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 |
19,775 |
20,000 |
225 |
1.1% |
19,950 |
High |
20,045 |
20,015 |
-30 |
-0.1% |
20,060 |
Low |
19,775 |
19,800 |
25 |
0.1% |
19,775 |
Close |
20,000 |
19,875 |
-125 |
-0.6% |
19,885 |
Range |
270 |
215 |
-55 |
-20.4% |
285 |
ATR |
290 |
285 |
-5 |
-1.9% |
0 |
Volume |
9,868 |
7,880 |
-1,988 |
-20.1% |
35,843 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,542 |
20,423 |
19,993 |
|
R3 |
20,327 |
20,208 |
19,934 |
|
R2 |
20,112 |
20,112 |
19,915 |
|
R1 |
19,993 |
19,993 |
19,895 |
19,945 |
PP |
19,897 |
19,897 |
19,897 |
19,873 |
S1 |
19,778 |
19,778 |
19,855 |
19,730 |
S2 |
19,682 |
19,682 |
19,836 |
|
S3 |
19,467 |
19,563 |
19,816 |
|
S4 |
19,252 |
19,348 |
19,757 |
|
|
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% |
209 |
1.1% |
47% |
False |
False |
8,899 |
10 |
20,060 |
19,675 |
385 |
1.9% |
229 |
1.2% |
52% |
False |
False |
9,010 |
20 |
20,060 |
18,920 |
1,140 |
5.7% |
273 |
1.4% |
84% |
False |
False |
10,507 |
40 |
20,060 |
17,730 |
2,330 |
11.7% |
310 |
1.6% |
92% |
False |
False |
10,835 |
60 |
20,060 |
16,995 |
3,065 |
15.4% |
375 |
1.9% |
94% |
False |
False |
12,640 |
80 |
20,705 |
16,995 |
3,710 |
18.7% |
433 |
2.2% |
78% |
False |
False |
10,035 |
100 |
20,880 |
16,995 |
3,885 |
19.5% |
374 |
1.9% |
74% |
False |
False |
8,040 |
120 |
20,900 |
16,995 |
3,905 |
19.6% |
342 |
1.7% |
74% |
False |
False |
6,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,929 |
2.618 |
20,578 |
1.618 |
20,363 |
1.000 |
20,230 |
0.618 |
20,148 |
HIGH |
20,015 |
0.618 |
19,933 |
0.500 |
19,908 |
0.382 |
19,882 |
LOW |
19,800 |
0.618 |
19,667 |
1.000 |
19,585 |
1.618 |
19,452 |
2.618 |
19,237 |
4.250 |
18,886 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,908 |
19,885 |
PP |
19,897 |
19,882 |
S1 |
19,886 |
19,878 |
|