Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
19,895 |
19,775 |
-120 |
-0.6% |
19,950 |
High |
19,905 |
20,045 |
140 |
0.7% |
20,060 |
Low |
19,725 |
19,775 |
50 |
0.3% |
19,775 |
Close |
19,795 |
20,000 |
205 |
1.0% |
19,885 |
Range |
180 |
270 |
90 |
50.0% |
285 |
ATR |
292 |
290 |
-2 |
-0.5% |
0 |
Volume |
10,459 |
9,868 |
-591 |
-5.7% |
35,843 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,750 |
20,645 |
20,149 |
|
R3 |
20,480 |
20,375 |
20,074 |
|
R2 |
20,210 |
20,210 |
20,050 |
|
R1 |
20,105 |
20,105 |
20,025 |
20,158 |
PP |
19,940 |
19,940 |
19,940 |
19,966 |
S1 |
19,835 |
19,835 |
19,975 |
19,888 |
S2 |
19,670 |
19,670 |
19,951 |
|
S3 |
19,400 |
19,565 |
19,926 |
|
S4 |
19,130 |
19,295 |
19,852 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,762 |
20,608 |
20,042 |
|
R3 |
20,477 |
20,323 |
19,964 |
|
R2 |
20,192 |
20,192 |
19,937 |
|
R1 |
20,038 |
20,038 |
19,911 |
19,973 |
PP |
19,907 |
19,907 |
19,907 |
19,874 |
S1 |
19,753 |
19,753 |
19,859 |
19,688 |
S2 |
19,622 |
19,622 |
19,833 |
|
S3 |
19,337 |
19,468 |
19,807 |
|
S4 |
19,052 |
19,183 |
19,728 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,045 |
19,725 |
320 |
1.6% |
210 |
1.1% |
86% |
True |
False |
10,061 |
10 |
20,060 |
19,650 |
410 |
2.1% |
233 |
1.2% |
85% |
False |
False |
9,386 |
20 |
20,060 |
18,920 |
1,140 |
5.7% |
272 |
1.4% |
95% |
False |
False |
10,427 |
40 |
20,060 |
17,730 |
2,330 |
11.7% |
313 |
1.6% |
97% |
False |
False |
10,917 |
60 |
20,060 |
16,995 |
3,065 |
15.3% |
387 |
1.9% |
98% |
False |
False |
12,992 |
80 |
20,880 |
16,995 |
3,885 |
19.4% |
434 |
2.2% |
77% |
False |
False |
9,937 |
100 |
20,880 |
16,995 |
3,885 |
19.4% |
376 |
1.9% |
77% |
False |
False |
7,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,193 |
2.618 |
20,752 |
1.618 |
20,482 |
1.000 |
20,315 |
0.618 |
20,212 |
HIGH |
20,045 |
0.618 |
19,942 |
0.500 |
19,910 |
0.382 |
19,878 |
LOW |
19,775 |
0.618 |
19,608 |
1.000 |
19,505 |
1.618 |
19,338 |
2.618 |
19,068 |
4.250 |
18,628 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,970 |
19,962 |
PP |
19,940 |
19,923 |
S1 |
19,910 |
19,885 |
|