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 |
5,220.0 |
5,161.0 |
-59.0 |
-1.1% |
5,197.0 |
High |
5,243.0 |
5,163.0 |
-80.0 |
-1.5% |
5,290.0 |
Low |
5,195.0 |
5,117.0 |
-78.0 |
-1.5% |
5,117.0 |
Close |
5,231.0 |
5,155.0 |
-76.0 |
-1.5% |
5,155.0 |
Range |
48.0 |
46.0 |
-2.0 |
-4.2% |
173.0 |
ATR |
78.8 |
81.3 |
2.5 |
3.2% |
0.0 |
Volume |
23,269 |
29,333 |
6,064 |
26.1% |
137,277 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,283.0 |
5,265.0 |
5,180.3 |
|
R3 |
5,237.0 |
5,219.0 |
5,167.7 |
|
R2 |
5,191.0 |
5,191.0 |
5,163.4 |
|
R1 |
5,173.0 |
5,173.0 |
5,159.2 |
5,159.0 |
PP |
5,145.0 |
5,145.0 |
5,145.0 |
5,138.0 |
S1 |
5,127.0 |
5,127.0 |
5,150.8 |
5,113.0 |
S2 |
5,099.0 |
5,099.0 |
5,146.6 |
|
S3 |
5,053.0 |
5,081.0 |
5,142.4 |
|
S4 |
5,007.0 |
5,035.0 |
5,129.7 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,706.3 |
5,603.7 |
5,250.2 |
|
R3 |
5,533.3 |
5,430.7 |
5,202.6 |
|
R2 |
5,360.3 |
5,360.3 |
5,186.7 |
|
R1 |
5,257.7 |
5,257.7 |
5,170.9 |
5,222.5 |
PP |
5,187.3 |
5,187.3 |
5,187.3 |
5,169.8 |
S1 |
5,084.7 |
5,084.7 |
5,139.1 |
5,049.5 |
S2 |
5,014.3 |
5,014.3 |
5,123.3 |
|
S3 |
4,841.3 |
4,911.7 |
5,107.4 |
|
S4 |
4,668.3 |
4,738.7 |
5,059.9 |
|
|
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 |
5,117.0 |
173.0 |
3.4% |
61.6 |
1.2% |
22% |
False |
True |
27,455 |
10 |
5,294.0 |
5,117.0 |
177.0 |
3.4% |
63.3 |
1.2% |
21% |
False |
True |
24,074 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.5% |
67.4 |
1.3% |
59% |
False |
False |
26,611 |
40 |
5,369.0 |
4,959.0 |
410.0 |
8.0% |
64.3 |
1.2% |
48% |
False |
False |
25,061 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
70.5 |
1.4% |
56% |
False |
False |
29,130 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
67.3 |
1.3% |
56% |
False |
False |
22,070 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.8% |
55.4 |
1.1% |
36% |
False |
False |
17,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,358.5 |
2.618 |
5,283.4 |
1.618 |
5,237.4 |
1.000 |
5,209.0 |
0.618 |
5,191.4 |
HIGH |
5,163.0 |
0.618 |
5,145.4 |
0.500 |
5,140.0 |
0.382 |
5,134.6 |
LOW |
5,117.0 |
0.618 |
5,088.6 |
1.000 |
5,071.0 |
1.618 |
5,042.6 |
2.618 |
4,996.6 |
4.250 |
4,921.5 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,150.0 |
5,200.0 |
PP |
5,145.0 |
5,185.0 |
S1 |
5,140.0 |
5,170.0 |
|