Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
5,161.0 |
5,203.0 |
42.0 |
0.8% |
5,197.0 |
High |
5,163.0 |
5,246.0 |
83.0 |
1.6% |
5,290.0 |
Low |
5,117.0 |
5,145.0 |
28.0 |
0.5% |
5,117.0 |
Close |
5,155.0 |
5,149.0 |
-6.0 |
-0.1% |
5,155.0 |
Range |
46.0 |
101.0 |
55.0 |
119.6% |
173.0 |
ATR |
81.3 |
82.7 |
1.4 |
1.7% |
0.0 |
Volume |
29,333 |
25,270 |
-4,063 |
-13.9% |
137,277 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,483.0 |
5,417.0 |
5,204.6 |
|
R3 |
5,382.0 |
5,316.0 |
5,176.8 |
|
R2 |
5,281.0 |
5,281.0 |
5,167.5 |
|
R1 |
5,215.0 |
5,215.0 |
5,158.3 |
5,197.5 |
PP |
5,180.0 |
5,180.0 |
5,180.0 |
5,171.3 |
S1 |
5,114.0 |
5,114.0 |
5,139.7 |
5,096.5 |
S2 |
5,079.0 |
5,079.0 |
5,130.5 |
|
S3 |
4,978.0 |
5,013.0 |
5,121.2 |
|
S4 |
4,877.0 |
4,912.0 |
5,093.5 |
|
|
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% |
71.2 |
1.4% |
18% |
False |
False |
27,269 |
10 |
5,290.0 |
5,117.0 |
173.0 |
3.4% |
67.8 |
1.3% |
18% |
False |
False |
24,263 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.5% |
67.6 |
1.3% |
57% |
False |
False |
26,081 |
40 |
5,369.0 |
4,959.0 |
410.0 |
8.0% |
65.5 |
1.3% |
46% |
False |
False |
25,076 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
70.8 |
1.4% |
55% |
False |
False |
28,277 |
80 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
68.2 |
1.3% |
55% |
False |
False |
22,385 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.8% |
56.1 |
1.1% |
35% |
False |
False |
17,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,675.3 |
2.618 |
5,510.4 |
1.618 |
5,409.4 |
1.000 |
5,347.0 |
0.618 |
5,308.4 |
HIGH |
5,246.0 |
0.618 |
5,207.4 |
0.500 |
5,195.5 |
0.382 |
5,183.6 |
LOW |
5,145.0 |
0.618 |
5,082.6 |
1.000 |
5,044.0 |
1.618 |
4,981.6 |
2.618 |
4,880.6 |
4.250 |
4,715.8 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
5,195.5 |
5,181.5 |
PP |
5,180.0 |
5,170.7 |
S1 |
5,164.5 |
5,159.8 |
|