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 |
3,477.0 |
3,511.0 |
34.0 |
1.0% |
3,442.0 |
High |
3,516.0 |
3,513.0 |
-3.0 |
-0.1% |
3,504.0 |
Low |
3,465.0 |
3,458.0 |
-7.0 |
-0.2% |
3,366.0 |
Close |
3,497.0 |
3,474.0 |
-23.0 |
-0.7% |
3,479.0 |
Range |
51.0 |
55.0 |
4.0 |
7.8% |
138.0 |
ATR |
57.5 |
57.3 |
-0.2 |
-0.3% |
0.0 |
Volume |
2,271 |
116,193 |
113,922 |
5,016.4% |
228,304 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.7 |
3,615.3 |
3,504.3 |
|
R3 |
3,591.7 |
3,560.3 |
3,489.1 |
|
R2 |
3,536.7 |
3,536.7 |
3,484.1 |
|
R1 |
3,505.3 |
3,505.3 |
3,479.0 |
3,493.5 |
PP |
3,481.7 |
3,481.7 |
3,481.7 |
3,475.8 |
S1 |
3,450.3 |
3,450.3 |
3,469.0 |
3,438.5 |
S2 |
3,426.7 |
3,426.7 |
3,463.9 |
|
S3 |
3,371.7 |
3,395.3 |
3,458.9 |
|
S4 |
3,316.7 |
3,340.3 |
3,443.8 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,863.7 |
3,809.3 |
3,554.9 |
|
R3 |
3,725.7 |
3,671.3 |
3,517.0 |
|
R2 |
3,587.7 |
3,587.7 |
3,504.3 |
|
R1 |
3,533.3 |
3,533.3 |
3,491.7 |
3,560.5 |
PP |
3,449.7 |
3,449.7 |
3,449.7 |
3,463.3 |
S1 |
3,395.3 |
3,395.3 |
3,466.4 |
3,422.5 |
S2 |
3,311.7 |
3,311.7 |
3,453.7 |
|
S3 |
3,173.7 |
3,257.3 |
3,441.1 |
|
S4 |
3,035.7 |
3,119.3 |
3,403.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,516.0 |
3,395.0 |
121.0 |
3.5% |
53.0 |
1.5% |
65% |
False |
False |
50,319 |
10 |
3,516.0 |
3,366.0 |
150.0 |
4.3% |
48.7 |
1.4% |
72% |
False |
False |
40,884 |
20 |
3,516.0 |
3,277.0 |
239.0 |
6.9% |
55.4 |
1.6% |
82% |
False |
False |
24,613 |
40 |
3,516.0 |
3,167.0 |
349.0 |
10.0% |
50.6 |
1.5% |
88% |
False |
False |
16,014 |
60 |
3,516.0 |
2,969.0 |
547.0 |
15.7% |
55.4 |
1.6% |
92% |
False |
False |
12,805 |
80 |
3,580.0 |
2,969.0 |
611.0 |
17.6% |
54.4 |
1.6% |
83% |
False |
False |
9,635 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.4% |
44.7 |
1.3% |
71% |
False |
False |
7,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,746.8 |
2.618 |
3,657.0 |
1.618 |
3,602.0 |
1.000 |
3,568.0 |
0.618 |
3,547.0 |
HIGH |
3,513.0 |
0.618 |
3,492.0 |
0.500 |
3,485.5 |
0.382 |
3,479.0 |
LOW |
3,458.0 |
0.618 |
3,424.0 |
1.000 |
3,403.0 |
1.618 |
3,369.0 |
2.618 |
3,314.0 |
4.250 |
3,224.3 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,485.5 |
3,487.0 |
PP |
3,481.7 |
3,482.7 |
S1 |
3,477.8 |
3,478.3 |
|