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 |
19,555 |
19,720 |
165 |
0.8% |
19,895 |
High |
19,750 |
19,840 |
90 |
0.5% |
20,045 |
Low |
19,395 |
19,625 |
230 |
1.2% |
19,395 |
Close |
19,720 |
19,740 |
20 |
0.1% |
19,720 |
Range |
355 |
215 |
-140 |
-39.4% |
650 |
ATR |
307 |
301 |
-7 |
-2.1% |
0 |
Volume |
20,101 |
47,559 |
27,458 |
136.6% |
74,852 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,380 |
20,275 |
19,858 |
|
R3 |
20,165 |
20,060 |
19,799 |
|
R2 |
19,950 |
19,950 |
19,780 |
|
R1 |
19,845 |
19,845 |
19,760 |
19,898 |
PP |
19,735 |
19,735 |
19,735 |
19,761 |
S1 |
19,630 |
19,630 |
19,720 |
19,683 |
S2 |
19,520 |
19,520 |
19,701 |
|
S3 |
19,305 |
19,415 |
19,681 |
|
S4 |
19,090 |
19,200 |
19,622 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,670 |
21,345 |
20,078 |
|
R3 |
21,020 |
20,695 |
19,899 |
|
R2 |
20,370 |
20,370 |
19,839 |
|
R1 |
20,045 |
20,045 |
19,780 |
19,883 |
PP |
19,720 |
19,720 |
19,720 |
19,639 |
S1 |
19,395 |
19,395 |
19,661 |
19,233 |
S2 |
19,070 |
19,070 |
19,601 |
|
S3 |
18,420 |
18,745 |
19,541 |
|
S4 |
17,770 |
18,095 |
19,363 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,045 |
19,395 |
650 |
3.3% |
321 |
1.6% |
53% |
False |
False |
22,390 |
10 |
20,060 |
19,395 |
665 |
3.4% |
265 |
1.3% |
52% |
False |
False |
15,825 |
20 |
20,060 |
19,250 |
810 |
4.1% |
280 |
1.4% |
60% |
False |
False |
13,179 |
40 |
20,060 |
17,730 |
2,330 |
11.8% |
311 |
1.6% |
86% |
False |
False |
12,168 |
60 |
20,060 |
16,995 |
3,065 |
15.5% |
368 |
1.9% |
90% |
False |
False |
12,925 |
80 |
20,640 |
16,995 |
3,645 |
18.5% |
434 |
2.2% |
75% |
False |
False |
11,211 |
100 |
20,880 |
16,995 |
3,885 |
19.7% |
383 |
1.9% |
71% |
False |
False |
8,982 |
120 |
20,900 |
16,995 |
3,905 |
19.8% |
350 |
1.8% |
70% |
False |
False |
7,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,754 |
2.618 |
20,403 |
1.618 |
20,188 |
1.000 |
20,055 |
0.618 |
19,973 |
HIGH |
19,840 |
0.618 |
19,758 |
0.500 |
19,733 |
0.382 |
19,707 |
LOW |
19,625 |
0.618 |
19,492 |
1.000 |
19,410 |
1.618 |
19,277 |
2.618 |
19,062 |
4.250 |
18,711 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
19,738 |
19,723 |
PP |
19,735 |
19,707 |
S1 |
19,733 |
19,690 |
|