.3 |
3,353.5 |
3,434.0 |
PP |
3,386.7 |
3,386.7 |
3,386.7 |
3,363.0 |
S1 |
3,236.3 |
3,236.3 |
3,308.5 |
3,189.0 |
S2 |
3,141.7 |
3,141.7 |
3,286.1 |
|
S3 |
2,896.7 |
2,991.3 |
3,263.6 |
|
S4 |
2,651.7 |
2,746.3 |
3,196.3 |
|
|
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 |
3,292.0 |
245.0 |
7.4% |
101.6 |
3.1% |
16% |
False |
True |
1,249,076 |
10 |
3,537.0 |
3,292.0 |
245.0 |
7.4% |
77.2 |
2.3% |
16% |
False |
True |
1,127,919 |
20 |
3,537.0 |
3,283.0 |
254.0 |
7.6% |
72.0 |
2.2% |
19% |
False |
False |
1,127,139 |
40 |
3,537.0 |
3,171.0 |
366.0 |
11.0% |
62.3 |
1.9% |
44% |
False |
False |
1,072,779 |
60 |
3,537.0 |
2,970.0 |
567.0 |
17.0% |
67.4 |
2.0% |
64% |
False |
False |
1,156,569 |
80 |
3,548.0 |
2,950.0 |
598.0 |
18.0% |
72.1 |
2.2% |
64% |
False |
False |
887,380 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.5% |
68.3 |
2.1% |
51% |
False |
False |
710,108 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.5% |
70.1 |
2.1% |
51% |
False |
False |
592,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,727.8 |
2.618 |
3,592.3 |
1.618 |
3,509.3 |
1.000 |
3,458.0 |
0.618 |
3,426.3 |
HIGH |
3,375.0 |
0.618 |
3,343.3 |
0.500 |
3,333.5 |
0.382 |
3,323.7 |
LOW |
3,292.0 |
0.618 |
3,240.7 |
1.000 |
3,209.0 |
1.618 |
3,157.7 |
2.618 |
3,074.7 |
4.250 |
2,939.3 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,333.5 |
3,414.5 |
PP |
3,332.7 |
3,386.7 |
S1 |
3,331.8 |
3,358.8 |
|