Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
20,000 |
19,880 |
-120 |
-0.6% |
19,950 |
High |
20,015 |
19,985 |
-30 |
-0.1% |
20,060 |
Low |
19,800 |
19,435 |
-365 |
-1.8% |
19,775 |
Close |
19,875 |
19,545 |
-330 |
-1.7% |
19,885 |
Range |
215 |
550 |
335 |
155.8% |
285 |
ATR |
285 |
304 |
19 |
6.6% |
0 |
Volume |
7,880 |
26,544 |
18,664 |
236.9% |
35,843 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,305 |
20,975 |
19,848 |
|
R3 |
20,755 |
20,425 |
19,696 |
|
R2 |
20,205 |
20,205 |
19,646 |
|
R1 |
19,875 |
19,875 |
19,596 |
19,765 |
PP |
19,655 |
19,655 |
19,655 |
19,600 |
S1 |
19,325 |
19,325 |
19,495 |
19,215 |
S2 |
19,105 |
19,105 |
19,444 |
|
S3 |
18,555 |
18,775 |
19,394 |
|
S4 |
18,005 |
18,225 |
19,243 |
|
|
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 |
19,435 |
610 |
3.1% |
289 |
1.5% |
18% |
False |
True |
12,642 |
10 |
20,060 |
19,435 |
625 |
3.2% |
253 |
1.3% |
18% |
False |
True |
10,629 |
20 |
20,060 |
19,035 |
1,025 |
5.2% |
285 |
1.5% |
50% |
False |
False |
11,152 |
40 |
20,060 |
17,730 |
2,330 |
11.9% |
313 |
1.6% |
78% |
False |
False |
11,094 |
60 |
20,060 |
16,995 |
3,065 |
15.7% |
371 |
1.9% |
83% |
False |
False |
12,532 |
80 |
20,640 |
16,995 |
3,645 |
18.6% |
437 |
2.2% |
70% |
False |
False |
10,366 |
100 |
20,880 |
16,995 |
3,885 |
19.9% |
379 |
1.9% |
66% |
False |
False |
8,306 |
120 |
20,900 |
16,995 |
3,905 |
20.0% |
346 |
1.8% |
65% |
False |
False |
6,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,323 |
2.618 |
21,425 |
1.618 |
20,875 |
1.000 |
20,535 |
0.618 |
20,325 |
HIGH |
19,985 |
0.618 |
19,775 |
0.500 |
19,710 |
0.382 |
19,645 |
LOW |
19,435 |
0.618 |
19,095 |
1.000 |
18,885 |
1.618 |
18,545 |
2.618 |
17,995 |
4.250 |
17,098 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,710 |
19,740 |
PP |
19,655 |
19,675 |
S1 |
19,600 |
19,610 |
|