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 |
5,196.0 |
5,257.0 |
61.0 |
1.2% |
5,265.0 |
High |
5,290.0 |
5,283.0 |
-7.0 |
-0.1% |
5,294.0 |
Low |
5,174.0 |
5,238.0 |
64.0 |
1.2% |
5,180.0 |
Close |
5,264.0 |
5,278.0 |
14.0 |
0.3% |
5,207.0 |
Range |
116.0 |
45.0 |
-71.0 |
-61.2% |
114.0 |
ATR |
81.1 |
78.5 |
-2.6 |
-3.2% |
0.0 |
Volume |
39,398 |
19,078 |
-20,320 |
-51.6% |
103,464 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,401.3 |
5,384.7 |
5,302.8 |
|
R3 |
5,356.3 |
5,339.7 |
5,290.4 |
|
R2 |
5,311.3 |
5,311.3 |
5,286.3 |
|
R1 |
5,294.7 |
5,294.7 |
5,282.1 |
5,303.0 |
PP |
5,266.3 |
5,266.3 |
5,266.3 |
5,270.5 |
S1 |
5,249.7 |
5,249.7 |
5,273.9 |
5,258.0 |
S2 |
5,221.3 |
5,221.3 |
5,269.8 |
|
S3 |
5,176.3 |
5,204.7 |
5,265.6 |
|
S4 |
5,131.3 |
5,159.7 |
5,253.3 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,569.0 |
5,502.0 |
5,269.7 |
|
R3 |
5,455.0 |
5,388.0 |
5,238.4 |
|
R2 |
5,341.0 |
5,341.0 |
5,227.9 |
|
R1 |
5,274.0 |
5,274.0 |
5,217.5 |
5,250.5 |
PP |
5,227.0 |
5,227.0 |
5,227.0 |
5,215.3 |
S1 |
5,160.0 |
5,160.0 |
5,196.6 |
5,136.5 |
S2 |
5,113.0 |
5,113.0 |
5,186.1 |
|
S3 |
4,999.0 |
5,046.0 |
5,175.7 |
|
S4 |
4,885.0 |
4,932.0 |
5,144.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,290.0 |
5,166.0 |
124.0 |
2.3% |
74.8 |
1.4% |
90% |
False |
False |
24,803 |
10 |
5,294.0 |
5,164.0 |
130.0 |
2.5% |
67.9 |
1.3% |
88% |
False |
False |
25,037 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.3% |
71.2 |
1.3% |
95% |
False |
False |
26,621 |
40 |
5,369.0 |
4,959.0 |
410.0 |
7.8% |
64.5 |
1.2% |
78% |
False |
False |
24,986 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.2% |
72.2 |
1.4% |
81% |
False |
False |
28,415 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.2% |
66.7 |
1.3% |
81% |
False |
False |
21,416 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.5% |
55.2 |
1.0% |
52% |
False |
False |
17,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,474.3 |
2.618 |
5,400.8 |
1.618 |
5,355.8 |
1.000 |
5,328.0 |
0.618 |
5,310.8 |
HIGH |
5,283.0 |
0.618 |
5,265.8 |
0.500 |
5,260.5 |
0.382 |
5,255.2 |
LOW |
5,238.0 |
0.618 |
5,210.2 |
1.000 |
5,193.0 |
1.618 |
5,165.2 |
2.618 |
5,120.2 |
4.250 |
5,046.8 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,272.2 |
5,261.3 |
PP |
5,266.3 |
5,244.7 |
S1 |
5,260.5 |
5,228.0 |
|