Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
3,511.0 |
3,484.0 |
-27.0 |
-0.8% |
3,442.0 |
High |
3,513.0 |
3,491.0 |
-22.0 |
-0.6% |
3,504.0 |
Low |
3,458.0 |
3,425.0 |
-33.0 |
-1.0% |
3,366.0 |
Close |
3,474.0 |
3,461.0 |
-13.0 |
-0.4% |
3,479.0 |
Range |
55.0 |
66.0 |
11.0 |
20.0% |
138.0 |
ATR |
57.3 |
58.0 |
0.6 |
1.1% |
0.0 |
Volume |
116,193 |
116,193 |
0 |
0.0% |
228,304 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.0 |
3,625.0 |
3,497.3 |
|
R3 |
3,591.0 |
3,559.0 |
3,479.2 |
|
R2 |
3,525.0 |
3,525.0 |
3,473.1 |
|
R1 |
3,493.0 |
3,493.0 |
3,467.1 |
3,476.0 |
PP |
3,459.0 |
3,459.0 |
3,459.0 |
3,450.5 |
S1 |
3,427.0 |
3,427.0 |
3,455.0 |
3,410.0 |
S2 |
3,393.0 |
3,393.0 |
3,448.9 |
|
S3 |
3,327.0 |
3,361.0 |
3,442.9 |
|
S4 |
3,261.0 |
3,295.0 |
3,424.7 |
|
|
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 |
3,425.0 |
91.0 |
2.6% |
52.6 |
1.5% |
40% |
False |
True |
56,579 |
10 |
3,516.0 |
3,366.0 |
150.0 |
4.3% |
50.9 |
1.5% |
63% |
False |
False |
52,503 |
20 |
3,516.0 |
3,277.0 |
239.0 |
6.9% |
56.6 |
1.6% |
77% |
False |
False |
30,423 |
40 |
3,516.0 |
3,167.0 |
349.0 |
10.1% |
51.0 |
1.5% |
84% |
False |
False |
18,918 |
60 |
3,516.0 |
2,969.0 |
547.0 |
15.8% |
55.6 |
1.6% |
90% |
False |
False |
14,712 |
80 |
3,516.0 |
2,969.0 |
547.0 |
15.8% |
53.9 |
1.6% |
90% |
False |
False |
11,088 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.5% |
45.4 |
1.3% |
69% |
False |
False |
8,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,771.5 |
2.618 |
3,663.8 |
1.618 |
3,597.8 |
1.000 |
3,557.0 |
0.618 |
3,531.8 |
HIGH |
3,491.0 |
0.618 |
3,465.8 |
0.500 |
3,458.0 |
0.382 |
3,450.2 |
LOW |
3,425.0 |
0.618 |
3,384.2 |
1.000 |
3,359.0 |
1.618 |
3,318.2 |
2.618 |
3,252.2 |
4.250 |
3,144.5 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
3,460.0 |
3,470.5 |
PP |
3,459.0 |
3,467.3 |
S1 |
3,458.0 |
3,464.2 |
|