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 |
1,067.9 |
1,053.5 |
-14.4 |
-1.3% |
1,072.7 |
High |
1,071.0 |
1,064.5 |
-6.5 |
-0.6% |
1,080.5 |
Low |
1,049.4 |
1,045.4 |
-4.0 |
-0.4% |
1,051.6 |
Close |
1,053.8 |
1,061.2 |
7.4 |
0.7% |
1,056.2 |
Range |
21.6 |
19.1 |
-2.5 |
-11.6% |
28.9 |
ATR |
15.3 |
15.6 |
0.3 |
1.8% |
0.0 |
Volume |
124,024 |
173,771 |
49,747 |
40.1% |
428,116 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.3 |
1,106.9 |
1,071.7 |
|
R3 |
1,095.2 |
1,087.8 |
1,066.5 |
|
R2 |
1,076.1 |
1,076.1 |
1,064.7 |
|
R1 |
1,068.7 |
1,068.7 |
1,063.0 |
1,072.4 |
PP |
1,057.0 |
1,057.0 |
1,057.0 |
1,058.9 |
S1 |
1,049.6 |
1,049.6 |
1,059.4 |
1,053.3 |
S2 |
1,037.9 |
1,037.9 |
1,057.7 |
|
S3 |
1,018.8 |
1,030.5 |
1,055.9 |
|
S4 |
999.7 |
1,011.4 |
1,050.7 |
|
|
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 |
1,074.0 |
1,045.4 |
28.6 |
2.7% |
18.1 |
1.7% |
55% |
False |
True |
143,928 |
10 |
1,087.3 |
1,045.4 |
41.9 |
3.9% |
15.8 |
1.5% |
38% |
False |
True |
103,758 |
20 |
1,111.2 |
1,045.4 |
65.8 |
6.2% |
14.6 |
1.4% |
24% |
False |
True |
64,972 |
40 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.7 |
1.4% |
11% |
False |
True |
34,446 |
60 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.5 |
1.4% |
11% |
False |
True |
23,891 |
80 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.5 |
1.4% |
11% |
False |
True |
18,413 |
100 |
1,192.1 |
1,045.4 |
146.7 |
13.8% |
14.4 |
1.4% |
11% |
False |
True |
15,177 |
120 |
1,207.5 |
1,045.4 |
162.1 |
15.3% |
13.7 |
1.3% |
10% |
False |
True |
12,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,145.7 |
2.618 |
1,114.5 |
1.618 |
1,095.4 |
1.000 |
1,083.6 |
0.618 |
1,076.3 |
HIGH |
1,064.5 |
0.618 |
1,057.2 |
0.500 |
1,055.0 |
0.382 |
1,052.7 |
LOW |
1,045.4 |
0.618 |
1,033.6 |
1.000 |
1,026.3 |
1.618 |
1,014.5 |
2.618 |
995.4 |
4.250 |
964.2 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1,059.1 |
1,060.7 |
PP |
1,057.0 |
1,060.2 |
S1 |
1,055.0 |
1,059.7 |
|