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 |
1,056.0 |
1,064.6 |
8.6 |
0.8% |
1,072.7 |
High |
1,069.1 |
1,074.0 |
4.9 |
0.5% |
1,080.5 |
Low |
1,052.2 |
1,062.6 |
10.4 |
1.0% |
1,051.6 |
Close |
1,065.3 |
1,063.5 |
-1.8 |
-0.2% |
1,056.2 |
Range |
16.9 |
11.4 |
-5.5 |
-32.5% |
28.9 |
ATR |
15.1 |
14.8 |
-0.3 |
-1.7% |
0.0 |
Volume |
113,168 |
121,567 |
8,399 |
7.4% |
428,116 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.9 |
1,093.6 |
1,069.8 |
|
R3 |
1,089.5 |
1,082.2 |
1,066.6 |
|
R2 |
1,078.1 |
1,078.1 |
1,065.6 |
|
R1 |
1,070.8 |
1,070.8 |
1,064.5 |
1,068.8 |
PP |
1,066.7 |
1,066.7 |
1,066.7 |
1,065.7 |
S1 |
1,059.4 |
1,059.4 |
1,062.5 |
1,057.4 |
S2 |
1,055.3 |
1,055.3 |
1,061.4 |
|
S3 |
1,043.9 |
1,048.0 |
1,060.4 |
|
S4 |
1,032.5 |
1,036.6 |
1,057.2 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.5 |
1,131.7 |
1,072.1 |
|
R3 |
1,120.6 |
1,102.8 |
1,064.1 |
|
R2 |
1,091.7 |
1,091.7 |
1,061.5 |
|
R1 |
1,073.9 |
1,073.9 |
1,058.8 |
1,068.4 |
PP |
1,062.8 |
1,062.8 |
1,062.8 |
1,060.0 |
S1 |
1,045.0 |
1,045.0 |
1,053.6 |
1,039.5 |
S2 |
1,033.9 |
1,033.9 |
1,050.9 |
|
S3 |
1,005.0 |
1,016.1 |
1,048.3 |
|
S4 |
976.1 |
987.2 |
1,040.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,080.5 |
1,051.6 |
28.9 |
2.7% |
15.2 |
1.4% |
41% |
False |
False |
118,649 |
10 |
1,087.3 |
1,051.6 |
35.7 |
3.4% |
15.0 |
1.4% |
33% |
False |
False |
78,205 |
20 |
1,137.8 |
1,051.6 |
86.2 |
8.1% |
14.6 |
1.4% |
14% |
False |
False |
50,820 |
40 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.4 |
1.4% |
8% |
False |
False |
27,285 |
60 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.4 |
1.4% |
8% |
False |
False |
19,164 |
80 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.5 |
1.4% |
8% |
False |
False |
14,723 |
100 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.2 |
1.3% |
8% |
False |
False |
12,245 |
120 |
1,207.5 |
1,051.6 |
155.9 |
14.7% |
13.5 |
1.3% |
8% |
False |
False |
10,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.5 |
2.618 |
1,103.8 |
1.618 |
1,092.4 |
1.000 |
1,085.4 |
0.618 |
1,081.0 |
HIGH |
1,074.0 |
0.618 |
1,069.6 |
0.500 |
1,068.3 |
0.382 |
1,067.0 |
LOW |
1,062.6 |
0.618 |
1,055.6 |
1.000 |
1,051.2 |
1.618 |
1,044.2 |
2.618 |
1,032.8 |
4.250 |
1,014.2 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,068.3 |
1,063.3 |
PP |
1,066.7 |
1,063.0 |
S1 |
1,065.1 |
1,062.8 |
|